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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~language:"eng"
~person:"Gupta, Rangan"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Kapitaleinkommen
Volatilität
Estimation
13
Schätzung
13
Volatility
11
Forecasting model
10
Prognoseverfahren
10
USA
9
United States
9
Capital income
8
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6
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6
Aktienmarkt
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Geldpolitik
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Article in journal
Aufsatz in Zeitschrift
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English
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Gupta, Rangan
Titman, Sheridan
12
Bouri, Elie
10
Fama, Eugene F.
7
Lakonishok, Josef
7
Ma, Feng
7
Roubaud, David
7
Salisu, Afees A.
7
Andersen, Torben
6
French, Kenneth Ronald
6
Kanas, Angelos
6
Liang, Chao
6
McMillan, David G.
6
Stambaugh, Robert F.
6
Tiwari, Aviral Kumar
6
Wohar, Mark E.
6
Chordia, Tarun
5
Daniel, Kent
5
Jegadeesh, Narasimhan
5
Pástor, Ľuboš
5
Barber, Brad M.
4
Bekaert, Geert
4
Campbell, John Y.
4
Chan, Louis K. C.
4
Cooper, Michael J.
4
Hammoudeh, Shawkat
4
Kouretas, Georgios P.
4
Li, Xiafei
4
Longstaff, Francis A.
4
Lynch, Anthony W.
4
Ngo, Thanh
4
Power, David M.
4
Schwert, George William
4
Subrahmanyam, Avanidhar
4
Wei, Yu
4
Wermers, Russ
4
Aggarwal, Reena
3
Ahmed, Walid M. A.
3
Ang, Andrew
3
Apergēs, Nikolaos
3
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International journal of finance & economics : IJFE
The journal of finance : the journal of the American Finance Association
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Finance research letters
16
The North American journal of economics and finance : a journal of financial economics studies
16
Energy economics
15
International review of economics & finance : IREF
9
Research in international business and finance
9
Journal of forecasting
6
Applied economics
5
Applied economics letters
5
Economic modelling
5
Economics letters
5
International review of financial analysis
5
The European journal of finance
5
Journal of economics and finance
4
Journal of multinational financial management
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The journal of real estate finance and economics
4
Annals of financial economics
3
Applied financial economics
3
Defence and peace economics
3
Economia internazionale
3
Economics and Business Letters : EBL
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Emerging markets, finance and trade : EMFT
3
Financial innovation : FIN
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
3
Journal of financial markets
3
Structural change and economic dynamics : SC+ED
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Global finance journal
2
International journal of forecasting
2
Journal of international financial markets, institutions & money
2
Journal of risk and financial management : JRFM
2
OPEC energy review
2
Open economies review
2
Atlantic economic journal : AEJ
1
Computational economics
1
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ECONIS (ZBW)
14
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1
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
2
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 303-314
Persistent link: https://www.econbiz.de/10014428077
Saved in:
3
Time-varying causality between bond and oil markets of the United States : evidence from over one and half centuries of data
Coronado, Semei
;
Gupta, Rangan
;
Nazlıoğlu, Şaban
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2239-2247
Persistent link: https://www.econbiz.de/10014327517
Saved in:
4
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
5
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
6
On the transmission mechanism of Asia-Pacific yield curve characteristics
Gabauer, David
;
Subramaniam, Sowmya
;
Gupta, Rangan
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 473-488
Persistent link: https://www.econbiz.de/10012814607
Saved in:
7
Out-of-sample predictability of gold market volatility : the role of US Nonfarm Payroll
Salisu, Afees A.
;
Bouri, Elie
;
Gupta, Rangan
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 482-488
Persistent link: https://www.econbiz.de/10014249177
Saved in:
8
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:
9
Spillovers in higher-order moments of crude oil, gold, and bitcoin
Gillas, Konstantinos Gkillas
;
Bouri, Elie
;
Gupta, Rangan
; …
- In:
The quarterly review of economics and finance : journal …
84
(
2022
),
pp. 398-406
Persistent link: https://www.econbiz.de/10013335879
Saved in:
10
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
Saved in:
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