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~isPartOf:"Finance research letters"
~isPartOf:"International review of financial analysis"
~isPartOf:"Oxford bulletin of economics and statistics"
~language:"eng"
~person:"Lien, Da-hsiang Donald"
~person:"Marcellino, Massimiliano"
~person:"Pierdzioch, Christian"
~person:"Sapir, André"
~person:"Taylor, Mark P."
~person:"Williams, Colin C."
~subject:"Capital income"
~subject:"EU countries"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Bibliography included"
~type_genre:"Graue Literatur"
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Capital income
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Forecasting model
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14
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Lien, Da-hsiang Donald
Marcellino, Massimiliano
Pierdzioch, Christian
Sapir, André
Taylor, Mark P.
Williams, Colin C.
Goodell, John W.
32
Bouri, Elie
31
Gupta, Rangan
27
Lucey, Brian M.
24
Corbet, Shaen
19
Zaremba, Adam
18
Xuan Vinh Vo
17
Yarovaya, Larisa
17
Ma, Feng
16
Shahzad, Syed Jawad Hussain
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14
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13
Shen, Dehua
12
Lau, Chi Keung
11
Thornton, John
11
Tiwari, Aviral Kumar
11
Gozgor, Giray
10
Guesmi, Khaled
10
Xiong, Xiong
10
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9
Molnár, Peter
9
Naeem, Muhammad Abubakr
9
Narayan, Paresh Kumar
9
Wen, Fenghua
9
Wohar, Mark E.
9
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9
Zhang, Yaojie
9
Demir, Ender
8
Dinh Hoang Bach Phan
8
Li, Yan
8
Salisu, Afees A.
8
Umar, Zaghum
8
Zhang, Wei
8
Zhong, Angel
8
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7
Baur, Dirk G.
7
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7
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Finance research letters
International review of financial analysis
Oxford bulletin of economics and statistics
Discussion paper / Centre for Economic Policy Research
27
Department of Economics working paper series
14
Working papers / Innocenzo Gasparini Institute for Economic Research
13
Bruegel policy brief
9
Discussion papers / CEPR
9
Applied economics
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Journal of international money and finance
8
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EUI working paper
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International journal of forecasting
7
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Intereconomics : review of European economic policy
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International review of economics & finance : IREF
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Kieler Arbeitspapiere
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The North American journal of economics and finance : a journal of financial economics studies
5
The service industries journal
5
Working paper
5
Applied economics letters
4
Journal of applied econometrics
4
Journal of international financial markets, institutions & money
4
The journal of futures markets
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Economics letters
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Employee relations
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Energy economics
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Industrial relations journal
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International journal of social economics
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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 quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
17
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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
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
Saved in:
3
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:
4
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:
5
On REIT returns and (un-)expected inflation : empirical evidence based on Bayesian additive regression trees
Pierdzioch, Christian
;
Risse, Marian
;
Gupta, Rangan
; …
- In:
Finance research letters
30
(
2019
),
pp. 160-169
Persistent link: https://www.econbiz.de/10012420355
Saved in:
6
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:
7
Directional predictability of implied volatility : from crude oil to developed and emerging stock markets
Bouri, Elie
;
Lien, Da-hsiang Donald
;
Roubaud, David
; …
- In:
Finance research letters
27
(
2018
),
pp. 65-79
Persistent link: https://www.econbiz.de/10012006745
Saved in:
8
On the short-term predictability of stock returns : a quantile boosting approach
Demirer, Rıza
;
Pierdzioch, Christian
;
Zhang, Huacheng
- In:
Finance research letters
22
(
2017
),
pp. 35-41
Persistent link: https://www.econbiz.de/10011807952
Saved in:
9
Does the stock market drive herd behavior in commodity futures markets?
Demirer, Rıza
;
Lee, Hsiang-Tai
;
Lien, Da-hsiang Donald
- In:
International review of financial analysis
39
(
2015
),
pp. 32-44
Persistent link: https://www.econbiz.de/10011573052
Saved in:
10
On the efficiency of the gold market : results of a real-time forecasting approach
Pierdzioch, Christian
;
Risse, Marian
;
Rohloff, Sebastian
- In:
International review of financial analysis
32
(
2014
),
pp. 95-108
Persistent link: https://www.econbiz.de/10010461517
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