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~isPartOf:"Empirica : journal of european economics"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Macroeconomic dynamics"
~language:"eng"
~language:"mkd"
~language:"nor"
~language:"ron"
~language:"und"
~person:"Demir, Ender"
~person:"Wohar, Mark E."
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"VAR model"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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Empirica : journal of european economics
Finance research letters
Journal of empirical finance
Macroeconomic dynamics
International review of economics & finance : IREF
9
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8
The North American journal of economics and finance : a journal of financial economics studies
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Emerging markets review
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ECONIS (ZBW)
19
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1
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
2
Global evidence of the COVID-19 shock on real equity prices and real exchange rates : a counterfactual analysis with a threshold-augmented GVAR model
Salisu, Afees A.
;
Ayinde, Taofeek Olusola
;
Gupta, Rangan
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013455599
Saved in:
3
Is geopolitical risk priced in the cross-section of cryptocurrency returns?
Long, Huaigang
;
Demir, Ender
;
Będowska-Sójka, Barbara
; …
- In:
Finance research letters
49
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013479434
Saved in:
4
NFTs and asset class spillovers : lessons from the period around the COVID-19 pandemic
Aharon, David Y.
;
Demir, Ender
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013455593
Saved in:
5
Gold, platinum and the predictability of bond risk premia
Bouri, Elie
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Finance research letters
38
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012487757
Saved in:
6
Infected markets : novel coronavirus, government interventions, and stock return volatility around the globe
Zaremba, Adam
;
Kizys, Renatas
;
Aharon, David Y.
;
Demir, …
- In:
Finance research letters
35
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012439082
Saved in:
7
Seasonality in the cross-section of cryptocurrency returns
Long, Huaigang
;
Zaremba, Adam
;
Demir, Ender
; …
- In:
Finance research letters
35
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012439072
Saved in:
8
The causal relationship between Bitcoin attention and Bitcoin returns : evidence from the Copula-based Granger causality test
Dastgir, Shabbir
;
Demir, Ender
;
Downing, Gareth
; …
- In:
Finance research letters
28
(
2019
),
pp. 160-164
Persistent link: https://www.econbiz.de/10012388046
Saved in:
9
The impact of US uncertainty on the Euro area in good and bad times : evidence from a quantile structural vector autoregressive model
Gupta, Rangan
;
Lau, Chi Keung
;
Wohar, Mark E.
- In:
Empirica : journal of european economics
46
(
2019
)
2
,
pp. 353-368
Persistent link: https://www.econbiz.de/10012241954
Saved in:
10
The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests
Gupta, Rangan
;
Pierdzioch, Christian
;
Vivian, Andrew J.
; …
- In:
Finance research letters
29
(
2019
),
pp. 315-322
Persistent link: https://www.econbiz.de/10012419133
Saved in:
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