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~isPartOf:"European journal of political economy"
~isPartOf:"Finance research letters"
~language:"eng"
~language:"fra"
~person:"Lien, Da-hsiang Donald"
~person:"Marcellino, Massimiliano"
~person:"Pierdzioch, Christian"
~person:"Sapir, André"
~person:"Shahzad, Syed Jawad Hussain"
~person:"Williams, Colin C."
~subject:"Capital income"
~subject:"EU countries"
~subject:"Risk measure"
~subject:"Welt"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Bibliography included"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Capital income
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Welt
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14
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11
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11
World
11
Estimation
10
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Lien, Da-hsiang Donald
Marcellino, Massimiliano
Pierdzioch, Christian
Sapir, André
Shahzad, Syed Jawad Hussain
Williams, Colin C.
Goodell, John W.
24
Gupta, Rangan
24
Bouri, Elie
22
Lucey, Brian M.
15
Corbet, Shaen
12
Haan, Jakob de
12
Zaremba, Adam
12
Thornton, John
11
Ji, Qiang
10
Roubaud, David
9
Shen, Dehua
9
Tiwari, Aviral Kumar
9
Wei, Yu
9
Demir, Ender
7
Molnár, Peter
7
Naeem, Muhammad Abubakr
7
Wohar, Mark E.
7
Xuan Vinh Vo
7
Aharon, David Y.
6
Apergēs, Nikolaos
6
Baur, Dirk G.
6
Boubaker, Sabri
6
Di Tommaso, Caterina
6
Gozgor, Giray
6
Guesmi, Khaled
6
Mensi, Walid
6
Pandey, Dharen Kumar
6
Ryu, Doojin
6
Salisu, Afees A.
6
Voigt, Stefan
6
Yarovaya, Larisa
6
Yousaf, Imran
6
Zhang, Dayong
6
Kang, Sang Hoon
5
Kinateder, Harald
5
Kumari, Vineeta
5
Leirvik, Thomas
5
Li, Xiao
5
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European journal of political economy
Finance research letters
Energy economics
15
International review of financial analysis
11
Applied economics
9
The North American journal of economics and finance : a journal of financial economics studies
8
International journal of forecasting
7
International review of economics & finance : IREF
6
Journal of forecasting
6
Journal of international financial markets, institutions & money
6
Economic modelling
5
Intereconomics : review of European economic policy
5
Journal of applied econometrics
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
The service industries journal
5
Applied economics letters
4
Financial innovation : FIN
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Oxford bulletin of economics and statistics
4
The journal of futures markets
4
Employee relations
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Industrial relations journal
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Journal of banking & finance
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Journal of developmental entrepreneurship : JDE ; a publication devoted to issues concerning microenterprise development
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The European journal of finance
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The energy journal
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The world economy : the leading journal on international economic relations
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UTMS journal of economics / University of Tourism and Management : international, multidisciplinary journal for the area of south and southeastern Europe
3
Applied financial economics
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Applied financial economics letters
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CESifo forum : a bi-monthly journal on European economic issues
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Economic policy : a European forum
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Emerging markets review
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European economic review : EER
2
International economic journal
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International economics and economic policy : IEEP
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International entrepreneurship and management journal
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International journal of economic perspectives : IJEP
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International journal of manpower
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ECONIS (ZBW)
20
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20
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1
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631146
Saved in:
2
A grey-based correlation with multi-scale analysis : S&P 500 VIX and individual VIXs of large US company stocks
Wang, Zhenkun
;
Bouri, Elie
;
Ferreira, Paulo
;
Shahzad, …
- In:
Finance research letters
48
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013459296
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
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
Saved in:
5
Tail event-based sovereign credit risk transmission network during COVID-19 pandemic
Naifar, Nader
;
Shahzad, Syed Jawad Hussain
- In:
Finance research letters
45
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014578150
Saved in:
6
Investor sentiment and dollar-pound exchange rate returns : evidence from over a century of data using a cross-quantilogram approach
Shahzad, Syed Jawad Hussain
;
Kyei, Clement Kweku
; …
- In:
Finance research letters
38
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012490225
Saved in:
7
A note on investor happiness and the predictability of realized volatility of gold
Bonato, Matteo
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Finance research letters
39
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012805333
Saved in:
8
The pricing of bad contagion in cryptocurrencies : a four-factor pricing model
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Ahmad, Tanveer
; …
- In:
Finance research letters
41
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013335981
Saved in:
9
Forecasting realized gold volatility : is there a role of geopolitical risks?
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Finance research letters
35
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012438328
Saved in:
10
Time and frequency relationship between household investors' sentiment index and US industry stock returns
Khan, Muhammad Asif
;
Hernandez, Jose Arreola
;
Shahzad, …
- In:
Finance research letters
36
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012483967
Saved in:
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