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~isPartOf:"International journal of forecasting"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Oxford bulletin of economics and statistics"
~language:"eng"
~language:"lit"
~language:"und"
~person:"Gupta, Rangan"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"USA"
~subject:"Volatility"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Geldpolitik
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USA
Volatility
Volatilität
Zeitreihenanalyse
Forecasting model
8
Prognoseverfahren
8
Capital income
7
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Aktienmarkt
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Gupta, Rangan
Hyndman, Rob J.
17
Franses, Philip Hans
14
Koopman, Siem Jan
13
Makridakis, Spyros G.
13
Clements, Michael P.
11
Hammoudeh, Shawkat
11
Athanasopoulos, George
10
Hendry, David F.
10
Lien, Da-hsiang Donald
10
Ma, Feng
10
Spiliotis, Evangelos
10
Assimakopoulos, V.
9
Dijk, Dick van
9
Marcellino, Massimiliano
9
Stekler, Herman O.
9
Taylor, James W.
9
Wu, Chunchi
9
Koehler, Anne B.
8
McAleer, Michael
8
Osborn, Denise R.
8
Ruiz, Esther
8
Wohar, Mark E.
8
Arize, Augustine Chuck
7
Gil-Alaña, Luis A.
7
Harvey, David I.
7
Kapetanios, George
7
Lanne, Markku
7
Petropoulos, Fotios
7
Proietti, Tommaso
7
Banerjee, Anindya
6
Bergmeir, Christoph
6
Goodwin, Paul
6
Kang, Yanfei
6
Leybourne, Stephen James
6
Lütkepohl, Helmut
6
Machin, Stephen
6
Shi, Yanlin
6
Sinclair, Tara M.
6
Stewart, Mark B.
6
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International journal of forecasting
International review of economics & finance : IREF
Oxford bulletin of economics and statistics
Applied economics
22
The North American journal of economics and finance : a journal of financial economics studies
19
Finance research letters
18
Energy economics
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Applied economics letters
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Journal of forecasting
9
Economic modelling
8
Economics letters
8
Research in international business and finance
8
The journal of real estate finance and economics
7
International journal of finance & economics : IJFE
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Annals of financial economics
5
Journal of multinational financial management
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
Computational economics
4
Defence and peace economics
4
Economia internazionale
4
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
4
International review of financial analysis
4
Journal of policy modeling : JPMOD ; a social science forum of world issues
4
Structural change and economic dynamics : SC+ED
4
The European journal of finance
4
Economics : the open-access, open-assessment journal
3
Economics and Business Letters : EBL
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Financial innovation : FIN
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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 economic studies
3
Journal of economics and finance
3
Journal of risk and financial management : JRFM
3
OPEC energy review
3
The journal of developing areas
3
Applied financial economics
2
Economic research
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ECONIS (ZBW)
14
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1
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14
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date (newest first)
date (oldest first)
1
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
2
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
3
The impacts of oil price volatility on financial stress : is the COVID-19 period different?
Sheng, Xin
;
Kim, Won Joong
;
Gupta, Rangan
;
Ji, Qiang
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 520-532
Persistent link: https://www.econbiz.de/10014428155
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
Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities
Gupta, Rangan
;
Subramaniam, Sowmya
;
Bouri, Elie
;
Ji, Qiang
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 289-298
Persistent link: https://www.econbiz.de/10012627782
Saved in:
6
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:
7
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
8
Movements in international bond markets : the role of oil prices
Nazlıoğlu, Şaban
;
Gupta, Rangan
;
Bouri, Elie
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 47-58
Persistent link: https://www.econbiz.de/10012486293
Saved in:
9
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
10
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:
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