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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Oxford bulletin of economics and statistics"
~isPartOf:"Research in international business and finance"
~isPartOf:"The journal of real estate finance and economics"
~language:"eng"
~language:"lit"
~language:"und"
~person:"Gupta, Rangan"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Volatility"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Geldpolitik
Großbritannien
Volatility
Volatilität
Zeitreihenanalyse
Capital income
15
Estimation
15
Kapitaleinkommen
15
Schätzung
15
USA
13
United States
13
Forecasting model
12
Immobilienpreis
12
Prognoseverfahren
12
Real estate price
12
Aktienmarkt
11
Stock market
11
Börsenkurs
10
Share price
10
Welt
8
World
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VAR model
6
VAR-Modell
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ARCH model
5
ARCH-Modell
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Causality analysis
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Housing market
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Inflation
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Kausalanalyse
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Risiko
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Risk
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Spillover effect
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Spillover-Effekt
5
Stock returns
5
Wohnungsmarkt
5
Housing returns
4
Impact assessment
4
Monetary policy
4
Oil price
4
Schock
4
Shock
4
TVP-VAR
4
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19
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Article in journal
Fallstudie
Statistik
Aufsatz in Zeitschrift
19
Language
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English
Lithuanian
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Author
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Gupta, Rangan
Gil-Alaña, Luis A.
12
Tiwari, Aviral Kumar
11
Caporale, Guglielmo Maria
9
Eichholtz, Piet
8
Kang, Sang Hoon
7
Ma, Feng
7
Wohar, Mark E.
7
Arize, Augustine Chuck
6
Balcilar, Mehmet
6
Bouri, Elie
6
Brounen, Dirk
6
Hammoudeh, Shawkat
6
Harvey, David I.
6
Hoesli, Martin
6
Ji, Qiang
6
Leybourne, Stephen James
6
Machin, Stephen
6
Mensi, Walid
6
Stewart, Mark B.
6
Xuan Vinh Vo
6
Yin, Libo
6
Abakah, Emmanuel Joel Aikins
5
Chevallier, Julien
5
Guesmi, Khaled
5
Lau, Chi Keung
5
Liow, Kim Hiang
5
McMillan, David G.
5
Miller, Stephen M.
5
Papadamou, Stephanos
5
Taylor, Robert
5
Umar, Zaghum
5
Vortelinos, Dimitrios I.
5
Zhang, Chengsi
5
Aboura, Sofiane
4
Albulescu, Claudiu Tiberiu
4
Balli, Faruk
4
Banerjee, Anindya
4
Blackaby, David
4
Booth, Alison L.
4
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International review of economics & finance : IREF
Oxford bulletin of economics and statistics
Research in international business and finance
The journal of real estate finance and economics
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
Economic modelling
6
Economics letters
6
International journal of finance & economics : IJFE
5
Journal of multinational financial management
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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
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
International review of financial analysis
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)
19
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1
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10
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19
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date (oldest first)
1
Are real interest rates a monetary phenomenon? : evidence from 700 years of data
Plakandaras, Vasilios
;
Gupta, Rangan
;
Karmakar, Sayar
; …
- In:
Research in international business and finance
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463176
Saved in:
2
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:
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
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48 economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
5
The dynamics of US REITs returns to uncertainty shocks : a proxy SVAR approach
Cepni, Oguzhan
;
Dul, Wiehan
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Research in international business and finance
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013286183
Saved in:
6
High-frequency volatility forecasting of US housing markets
Segnon, Mawuli
;
Gupta, Rangan
;
Lesame, Keagile
;
Wohar, …
- In:
The journal of real estate finance and economics
62
(
2021
)
2
,
pp. 283-317
Persistent link: https://www.econbiz.de/10012428404
Saved in:
7
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:
8
Monetary policy and speculative spillovers in financial markets
Demirer, Rıza
;
Gabauer, David
;
Gupta, Rangan
;
Ji, Qiang
- In:
Research in international business and finance
56
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013267855
Saved in:
9
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:
10
The role of global economic conditions in forecasting gold market volatility : evidence from a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
;
Ji, Qiang
- In:
Research in international business and finance
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012581489
Saved in:
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