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~isPartOf:"Emerging markets, finance and trade : EMFT"
~isPartOf:"Journal of multinational financial management"
~language:"eng"
~language:"lit"
~person:"Egger, Peter"
~person:"Gupta, Rangan"
~subject:"DSGE model"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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DSGE model
Kapitaleinkommen
Capital income
6
Volatility
6
Volatilität
6
Börsenkurs
4
Estimation
4
Forecasting model
4
Prognoseverfahren
4
Schätzung
4
Share price
4
ARCH model
3
ARCH-Modell
3
Causality analysis
3
Emerging economies
3
Kausalanalyse
3
Risiko
3
Risk
3
Schwellenländer
3
Welt
3
World
3
Aktienmarkt
2
Arbeitslosigkeit
2
Bruttoinlandsprodukt
2
Economic policy
2
Economic policy uncertainty
2
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2
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2
Großbritannien
2
Impact assessment
2
Oil price
2
Panel
2
Panel study
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Schock
2
Shock
2
South Africa
2
Stock market
2
Südafrika
2
Time-varying Granger causality
2
Unemployment
2
United Kingdom
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English
Lithuanian
Author
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Egger, Peter
Gupta, Rangan
Wohar, Mark E.
3
Zaremba, Adam
3
Bahloul, Walid
2
Christou, Christina
2
Cuñado Eizaguirre, Juncal
2
Czapkiewicz, Anna
2
He, Zhifang
2
Liu, Lanlan
2
Rath, Badri Narayan
2
Salisu, Afees A.
2
Sarto, José Luis
2
Su, Zhi
2
Tai, Chu-sheng
2
Wen, Fenghua
2
Xue, Wenjun
2
Yin, Libo
2
Abankwa, Samuel
1
Abdul-Rahman, Mutawakil
1
Acharya, Viral V.
1
Adediran, Idris A.
1
Agathee, Ushad Subadar
1
Aggarwal, Raj
1
Ahluwalia, Eshan
1
Ahmed, Kamran
1
Ahmed, Shaker
1
Akyildirim, Erdinc
1
Alagidede, Paul
1
Alanazi, Ahmed S.
1
Alexandridis, George
1
Alhashel, Bader S.
1
Ali, Fahad
1
Alles, Lakshman
1
Alsubaie, Abdullah
1
An, Pengli
1
An, Yunbi
1
Anshuman, V. Ravi
1
Antoniou, Antonios
1
Arnaut, Marina
1
Assaf, Ata
1
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Emerging markets, finance and trade : EMFT
Journal of multinational financial management
Finance research letters
14
The North American journal of economics and finance : a journal of financial economics studies
12
Energy economics
7
International review of economics & finance : IREF
6
Research in international business and finance
6
Economic modelling
5
The European journal of finance
5
Applied economics
4
International journal of finance & economics : IJFE
4
Journal of forecasting
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
International review of financial analysis
3
Journal of economics and finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of real estate finance and economics
3
Applied economics letters
2
Applied financial economics
2
Defence and peace economics
2
Economics and Business Letters : EBL
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Financial innovation : FIN
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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
Economic research
1
Economic systems
1
Economies : open access journal
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International journal of forecasting
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of international financial markets, institutions & money
1
Journal of risk
1
Pacific-Basin finance journal
1
Public finance review : PFR
1
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ECONIS (ZBW)
7
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1
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7
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7
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date (oldest first)
1
Commodity prices and forecastability of international stock returns over a century : sentiments versus fundamentals with focus on South Africa
Salisu, Afees A.
;
Gupta, Rangan
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
9
,
pp. 2620-2636
Persistent link: https://www.econbiz.de/10013354984
Saved in:
2
Geopolitical risks, returns, and volatility in emerging stock markets : evidence from a panel GARCH model
Bouras, Christos
;
Christou, Christina
;
Gupta, Rangan
; …
- In:
Emerging markets, finance and trade : EMFT
55
(
2019
)
8
,
pp. 1841-1856
Persistent link: https://www.econbiz.de/10012210912
Saved in:
3
The impact of oil shocks in a small open economy New-Keynesian dynamic stochastic general equilibrium model for an oil-importing country : the case of South Africa
Hollander, Hylton
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Emerging markets, finance and trade : EMFT
55
(
2019
)
7
,
pp. 1593-1618
Persistent link: https://www.econbiz.de/10012210818
Saved in:
4
Time-varying causal relationship between stock market and unemployment in the United Kingdom : historical evidence from 1855 to 2017
Sibande, Xolani
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Journal of multinational financial management
49
(
2019
),
pp. 81-88
Persistent link: https://www.econbiz.de/10012314402
Saved in:
5
News implied volatility and the stock-bond nexus : evidence from historical data for the USA and the UK markets
Gupta, Rangan
;
Kollias, Chrēstos
;
Papadamou, Stephanos
; …
- In:
Journal of multinational financial management
47/48
(
2018
),
pp. 76-90
Persistent link: https://www.econbiz.de/10012055815
Saved in:
6
The role of economic and financial uncertainties in predicting commodity futures returns and volatility : evidence from a nonparametric causality-in-quantiles test
Bahloul, Walid
;
Balcilar, Mehmet
;
Cuñado Eizaguirre, Juncal
- In:
Journal of multinational financial management
45
(
2018
),
pp. 52-71
Persistent link: https://www.econbiz.de/10012055774
Saved in:
7
Economic policy uncertainty and stock market returns in PacificRim countries : evidence based on a Bayesian panel VAR model
Christou, Christina
;
Cuñado Eizaguirre, Juncal
;
Gupta, …
- In:
Journal of multinational financial management
40
(
2017
),
pp. 92-102
Persistent link: https://www.econbiz.de/10011927815
Saved in:
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