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~isPartOf:"Finance research letters"
~language:"eng"
~language:"fra"
~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:"Forecast"
~subject:"Risikomaß"
~subject:"Welt"
~subject:"Wissenstransfer"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Working Paper"
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Capital income
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9
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9
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7
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Lien, Da-hsiang Donald
Marcellino, Massimiliano
Pierdzioch, Christian
Sapir, André
Taylor, Mark P.
Williams, Colin C.
Gupta, Rangan
26
Bouri, Elie
24
Goodell, John W.
24
Lucey, Brian M.
15
Corbet, Shaen
12
Zaremba, Adam
12
Shahzad, Syed Jawad Hussain
11
Thornton, John
11
Ji, Qiang
10
Wei, Yu
10
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9
Shen, Dehua
9
Tiwari, Aviral Kumar
9
Demir, Ender
7
Molnár, Peter
7
Naeem, Muhammad Abubakr
7
Salisu, Afees A.
7
Wohar, Mark E.
7
Xuan Vinh Vo
7
Aharon, David Y.
6
Baur, Dirk G.
6
Boubaker, Sabri
6
Di Tommaso, Caterina
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Gozgor, Giray
6
Guesmi, Khaled
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Mensi, Walid
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Pandey, Dharen Kumar
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Ryu, Doojin
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Yarovaya, Larisa
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Yousaf, Imran
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6
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5
Kinateder, Harald
5
Kumari, Vineeta
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Leirvik, Thomas
5
Li, Xiao
5
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5
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Finance research letters
Discussion paper / Centre for Economic Policy Research
36
Department of Economics working paper series
16
Working papers / Innocenzo Gasparini Institute for Economic Research
13
Discussion papers / CEPR
12
Applied economics letters
11
Applied economics
9
International journal of forecasting
9
Journal of forecasting
9
Journal of international money and finance
8
EUI working paper
7
The North American journal of economics and finance : a journal of financial economics studies
7
Applied financial economics
6
International review of financial analysis
6
Kiel working paper
6
Policy contribution
6
Economics letters
5
IMF working paper
5
Intereconomics : review of European economic policy
5
International review of economics & finance : IREF
5
Journal of applied econometrics
5
Kieler Arbeitspapiere
5
The journal of futures markets
5
The service industries journal
5
Working paper
5
Discussion papers / Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
4
Energy economics
4
Journal of international financial markets, institutions & money
4
Oxford bulletin of economics and statistics
4
The European journal of finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Working paper series / European Central Bank
4
Discussion paper / Deutsche Bundesbank
3
Economic modelling
3
Employee relations
3
Industrial relations journal
3
International journal of social economics
3
Journal of developmental entrepreneurship : JDE ; a publication devoted to issues concerning microenterprise development
3
The world economy : the leading journal on international economic relations
3
UTMS journal of economics / University of Tourism and Management : international, multidisciplinary journal for the area of south and southeastern Europe
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ECONIS (ZBW)
11
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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
Analytical properties of Hasbrouck and generalized information shares
Lien, Da-hsiang Donald
;
Shrestha, Keshab
;
Lee, Lianne …
- In:
Finance research letters
49
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013479622
Saved in:
3
Comparisons of alternative information share measures
Lien, Da-hsiang Donald
- In:
Finance research letters
50
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014240185
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
Forecasting power of infectious diseases-related uncertainty for gold realized variance
Bouri, Elie
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Finance research letters
42
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014581420
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
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