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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~person:"Gupta, Rangan"
~subject:"Forecasting model"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Forecasting model
Kapitaleinkommen
Volatilität
Estimation
6
Schätzung
6
Capital income
4
Aktienmarkt
3
Prognoseverfahren
3
Spillover effect
3
Spillover-Effekt
3
Stock market
3
USA
3
United States
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Volatility
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Großbritannien
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Income distribution
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Japan
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Oil price
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Share price
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Time series analysis
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United Kingdom
2
Zeitreihenanalyse
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realized volatility
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ARCH model
1
ARCH-Modell
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Anleihe
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Ansteckungseffekt
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Asia-Pacific region
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Asiatisch-pazifischer Raum
1
Bond
1
Causality analysis
1
Contagion effect
1
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1
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Article in journal
Aufsatz in Zeitschrift
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English
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Gupta, Rangan
Titman, Sheridan
12
Fama, Eugene F.
7
Lakonishok, Josef
7
Ma, Feng
7
Andersen, Torben
6
French, Kenneth Ronald
6
Kanas, Angelos
6
Liang, Chao
6
Stambaugh, Robert F.
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
Collin-Dufresne, Pierre
4
Cooper, Michael J.
4
Hong, Harrison G.
4
Kouretas, Georgios P.
4
Li, Xiafei
4
Longstaff, Francis A.
4
Lynch, Anthony W.
4
McMillan, David G.
4
Salisu, Afees A.
4
Schwert, George William
4
Timmermann, Allan
4
Wei, Yu
4
Wermers, Russ
4
Aggarwal, Reena
3
Ang, Andrew
3
Baker, Malcolm
3
Benzoni, Luca
3
Bollerslev, Tim
3
Brennan, Michael J.
3
Chen, Zhonglu
3
Conrad, Jennifer S.
3
Eraker, Bjørn
3
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International journal of finance & economics : IJFE
The journal of finance : the journal of the American Finance Association
Finance research letters
20
Applied economics
19
The North American journal of economics and finance : a journal of financial economics studies
18
Energy economics
16
Journal of forecasting
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Economic modelling
10
International review of economics & finance : IREF
10
Research in international business and finance
10
Economics letters
8
Applied economics letters
6
International review of financial analysis
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
The journal of real estate finance and economics
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
The European journal of finance
5
The South African journal of economics
5
Annals of financial economics
4
Computational economics
4
Economia internazionale
4
Emerging markets, finance and trade : EMFT
4
Financial innovation : FIN
4
Journal of economics and finance
4
Journal of multinational financial management
4
Structural change and economic dynamics : SC+ED
4
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
4
Applied financial economics
3
Defence and peace economics
3
Economics and Business Letters : EBL
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of forecasting
3
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
3
Journal of economic studies
3
Journal of financial markets
3
Journal of international financial markets, institutions & money
3
OPEC energy review
3
Economic systems
2
Global finance journal
2
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ECONIS (ZBW)
5
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1
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:
2
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:
3
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:
4
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:
5
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:
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