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~isPartOf:"Applied economics"
~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:"USA"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Großbritannien
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21
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21
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18
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Gupta, Rangan
Hammoudeh, Shawkat
Ma, Feng
19
Bahmani-Oskooee, Mohsen
17
Bouri, Elie
17
Gil-Alaña, Luis A.
14
Narayan, Paresh Kumar
11
Xuan Vinh Vo
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Goel, Rajeev K.
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Li, Yan
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Liang, Chao
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Sosvilla-Rivero, Simón
8
Tiwari, Aviral Kumar
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Turner, Paul
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Umar, Zaghum
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Zhu, Huiming
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Apergēs, Nikolaos
7
Balcilar, Mehmet
7
Caporale, Guglielmo Maria
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Floros, Christos
7
Fung, Hung-gay
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Kanas, Angelos
7
Lee, Chien-chiang
7
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7
Moosa, Imad A.
7
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7
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7
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Applied economics
International review of financial analysis
Journal of international financial markets, institutions & money
Energy economics
35
The North American journal of economics and finance : a journal of financial economics studies
26
International review of economics & finance : IREF
22
Finance research letters
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Applied economics letters
10
Economics letters
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Economic modelling
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
7
Journal of forecasting
7
Research in international business and finance
7
International journal of finance & economics : IJFE
6
Journal of multinational financial management
6
The journal of real estate finance and economics
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Annals of financial economics
5
Defence and peace economics
4
Structural change and economic dynamics : SC+ED
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The European journal of finance
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Economia internazionale
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Emerging markets review
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Financial innovation : FIN
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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 economic studies
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Journal of economics and finance
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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OPEC energy review
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Pacific-Basin finance journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Contemporary economic policy : a journal of Western Economic Association International
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Economic systems
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Economics : the open-access, open-assessment journal
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ECONIS (ZBW)
29
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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
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:
5
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:
6
The role of real estate uncertainty in predicting US home sales growth : evidence from a quantiles-based Bayesian model averaging approach
Çepni, Oğuzhan
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Applied economics
52
(
2020
)
5
,
pp. 528-536
Persistent link: https://www.econbiz.de/10012197432
Saved in:
7
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:
8
Causal effects of the United States and Japan on Pacific-Rim stock markets : nonparametric quantile causality approach
Balcilar, Mehmet
;
Gupta, Rangan
;
Nguyen, Duc Khuong
; …
- In:
Applied economics
50
(
2018
)
53
,
pp. 5712-5727
Persistent link: https://www.econbiz.de/10012062898
Saved in:
9
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:
10
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:
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