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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~person:"Balcilar, Mehmet"
~person:"Li, Xiafei"
~subject:"Economic policy uncertainty"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Economic policy uncertainty
Kapitaleinkommen
Volatilität
Forecasting model
8
Prognoseverfahren
8
Volatility
8
Estimation
7
Schätzung
7
Causality analysis
5
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Article in journal
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11
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English
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Balcilar, Mehmet
Li, Xiafei
Ma, Feng
15
Gupta, Rangan
14
Titman, Sheridan
12
Wohar, Mark E.
12
Liang, Chao
11
Salisu, Afees A.
9
Tiwari, Aviral Kumar
9
Hammoudeh, Shawkat
8
Fama, Eugene F.
7
Kanas, Angelos
7
Lakonishok, Josef
7
Xuan Vinh Vo
7
Andersen, Torben
6
French, Kenneth Ronald
6
McMillan, David G.
6
Stambaugh, Robert F.
6
Wei, Yu
6
Yin, Libo
6
Bouri, Elie
5
Chordia, Tarun
5
Daniel, Kent
5
Fung, Hung-gay
5
Jegadeesh, Narasimhan
5
Kang, Sang Hoon
5
McAleer, Michael
5
Mensi, Walid
5
Pástor, Ľuboš
5
Shi, Yanlin
5
Wu, Chunchi
5
Abakah, Emmanuel Joel Aikins
4
Arize, Augustine Chuck
4
Barber, Brad M.
4
Bekaert, Geert
4
Brooks, Robert
4
Campbell, John Y.
4
Caporin, Massimiliano
4
Chan, Louis K. C.
4
Chen, Wang
4
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International journal of finance & economics : IJFE
International review of economics & finance : IREF
The journal of finance : the journal of the American Finance Association
Energy economics
7
Applied economics
4
The North American journal of economics and finance : a journal of financial economics studies
4
Economic modelling
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Empirica : journal of european economics
3
Finance research letters
3
Research in international business and finance
3
Applied financial economics
2
Journal of economics and finance
2
Journal of international financial markets, institutions & money
2
The journal of real estate finance and economics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Agrekon
1
Economic systems
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International economics and economic policy : IEEP
1
International review of financial analysis
1
Journal of applied economics
1
Journal of banking & finance
1
Journal of business finance & accounting : JBFA
1
Journal of economic studies
1
Journal of international money and finance
1
Journal of international trade & economic development : an international and comparative review
1
Journal of multinational financial management
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of risk and financial management : JRFM
1
Managerial finance
1
Open economies review
1
Review of finance : journal of the European Finance Association
1
Structural change and economic dynamics : SC+ED
1
The European journal of finance
1
The journal of asset management
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
11
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11
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1
Are categorical EPU indices predictable for carbon futures volatility? : Evidence from the machine learning method
Guo, Xiaozhu
;
Huang, Dengshi
;
Li, Xiafei
;
Liang, Chao
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 672-693
Persistent link: https://www.econbiz.de/10014246784
Saved in:
2
Forecasting China's stock market volatility with shrinkage method : can Adaptive Lasso select stronger predictors from numerous predictors?
Liang, Chao
;
Xu, Yongan
;
Chen, Zhonglu
;
Li, Xiafei
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3689-3699
Persistent link: https://www.econbiz.de/10014429165
Saved in:
3
Does crude oil futures price really help to predict spot oil price? : new evidence from density forecasting
Bai, Lan
;
Li, Xiafei
;
Wei, Yu
;
Wei, Guiwu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3694-3712
Persistent link: https://www.econbiz.de/10013330741
Saved in:
4
The predictive power of the term spread on inequality in the United Kingdom : an empirical analysis
Balcilar, Mehmet
;
Berisha, Edmond
;
Çepni, Oğuzhan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1979-1988
Persistent link: https://www.econbiz.de/10013184598
Saved in:
5
Which predictor is more predictive for Bitcoin volatility? : and why?
Liang, Chao
;
Zhang, Yaojie
;
Li, Xiafei
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1947-1961
Persistent link: https://www.econbiz.de/10013184415
Saved in:
6
Which uncertainty is powerful to forecast crude oil market volatility? : new evidence
Li, Xiafei
;
Wei, Yu
;
Chen, Xiaodan
;
Ma, Feng
;
Liang, Chao
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4279-4297
Persistent link: https://www.econbiz.de/10013461327
Saved in:
7
Housing sector and economic policy uncertainty : a GMM panel VAR approach
Balcilar, Mehmet
;
Roubaud, David
;
Uzuner, Gizem
;
Wohar, …
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 114-126
Persistent link: https://www.econbiz.de/10013175755
Saved in:
8
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
9
The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea
Balcilar, Mehmet
;
Gupta, Rangan
;
Kim, Won Joong
;
Kyei, …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 150-163
Persistent link: https://www.econbiz.de/10012202500
Saved in:
10
Do cay and cayMS predict stock and housing returns? : evidence from a nonparametric causality test
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 269-279
Persistent link: https://www.econbiz.de/10011747274
Saved in:
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