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~isPartOf:"International economics : a journal published by CEPII (Center for research and expertise on the world economy)"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The European journal of finance"
~language:"eng"
~person:"Allen, David E."
~person:"Balcilar, Mehmet"
~person:"Chiarella, Carl"
~person:"Gupta, Rangan"
~person:"Hafner, Christian M."
~person:"McEntarfer, Erika"
~person:"McMillan, David G."
~person:"Schnabl, Gunther"
~person:"Wang, Yudong"
~subject:"Aktienmarkt"
~subject:"Arbeitsmarkt"
~subject:"Estimation"
~subject:"Exchange rate"
~subject:"Kapitaleinkommen"
~subject:"Liquiditätseffekt"
~subject:"Schätzung"
~subject:"Stock returns"
~subject:"USA"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Aktienmarkt
Arbeitsmarkt
Estimation
Exchange rate
Kapitaleinkommen
Liquiditätseffekt
Schätzung
Stock returns
USA
Volatility
22
Volatilität
22
Capital income
14
Börsenkurs
12
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12
Forecasting model
9
Prognoseverfahren
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8
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2
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2
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2
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2
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2
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2
Nichtparametrisches Verfahren
2
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Arbeitspapier
Aufsatz in Zeitschrift
Article in journal
17
Language
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English
Author
All
Allen, David E.
Balcilar, Mehmet
Chiarella, Carl
Gupta, Rangan
Hafner, Christian M.
McEntarfer, Erika
McMillan, David G.
Schnabl, Gunther
Wang, Yudong
Mensi, Walid
9
Hammoudeh, Shawkat
7
Ma, Feng
6
Kang, Sang Hoon
5
Pierdzioch, Christian
5
Wohar, Mark E.
5
Xuan Vinh Vo
5
Ap Gwilym, Owain
4
Caporin, Massimiliano
4
Wang, Jiqian
4
Yin, Libo
4
Balli, Faruk
3
Brooks, Robert
3
Copeland, Laurence S.
3
Gil-Alaña, Luis A.
3
Ho, Kin-Yip
3
Koutmos, Gregory
3
Kumar, Dilip
3
Kutan, Ali Mustafa
3
Lu, Xinjie
3
Malik, Farooq
3
Shi, Yanlin
3
Vivian, Andrew
3
Wu, Chunchi
3
Ahmed, Walid M. A.
2
Al-Yahyaee, Khamis Hamed
2
Bahmani-Oskooee, Mohsen
2
Bouri, Elie
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Chao, Chi-Chur
2
Chen, Chun-nan
2
Chen, Jinyu
2
Chen, Wang
2
Chuang, Ming-Che
2
Cuñado Eizaguirre, Juncal
2
Do, Hung Xuan
2
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
International review of economics & finance : IREF
The European journal of finance
Department of Economics working paper series
40
Energy economics
17
The North American journal of economics and finance : a journal of financial economics studies
13
Discussion paper / Tinbergen Institute
10
Finance research letters
10
Applied economics
9
Journal of forecasting
8
Applied financial economics
6
Research in international business and finance
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Applied economics letters
5
Economic modelling
5
Journal of international financial markets, institutions & money
5
School of Accounting, Finance and Economics & FEMARC working paper series
5
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
5
Economics letters
4
International journal of finance & economics : IJFE
4
Journal of empirical finance
4
Journal of multinational financial management
4
Journal of risk and financial management : JRFM
4
Annals of financial economics
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Econometric Institute research papers
3
Emerging markets, finance and trade : EMFT
3
Financial innovation : FIN
3
International journal of forecasting
3
Journal of economics and finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Working paper
3
Working paper / National Bureau of Economic Research, Inc.
3
CESifo working papers
2
CORE discussion paper : DP
2
CORE discussion papers : DP
2
Defence and peace economics
2
Discussion paper series / IZA
2
Discussion papers of interdisciplinary research project 373
2
Economic systems
2
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ECONIS (ZBW)
17
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1
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17
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date (newest first)
date (oldest first)
1
Good oil
volatility
, bad oil
volatility
, and stock return predictability
Xiao, Jihong
;
Wang, Yudong
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 953-966
Persistent link: https://www.econbiz.de/10013342796
Saved in:
2
Forecasting international REITs
volatility
: the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
3
Expected profitability, the 52-week high and the idiosyncratic
volatility
puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
Saved in:
4
Geopolitical risks and historical exchange rate
volatility
of the BRICS
Salisu, Afees A.
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 179-190
Persistent link: https://www.econbiz.de/10013330761
Saved in:
5
Forecasting realized
volatility
of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
6
Inflation-targeting and inflation
volatility
: international evidence from the cosine-squared cepstrum
Antonakakis, Nikolaos
;
Christou, Christina
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
167
(
2021
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013269231
Saved in:
7
Is there a risk and return relation?
Fifield, S. G. M.
;
McMillan, David G.
;
McMillan, Fiona J.
- In:
The European journal of finance
26
(
2020
)
11
,
pp. 1075-1101
Persistent link: https://www.econbiz.de/10012264949
Saved in:
8
Good
volatility
, bad
volatility
, and time series return predictability
Yu, Honghai
;
Hao, Xianfeng
;
Wang, Yudong
- In:
The European journal of finance
28
(
2022
)
6
,
pp. 571-595
Persistent link: https://www.econbiz.de/10013373294
Saved in:
9
It's not that important : the negligible effect of oil market uncertainty
Yin, Libo
;
Feng, Jiabao
;
Liu, Li
;
Wang, Yudong
- In:
International review of economics & finance : IREF
60
(
2019
),
pp. 62-84
Persistent link: https://www.econbiz.de/10012203810
Saved in:
10
Exchange rate returns and
volatility
: the role of time-varying rare disaster risks
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, Mark E.
- In:
The European journal of finance
25
(
2019
)
2
,
pp. 190-203
Persistent link: https://www.econbiz.de/10012206968
Saved in:
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