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~isPartOf:"International journal of finance & economics : IJFE"
~person:"Acemoglu, Daron"
~person:"Gupta, Rangan"
~person:"List, John A."
~subject:"Aktienmarkt"
~subject:"Economics"
~subject:"United States"
~subject:"Volatilität"
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Aktienmarkt
Economics
United States
Volatilität
Estimation
6
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6
Capital income
4
Kapitaleinkommen
4
Forecasting model
3
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realized volatility
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Acemoglu, Daron
Gupta, Rangan
List, John A.
Ma, Feng
7
Liang, Chao
6
Kanas, Angelos
5
Caporale, Guglielmo Maria
4
Cheung, Yin-Wong
4
Kouretas, Georgios P.
4
Li, Xiafei
4
Wei, Yu
4
Apergēs, Nikolaos
3
Chen, Zhonglu
3
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3
Clarida, Richard H.
3
Gil-Alaña, Luis A.
3
Jawadi, Fredj
3
Lin, Boqiang
3
Nitzsche, Dirk
3
Salisu, Afees A.
3
Tiwari, Aviral Kumar
3
Wickens, Michael R.
3
Yang, Xiaoguang
3
Bouri, Elie
2
Bredin, Donal
2
Carlson, Mark
2
Cashin, Paul A.
2
Drakos, Anastassios A.
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Edison, Hali J.
2
Gallo, Giampiero M.
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Glass, Anthony
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Gong, Xu
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Goodhart, Charles A. E.
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Gottschalk, Sylvia
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Huang, Chuangxia
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Karanasos, Menelaos
2
Kenjegalieva, Karligash
2
Kwabi, Frank Obenpong
2
Kwon, Dohyoung
2
Lanne, Markku
2
Lee, Chien-chiang
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International journal of finance & economics : IJFE
Department of Economics working paper series
76
The North American journal of economics and finance : a journal of financial economics studies
23
Working papers / University of Connecticut, Department of Economics
23
Working paper / National Bureau of Economic Research, Inc.
16
Applied economics
13
Energy economics
13
International review of economics & finance : IREF
13
Massachusetts Institute of Technology Department of Economics working paper series : working paper
13
Economics letters
11
NBER working paper series
11
Applied economics letters
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
MIT Department of Economics Working Paper
7
Discussion paper / Centre for Economic Policy Research
6
NBER Working Paper
6
The journal of real estate finance and economics
6
Working paper / Massachusetts Institute of Technology, Department of Economics
6
Annals of financial economics
5
Discussion paper
5
Defence and peace economics
4
Journal of economics and finance
4
The quarterly journal of economics
4
The review of economics and statistics
4
Econometric Society monographs
3
Economia internazionale
3
Economics and Business Letters : EBL
3
Global Research Unit working paper
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of economic literature
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The American economic review
3
AEA papers and proceedings
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American journal of agricultural economics
2
Computational economics
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Discussion paper series / IZA
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Economics / Discussion papers : the open-access, open-assessment e-journal
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Economics / Journal articles : the open-access, open-assessment journal
2
Economics, management and financial markets
2
Experimental economics : a journal of the Economic Science Association
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ECONIS (ZBW)
5
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1
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
2
Nonlinear contagion between stock and real estate markets : international evidence from a local Gaussian correlation approach
Bouri, Elie
;
Gupta, Rangan
;
Wang, Shixuan
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2089-2109
Persistent link: https://www.econbiz.de/10013184682
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
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:
5
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:
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