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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"International review of financial analysis"
~isPartOf:"Oxford bulletin of economics and statistics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~language:"eng"
~language:"lit"
~language:"und"
~person:"Gupta, Rangan"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Time series analysis"
~subject:"Volatility"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Geldpolitik
Großbritannien
Time series analysis
Volatility
Volatilität
Zeitreihenanalyse
Capital income
12
Kapitaleinkommen
12
Forecasting model
11
Prognoseverfahren
11
Estimation
10
Schätzung
10
Aktienmarkt
8
Stock market
8
USA
7
United States
7
Börsenkurs
6
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Welt
6
World
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Causality analysis
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Forecasting
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Immobilienpreis
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Kausalanalyse
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Real estate price
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VAR model
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VAR-Modell
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Inflation
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State space model
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Zustandsraummodell
4
ARCH model
3
ARCH-Modell
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Coronavirus
3
Financial crisis
3
Financial market
3
Finanzkrise
3
Finanzmarkt
3
Hedging
3
Housing market
3
Immobilienmarkt
3
Impact assessment
3
Oil price
3
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16
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Fallstudie
Statistik
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16
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English
Lithuanian
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Gupta, Rangan
Ma, Feng
18
Bouri, Elie
13
Gil-Alaña, Luis A.
11
Hammoudeh, Shawkat
10
Xuan Vinh Vo
10
Brooks, Robert
8
Han, Liyan
8
Harvey, David I.
8
Lau, Chi Keung
8
Leybourne, Stephen James
8
Uddin, Mohammed Gazi Salah
8
Wohar, Mark E.
8
Yarovaya, Larisa
7
Yin, Libo
7
Arize, Augustine Chuck
6
Bekiros, Stelios
6
Corbet, Shaen
6
Fletcher, Jonathan
6
Floros, Christos
6
Franses, Philip Hans
6
Huang, Dengshi
6
Kang, Sang Hoon
6
Li, Yan
6
Liang, Chao
6
Lien, Da-hsiang Donald
6
Lu, Xinjie
6
Machin, Stephen
6
Mensi, Walid
6
Stewart, Mark B.
6
Taylor, Mark P.
6
Tiwari, Aviral Kumar
6
Antonakakis, Nikolaos
5
Batten, Jonathan A.
5
Blazsek, Szabolcs
5
Caporale, Guglielmo Maria
5
Do, Hung Xuan
5
Escribano, Álvaro
5
Fabozzi, Frank J.
5
Guesmi, Khaled
5
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International review of economics & finance : IREF
International review of financial analysis
Oxford bulletin of economics and statistics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Applied economics
17
Energy economics
16
The North American journal of economics and finance : a journal of financial economics studies
14
Finance research letters
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Journal of forecasting
8
Applied economics letters
7
Research in international business and finance
7
Economic modelling
6
Economics letters
6
International journal of finance & economics : IJFE
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
Economia internazionale
4
Emerging markets, finance and trade : EMFT
4
The European journal of finance
4
The journal of real estate finance and economics
4
Annals of financial economics
3
Defence and peace economics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Financial innovation : FIN
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of forecasting
3
Journal of economic studies
3
Journal of economics and finance
3
Journal of policy modeling : JPMOD ; a social science forum of world issues
3
Journal of risk and financial management : JRFM
3
The journal of developing areas
3
Applied financial economics
2
Economics and Business Letters : EBL
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Emerging markets review
2
Global finance journal
2
International economics and economic policy : IEEP
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
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ECONIS (ZBW)
16
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1
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:
2
Are multifractal processes suited to forecasting electricity price volatility? : evidence from Australian intraday data
Segnon, Mawuli
;
Lau, Chi Keung
;
Wilfling, Bernd
;
Gupta, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 73-98
Persistent link: https://www.econbiz.de/10013334628
Saved in:
3
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:
4
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:
5
Long-memory modeling and forecasting : evidence from the U.S. historical series of inflation
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 289-310
Persistent link: https://www.econbiz.de/10012806531
Saved in:
6
Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions
Christou, Christina
;
Naraidoo, Ruthira
;
Gupta, Rangan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012289400
Saved in:
7
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:
8
Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?
Fang, Libing
;
Bouri, Elie
;
Gupta, Rangan
;
Roubaud, David
- In:
International review of financial analysis
61
(
2019
),
pp. 29-36
Persistent link: https://www.econbiz.de/10012206699
Saved in:
9
International monetary policy spillovers : evidence from a time-varying parameter vector autoregression
Antonakakis, Nikolaos
;
Gabauer, David
;
Gupta, Rangan
- In:
International review of financial analysis
65
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012208869
Saved in:
10
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:
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