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~isPartOf:"Applied economics"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~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
Estimation
33
Schätzung
33
Aktienmarkt
31
Börsenkurs
31
Share price
31
Stock market
31
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30
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Gupta, Rangan
Hammoudeh, Shawkat
Ma, Feng
19
Bouri, Elie
17
Zhu, Huiming
15
Xuan Vinh Vo
14
Kang, Sang Hoon
13
Mensi, Walid
12
Wohar, Mark E.
10
Zhang, Yaojie
10
Bahmani-Oskooee, Mohsen
9
Corbet, Shaen
9
McMillan, David G.
9
Narayan, Paresh Kumar
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Sensoy, Ahmet
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Yoon, Seong-min
9
Balcilar, Mehmet
8
Guesmi, Khaled
8
Lau, Chi Keung
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Li, Yan
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Liang, Chao
8
McAleer, Michael
8
Nguyen, Duc Khuong
8
Roubaud, David
8
Umar, Zaghum
8
Wei, Yu
8
Allen, David E.
7
Floros, Christos
7
Gil-Alaña, Luis A.
7
Hamori, Shigeyuki
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Jawadi, Fredj
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Kim, Jong-Min
7
Lien, Da-hsiang Donald
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Qiao, Gaoxiu
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Sosvilla-Rivero, Simón
7
Tiwari, Aviral Kumar
7
Turner, Paul
7
Uddin, Mohammed Gazi Salah
7
Aloui, Chaker
6
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Applied economics
International review of financial analysis
Journal of international financial markets, institutions & money
The North American journal of economics and finance : a journal of financial economics studies
Energy economics
30
International review of economics & finance : IREF
12
Finance research letters
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
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
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International journal of finance & economics : IJFE
5
Journal of forecasting
5
Economic modelling
4
The European journal of finance
4
Annals of financial economics
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Defence and peace economics
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Economia internazionale
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Financial innovation : FIN
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Journal of economics and finance
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Pacific-Basin finance journal
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Emerging markets review
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Energy policy
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Global finance journal
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International journal of forecasting
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of macroeconomics
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Journal of risk and financial management : JRFM
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OPEC energy review
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Structural change and economic dynamics : SC+ED
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The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
38
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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
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:
3
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:
4
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
5
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
6
Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging
Trabelsi, Nader
;
Tiwari, Aviral Kumar
;
Hammoudeh, Shawkat
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-35
Persistent link: https://www.econbiz.de/10013534076
Saved in:
7
Risk spillover between Bitcoin and conventional financial markets : an expectile-based approach
Zhang, Yue-jun
;
Bouri, Elie
;
Gupta, Rangan
;
Ma, Shu-Jiao
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667384
Saved in:
8
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:
9
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:
10
Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Ur Rehman, Mobeen
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659807
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