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~accessRights:"restricted"
~person:"Afonso, António"
~person:"Dixon, Peter B."
~person:"Gupta, Rangan"
~person:"Umar, Zaghum"
~subject:"ARCH model"
~subject:"Economic policy"
~subject:"Stock market"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
~type_genre:"Forschungsbericht"
~type_genre:"Übersichtsarbeit"
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ARCH model
Economic policy
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Wirkungsanalyse
Estimation
186
Schätzung
186
Volatility
157
Volatilität
157
Prognoseverfahren
143
Forecasting model
142
Capital income
130
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130
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112
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112
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108
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108
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107
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94
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88
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52
Monetary policy
47
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46
ARCH-Modell
43
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41
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40
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190
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Afonso, António
Dixon, Peter B.
Gupta, Rangan
Umar, Zaghum
Ma, Feng
78
Tiwari, Aviral Kumar
69
Bouri, Elie
55
Xuan Vinh Vo
52
Hammoudeh, Shawkat
50
Mensi, Walid
47
Wohar, Mark E.
46
Zhang, Yaojie
41
Demirer, Rıza
40
Zaremba, Adam
40
Kang, Sang Hoon
38
Lucey, Brian M.
38
Liang, Chao
37
Shahzad, Syed Jawad Hussain
37
Balcilar, Mehmet
36
Salisu, Afees A.
35
Lee, Chien-chiang
34
Apergēs, Nikolaos
33
Ji, Qiang
32
Corbet, Shaen
31
Gil-Alaña, Luis A.
31
Wen, Fenghua
31
Goodell, John W.
30
Guesmi, Khaled
28
Jawadi, Fredj
28
Narayan, Paresh Kumar
28
Wang, Yudong
28
Caporale, Guglielmo Maria
27
Ryu, Doojin
27
Uddin, Mohammed Gazi Salah
27
Yoon, Seong-min
27
Hassan, M. Kabir
26
Naeem, Muhammad Abubakr
26
Kuntze, Oscar-Erich
25
Lin, Boqiang
25
Serletis, Apostolos
25
Ur Rehman, Mobeen
25
Wei, Yu
25
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Finance research letters
18
The North American journal of economics and finance : a journal of financial economics studies
17
Research in international business and finance
14
Applied economics
11
International review of economics & finance : IREF
9
Economics letters
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Economic modelling
6
Energy economics
6
International journal of finance & economics : IJFE
6
International review of financial analysis
5
Emerging markets review
4
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
4
Journal of economics and finance
4
Journal of multinational financial management
4
Pacific-Basin finance journal
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
4
Applied economics letters
3
Defence and peace economics
3
Economic systems
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
The European journal of finance
3
Annals of financial economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Global finance journal
2
International journal of forecasting
2
Journal of international financial markets, institutions & money
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Open economies review
2
Structural change and economic dynamics : SC+ED
2
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Contributions to economic analysis
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirica : journal of european economics
1
Foreign trade review : FTR ; quarterly journal of Indian Institute of Foreign Trade
1
Handbooks in economics
1
History of economics review
1
International economics and economic policy : IEEP
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
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ECONIS (ZBW)
194
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1
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
2
Connectedness between (un)conventional monetary policy and Islamic and advanced equity markets : a returns and volatility spillover analysis
Choi, Sun-Yong
;
Phiri, Andrew
;
Teplova, Tamara V.
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 348-363
Persistent link: https://www.econbiz.de/10014492157
Saved in:
3
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
4
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
5
Herding in international REITs markets around the COVID-19 pandemic
Lesame, Keagile
;
Ngene, Geoffrey
;
Gupta, Rangan
;
Bouri, Elie
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014451556
Saved in:
6
Introduction to INFER special issue on "new aspects of economic and financial integration"
Afonso, António
;
Badarau, Cristina
;
Turcu, Camélia
- In:
The world economy : the leading journal on …
47
(
2024
)
1
,
pp. 2-8
Persistent link: https://www.econbiz.de/10014478114
Saved in:
7
Patterns of unconventional monetary policy spillovers during a systemic crisis
Umar, Zaghum
;
Bossman, Ahmed
;
Iqbal, Najaf
;
Teplova, Tamara
- In:
Applied economics
56
(
2024
)
14
,
pp. 1611-1621
Persistent link: https://www.econbiz.de/10014473142
Saved in:
8
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
Saved in:
9
Returns and volatility connectedness among the Eurozone equity markets
Umar, Zaghum
;
Adekoya, Oluwasegun B.
;
Gubareva, Mariya
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
3
,
pp. 3103-3122
Persistent link: https://www.econbiz.de/10014635298
Saved in:
10
Are short stocks susceptible to geopolitical shocks? : time-frequency evidence from the Russian-Ukrainian conflict
Umar, Zaghum
;
Bossman, Ahmed
;
Choi, Sun-Yong
;
Xuan Vinh Vo
- In:
Finance research letters
52
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472256
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