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~isPartOf:"Economics letters"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Oxford bulletin of economics and statistics"
~language:"eng"
~language:"lit"
~language:"und"
~person:"Franses, Philip Hans"
~person:"Gupta, Rangan"
~person:"Haskel, Jonathan"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Volatility"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Geldpolitik
Großbritannien
Volatility
Volatilität
Zeitreihenanalyse
Theorie
19
Theory
19
Time series analysis
16
Estimation
14
Schätzung
14
USA
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Franses, Philip Hans
Gupta, Rangan
Haskel, Jonathan
Peel, David
18
Hassler, Uwe
11
Leybourne, Stephen James
11
Blackaby, David
10
Gil-Alaña, Luis A.
9
Harvey, David I.
9
Caraiani, Petre
8
Hecq, Alain W. J.
8
Kapetanios, George
8
MacDonald, Ronald
8
Machin, Stephen
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Taylor, Mark P.
8
Ma, Feng
7
Yin, Libo
7
Arize, Augustine Chuck
6
Han, Liyan
6
Harris, Richard I. D.
6
Lai, Ching-chong
6
Lee, Junsoo
6
Lütkepohl, Helmut
6
Murphy, P. D.
6
Pierdzioch, Christian
6
Ruelke, Jan-Christoph
6
Shin, Dong-wan
6
Sloane, Peter J.
6
Stewart, Mark B.
6
Taylor, Robert
6
Tiwari, Aviral Kumar
6
Dickerson, Andrew P.
5
Girma, Sourafel
5
Greenaway, David
5
Hammoudeh, Shawkat
5
Henley, Andrew
5
Kang, Sang Hoon
5
Koopman, Siem Jan
5
Kugler, Peter
5
Kutan, Ali Mustafa
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Economics letters
International review of economics & finance : IREF
Oxford bulletin of economics and statistics
Applied economics
19
Energy economics
17
Journal of forecasting
16
Finance research letters
14
The North American journal of economics and finance : a journal of financial economics studies
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
International journal of forecasting
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Applied economics letters
8
Economic modelling
8
Research in international business and finance
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Computational economics
5
Economica
5
International journal of finance & economics : IJFE
5
Journal of econometrics
5
Journal of multinational financial management
5
The economic journal : the journal of the Royal Economic Society
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
Annals of financial economics
4
Econometric reviews
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Economia internazionale
4
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
4
International review of financial analysis
4
Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of risk and financial management : JRFM
4
The European journal of finance
4
The journal of real estate finance and economics
4
Applied financial economics
3
Defence and peace economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Financial innovation : FIN
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of economic studies
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ECONIS (ZBW)
32
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1
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
2
The impacts of oil price volatility on financial stress : is the COVID-19 period different?
Sheng, Xin
;
Kim, Won Joong
;
Gupta, Rangan
;
Ji, Qiang
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 520-532
Persistent link: https://www.econbiz.de/10014428155
Saved in:
3
Climate uncertainty and carbon emissions prices : the relative roles of transition and physical climate risks
Ozturk, Serda Selin
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Economics letters
217
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013465491
Saved in:
4
Geopolitical risks and historical exchange rate volatility of the BRICS
Salisu, Afees A.
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 179-190
Persistent link: https://www.econbiz.de/10013330761
Saved in:
5
Bitcoin mining activity and volatility dynamics in the power market
Karmakar, Sayar
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Economics letters
209
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013209321
Saved in:
6
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:
7
Movements in international bond markets : the role of oil prices
Nazlıoğlu, Şaban
;
Gupta, Rangan
;
Bouri, Elie
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 47-58
Persistent link: https://www.econbiz.de/10012486293
Saved in:
8
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
9
The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea
Balcilar, Mehmet
;
Gupta, Rangan
;
Kim, Won Joong
;
Kyei, …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 150-163
Persistent link: https://www.econbiz.de/10012202500
Saved in:
10
Time-varying impact of uncertainty shocks on the US housing market
Christou, Christina
;
Gupta, Rangan
;
Nyakabawo, Wendy
- In:
Economics letters
180
(
2019
),
pp. 15-20
Persistent link: https://www.econbiz.de/10012121736
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