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~isPartOf:"Advances in Pacific Basin business, economics and finance"
~isPartOf:"International journal of business and economics"
~isPartOf:"International journal of forecasting"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~language:"eng"
~language:"nor"
~person:"Balcilar, Mehmet"
~person:"Bornholt, Graham"
~person:"Brooks, Robert"
~person:"Cakici, Nusret"
~person:"Gupta, Rangan"
~person:"Narayan, Paresh Kumar"
~person:"Wu, Chunchi"
~subject:"ARCH-Modell"
~subject:"Börsenkurs"
~subject:"Capital income"
~subject:"Interest rate"
~subject:"Kapitaleinkommen"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
~type_genre:"Glossar enthalten"
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ARCH-Modell
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Balcilar, Mehmet
Bornholt, Graham
Brooks, Robert
Cakici, Nusret
Gupta, Rangan
Narayan, Paresh Kumar
Wu, Chunchi
Wohar, Mark E.
17
Hammoudeh, Shawkat
16
Ma, Feng
14
Faff, Robert W.
13
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Lien, Da-hsiang Donald
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9
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9
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9
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Salisu, Afees A.
9
Taylor, Stephen
9
Tourani Rad, Alireza
9
Wang, Yudong
9
Bohl, Martin T.
8
Bouri, Elie
8
Frijns, Bart
8
Lucey, Brian M.
8
Olmo, Jose
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Sharma, Susan Sunila
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Tiwari, Aviral Kumar
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7
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7
Caporale, Guglielmo Maria
7
Caporin, Massimiliano
7
Chang, Eric Chieh
7
Fletcher, Jonathan
7
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7
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Advances in Pacific Basin business, economics and finance
International journal of business and economics
International journal of forecasting
International review of economics & finance : IREF
Journal of banking & finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of international financial markets, institutions & money
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Energy economics
21
Pacific-Basin finance journal
21
The North American journal of economics and finance : a journal of financial economics studies
20
Finance research letters
19
International review of financial analysis
18
Economic modelling
13
Emerging markets review
13
Applied financial economics
12
Research in international business and finance
12
Journal of forecasting
9
Applied economics
8
The European journal of finance
7
Applied economics letters
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
International journal of finance & economics : IJFE
6
Journal of empirical finance
6
Journal of multinational financial management
6
Journal of risk and financial management : JRFM
6
Review of Pacific Basin financial markets and policies
6
The journal of real estate finance and economics
6
Global finance journal
5
Journal of financial markets
5
Review of quantitative finance and accounting
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Economic systems
4
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
4
Financial innovation : FIN
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Journal of behavioral and experimental finance
4
Journal of financial economics
4
Journal of international money and finance
4
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
4
Applied financial economics letters
3
Defence and peace economics
3
Economics letters
3
Empirica : journal of european economics
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ECONIS (ZBW)
77
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77
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1
ESG investing in good and bad times : an international study
Long, Huaigang
;
Chiah, Mardy
;
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494745
Saved in:
2
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:
3
Volatility forecasts by clustering$applications for VaR estimation
Wang, Zijin
;
Chen, Peimin
;
Liu, Peng
;
Wu, Chunchi
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014582647
Saved in:
4
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
5
Impacts of macroeconomic news announcements on corporate bond market
Jiang, Ruixiang
;
Wang, Bo
;
Wu, Chunchi
;
Zhang, Yue
- In:
Advances in Pacific Basin business, economics and finance
11
(
2023
),
pp. 89-125
Persistent link: https://www.econbiz.de/10014338182
Saved in:
6
Misery on Main Street, victory on Wall Street : economic discomfort and the cross-section of global stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014462426
Saved in:
7
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
8
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 303-314
Persistent link: https://www.econbiz.de/10014428077
Saved in:
9
Out-of-sample predictability of gold market volatility : the role of US Nonfarm Payroll
Salisu, Afees A.
;
Bouri, Elie
;
Gupta, Rangan
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 482-488
Persistent link: https://www.econbiz.de/10014249177
Saved in:
10
Terrorism and international stock returns
Narayan, Paresh Kumar
;
Narayan, Seema
;
Dinh Hoang Bach Phan
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013412765
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