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~isPartOf:"Applied economics"
~isPartOf:"Economia internazionale"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of international financial markets, institutions & money"
~language:"eng"
~person:"Gupta, Rangan"
~person:"Hammoudeh, Shawkat"
~subject:"Großbritannien"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Großbritannien
Volatility
Volatilität
Forecasting model
21
Prognoseverfahren
21
Estimation
20
Schätzung
20
Aktienmarkt
19
Stock market
19
Börsenkurs
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forecasting
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Fallstudie
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Aufsatz in Zeitschrift
22
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English
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Gupta, Rangan
Hammoudeh, Shawkat
Ma, Feng
17
Bouri, Elie
15
Moosa, Imad A.
9
Narayan, Paresh Kumar
9
Bahmani-Oskooee, Mohsen
8
Gil-Alaña, Luis A.
8
Guesmi, Khaled
8
Lau, Chi Keung
8
McMillan, David G.
8
Nguyen, Duc Khuong
8
Roubaud, David
8
Xuan Vinh Vo
8
Zhu, Huiming
8
Corbet, Shaen
7
Floros, Christos
7
Jawadi, Fredj
7
Li, Yan
7
Liang, Chao
7
Sosvilla-Rivero, Simón
7
Turner, Paul
7
Umar, Zaghum
7
Zhang, Yaojie
7
Brooks, Chris
6
Brooks, Robert
6
Brzeszczyński, Janusz
6
Caporale, Guglielmo Maria
6
Kim, Suk-Joong
6
Leslie, Derek G.
6
Liu, Jia
6
Sensoy, Ahmet
6
Sloane, Peter J.
6
Smales, Lee A.
6
Speight, Alan E. H.
6
Wei, Yu
6
Yarovaya, Larisa
6
Yoon, Seong-min
6
Aloui, Chaker
5
Ap Gwilym, Owain
5
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Applied economics
Economia internazionale
International review of financial analysis
Journal of international financial markets, institutions & money
Energy economics
30
The North American journal of economics and finance : a journal of financial economics studies
18
International review of economics & finance : IREF
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Finance research letters
9
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
6
Journal of multinational financial management
6
Research in international business and finance
6
Applied economics letters
5
Economics letters
5
International journal of finance & economics : IJFE
5
Journal of forecasting
5
Economic modelling
4
The European journal of finance
4
Annals of financial economics
3
Defence and peace economics
3
Emerging markets, finance and trade : EMFT
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Financial innovation : FIN
3
Journal of economics and finance
3
Pacific-Basin finance journal
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Economics and Business Letters : EBL
2
Emerging markets review
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy policy
2
Global finance journal
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economic studies
2
Journal of financial markets
2
Journal of macroeconomics
2
Journal of risk and financial management : JRFM
2
OPEC energy review
2
Structural change and economic dynamics : SC+ED
2
The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
22
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1
Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Sheikh, Umaid A.
;
Asadi, Mehrad
;
Roubaud, David
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492393
Saved in:
2
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
Saved in:
3
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Mensi, Walid
;
Hammoudeh, Shawkat
;
Xuan Vinh Vo
;
Kang, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012820834
Saved in:
4
Does real U.K. GDP have a unit root? : evidence from a multi-century perspective
Canarella, Giorgio
;
Gupta, Rangan
;
Miller, Stephen M.
; …
- In:
Applied economics
52
(
2020
)
10
,
pp. 1070-1087
Persistent link: https://www.econbiz.de/10012197516
Saved in:
5
Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?
Fang, Libing
;
Bouri, Elie
;
Gupta, Rangan
;
Roubaud, David
- In:
International review of financial analysis
61
(
2019
),
pp. 29-36
Persistent link: https://www.econbiz.de/10012206699
Saved in:
6
Distribution specific dependence and causality between industry-level U.S. credit and stock markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Journal of international financial markets, …
52
(
2018
),
pp. 114-133
Persistent link: https://www.econbiz.de/10011986230
Saved in:
7
Spillovers between Bitcoin and other assets during bear and bull markets
Bouri, Elie
;
Das, Mahamitra
;
Gupta, Rangan
;
Roubaud, David
- In:
Applied economics
50
(
2018
)
55
,
pp. 5935-5949
Persistent link: https://www.econbiz.de/10012062940
Saved in:
8
Impact of US uncertainties on emerging and mature markets : evidence from a quantile-vector autoregressive approach
Chuliá, Helena
;
Gupta, Rangan
;
Uribe, Jorge
;
Wohar, Mark E.
- In:
Journal of international financial markets, …
48
(
2017
),
pp. 178-191
Persistent link: https://www.econbiz.de/10011892345
Saved in:
9
Dependence structure between sukuk (Islamic bonds) and stock market conditions : an empirical analysis with Archimedean copulas
Naifar, Nader
;
Hammoudeh, Shawkat
;
Al dohaiman, Mohamed S.
- In:
Journal of international financial markets, …
44
(
2016
),
pp. 148-165
Persistent link: https://www.econbiz.de/10011690405
Saved in:
10
A non-linear approach for predicting, stock returns and volatility with the use of investor sentiment indices
Bekiros, Stelios
;
Gupta, Rangan
;
Kyei, Clement
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 2895-2898
Persistent link: https://www.econbiz.de/10011614191
Saved in:
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