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~isPartOf:"Applied financial economics"
~isPartOf:"IIMB management review"
~isPartOf:"Journal of forecasting"
~language:"eng"
~person:"Elyasiani, Elyas"
~person:"Gros, Daniel"
~person:"Hughes Hallett, Andrew"
~person:"Lien, Da-hsiang Donald"
~person:"Narayan, Paresh Kumar"
~person:"Pierdzioch, Christian"
~person:"Sehgal, Sanjay"
~person:"Williams, Colin C."
~subject:"Capital income"
~subject:"EU countries"
~subject:"EU-Staaten"
~subject:"Fama French model"
~subject:"Geldpolitik"
~subject:"Prognose"
~subject:"Share price"
~subject:"Volatilität"
~subject:"Wechselkurs"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Bibliography included"
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Capital income
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Fama French model
Geldpolitik
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Forecasting model
11
Kapitaleinkommen
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forecasting
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English
Author
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Elyasiani, Elyas
Gros, Daniel
Hughes Hallett, Andrew
Lien, Da-hsiang Donald
Narayan, Paresh Kumar
Pierdzioch, Christian
Sehgal, Sanjay
Williams, Colin C.
McMillan, David G.
18
Gupta, Rangan
10
Brooks, Chris
8
Speight, Alan E. H.
8
Faff, Robert W.
7
Poshakwale, Sunil S.
7
Wang, Yudong
7
Brooks, Robert
6
Madura, Jeff
6
Morana, Claudio
6
Peel, David
6
So, Mike Ka-pui
6
Wohar, Mark E.
6
Asai, Manabu
5
Becchetti, Leonardo
5
Caporale, Guglielmo Maria
5
Chelley-Steeley, Patricia L.
5
Fabozzi, Frank J.
5
Franses, Philip Hans
5
Gil-Alaña, Luis A.
5
Hamori, Shigeyuki
5
Hassan, M. Kabir
5
Power, David M.
5
Satchell, Stephen
5
Sosvilla-Rivero, Simón
5
Zhang, Yaojie
5
Apergēs, Nikolaos
4
Chatrath, Arjun
4
Choudhry, Taufiq
4
Dunis, Christian
4
Fraser, Patricia
4
Girardi, Alessandro
4
Harris, Richard D. F.
4
Kanas, Angelos
4
Keef, Stephen P.
4
Kouretas, Georgios P.
4
Kumar, Dilip
4
Lam, Kin
4
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Applied financial economics
IIMB management review
Journal of forecasting
Intereconomics : review of European economic policy
23
Journal of international financial markets, institutions & money
20
Pacific-Basin finance journal
19
Applied economics letters
18
International review of financial analysis
18
The North American journal of economics and finance : a journal of financial economics studies
14
Intereconomics
13
Emerging markets review
12
Economic modelling
11
International economics and economic policy : IEEP
11
International review of economics & finance : IREF
11
Energy economics
10
Applied economics
9
Finance research letters
9
Economics letters
8
Journal of banking & finance
8
Open economies review
8
Scottish journal of political economy : the journal of the Scottish Economic Society
8
CESifo forum : a bi-monthly journal on European economic issues
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Journal of international money and finance
6
The European journal of finance
6
The journal of futures markets
6
CESifo Forum
5
Empirica : journal of european economics
5
European journal of political economy
5
Journal of macroeconomics
5
Macroeconomic dynamics
5
Review of quantitative finance and accounting
5
The service industries journal
5
Vierteljahrshefte zur Wirtschaftsforschung
5
Vision : the journal of business perspective
5
German economic review
4
Journal of advances in management research : JAMR
4
Journal of economic studies
4
Staff papers / International Monetary Fund
4
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
4
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ECONIS (ZBW)
20
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
Saved in:
3
Forecasting volatilities of oil and gas assets : a comparison of GAS, GARCH, and EGARCH models
Xu, Yingying
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 259-278
Persistent link: https://www.econbiz.de/10012817733
Saved in:
4
The global latent factor and international index futures returns predictability
Chang, Shu-Lien
;
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 514-538
Persistent link: https://www.econbiz.de/10013166158
Saved in:
5
Investor sentiment and its role in asset pricing : an empirical study for India
Pandey, Piyush
;
Sehgal, Sanjay
- In:
IIMB management review
31
(
2019
)
2
,
pp. 127-144
Persistent link: https://www.econbiz.de/10012213117
Saved in:
6
Sovereign ratings : determinants and policy implications for India
Sehgal, Sanjay
;
Mathur, Shruti
;
Arora, Mamta
;
Gupta, Latika
- In:
IIMB management review
30
(
2018
)
2
,
pp. 140-159
Persistent link: https://www.econbiz.de/10011978227
Saved in:
7
Volatility effect and the role of firm quality factor in returns : evidence from the Indian stock market
Pandey, Asheesh
;
Sehgal, Sanjay
- In:
IIMB management review
29
(
2017
)
1
,
pp. 18-28
Persistent link: https://www.econbiz.de/10011756855
Saved in:
8
Cross sectional moments and portfolio returns : evidence for select emerging markets
Sehgal, Sanjay
;
Garg, Vidisha
- In:
IIMB management review
28
(
2016
)
3
,
pp. 147-159
Persistent link: https://www.econbiz.de/10011645673
Saved in:
9
Exchange-traded funds, liquidity and volatility
Krause, Timothy
;
Ehsani, Sina
;
Lien, Da-hsiang Donald
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1617-1630
Persistent link: https://www.econbiz.de/10010460931
Saved in:
10
Real estate investment by Bank Holding Companies and their risk and return : nonparametric and GARCH procedures
Deacle, Scott
;
Elyasiani, Elyas
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 907-926
Persistent link: https://www.econbiz.de/10010410396
Saved in:
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