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~isPartOf:"Defence and peace economics"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The European journal of finance"
~isPartOf:"The journal of futures markets"
~language:"eng"
~language:"hun"
~person:"Balcilar, Mehmet"
~person:"Chiarella, Carl"
~person:"Gupta, Rangan"
~person:"Martens, Martin"
~person:"McEntarfer, Erika"
~person:"McMillan, David G."
~person:"Schnabl, Gunther"
~subject:"Arbeitsmarkt"
~subject:"Estimation"
~subject:"Kapitaleinkommen"
~subject:"Liquiditätseffekt"
~subject:"Schätzung"
~subject:"USA"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Arbeitsmarkt
Estimation
Kapitaleinkommen
Liquiditätseffekt
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USA
Volatility
26
Volatilität
26
Capital income
13
Börsenkurs
10
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10
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8
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Nichtparametrisches Verfahren
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Arbeitspapier
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18
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English
Hungarian
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Balcilar, Mehmet
Chiarella, Carl
Gupta, Rangan
Martens, Martin
McEntarfer, Erika
McMillan, David G.
Schnabl, Gunther
Daigler, Robert T.
5
Koutmos, Gregory
5
Ma, Feng
5
Bali, Turan G.
4
Caporin, Massimiliano
4
Ederington, Louis H.
4
Kang, Sang Hoon
4
Pierdzioch, Christian
4
Simon, David P.
4
Wohar, Mark E.
4
Xuan Vinh Vo
4
Yin, Libo
4
Zhang, Jin E.
4
Agarwalla, Sobhesh Kumar
3
Ap Gwilym, Owain
3
Bouri, Elie
3
Brooks, Robert
3
Chatrath, Arjun
3
Copeland, Laurence S.
3
Corrado, Charles Joseph
3
Giot, Pierre
3
Hammoudeh, Shawkat
3
Huang, Jianbai
3
Kumar, Dilip
3
Lai, Yu-Sheng
3
Malik, Farooq
3
Mensi, Walid
3
Parhizgari, Ali M.
3
Ramchander, Sanjay
3
Shi, Yanlin
3
Todorova, Neda
3
Tse, Yiuman
3
Wang, Jiqian
3
Wang, Yudong
3
Whaley, Robert E.
3
Wu, Chunchi
3
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Defence and peace economics
International review of economics & finance : IREF
The European journal of finance
The journal of futures markets
Department of Economics working paper series
29
The North American journal of economics and finance : a journal of financial economics studies
11
Energy economics
7
Finance research letters
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Applied economics
5
Applied financial economics
5
Research in international business and finance
5
Applied economics letters
4
Economic modelling
3
Economics letters
3
International journal of finance & economics : IJFE
3
Journal of forecasting
3
Journal of international financial markets, institutions & money
3
Journal of multinational financial management
3
Working paper / National Bureau of Economic Research, Inc.
3
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
3
Annals of financial economics
2
Discussion paper / Tinbergen Institute
2
Discussion paper series / IZA
2
Econometric Institute research papers
2
Economics and Business Letters : EBL
2
Emerging markets, finance and trade : EMFT
2
Federal Reserve Bank of Cleveland working paper series
2
Finance and economics discussion series
2
Financial innovation : FIN
2
Finmap working paper
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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 economics and finance
2
Journal of financial markets
2
Open economies review
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Working papers / U.S. Census Bureau, Center for Economic Studies
2
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ECONIS (ZBW)
18
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18
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date (oldest first)
1
Forecasting international REITs
volatility
: the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
2
Expected profitability, the 52-week high and the idiosyncratic
volatility
puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
Saved in:
3
Forecasting realized
volatility
of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
4
Is there a risk and return relation?
Fifield, S. G. M.
;
McMillan, David G.
;
McMillan, Fiona J.
- In:
The European journal of finance
26
(
2020
)
11
,
pp. 1075-1101
Persistent link: https://www.econbiz.de/10012264949
Saved in:
5
Geopolitical risks and movements in Islamic bond and equity markets : a note
Bouri, Elie
;
Demirer, Rıza
;
Gupta, Rangan
;
Marfatia, …
- In:
Defence and peace economics
30
(
2019
)
3
,
pp. 367-379
Persistent link: https://www.econbiz.de/10012200540
Saved in:
6
Exchange rate returns and
volatility
: the role of time-varying rare disaster risks
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, Mark E.
- In:
The European journal of finance
25
(
2019
)
2
,
pp. 190-203
Persistent link: https://www.econbiz.de/10012206968
Saved in:
7
Does geopolitical risks predict stock returns and
volatility
of leading defense companies? : evidence from a nonparametric approach
Apergēs, Nikolaos
;
Bonato, Matteo
;
Gupta, Rangan
; …
- In:
Defence and peace economics
29
(
2018
)
6
,
pp. 684-696
Persistent link: https://www.econbiz.de/10011957107
Saved in:
8
Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
Saved in:
9
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
10
Forecasting the
volatility
of the Dow Jones Islamic Stock Market Index : long memory vs. regime switching
Nasr, Adnen Ben
;
Lux, Thomas
;
Ajmi, Ahdi Noomen
;
Gupta, …
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 559-571
Persistent link: https://www.econbiz.de/10011626589
Saved in:
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