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~isPartOf:"International review of economics & finance : IREF"
~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:"Immobilienpreis"
~subject:"Volatility"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Geldpolitik
Großbritannien
Immobilienpreis
Volatility
Volatilität
Zeitreihenanalyse
Capital income
9
Estimation
9
Kapitaleinkommen
9
Schätzung
9
Forecasting model
8
Prognoseverfahren
8
USA
7
United States
7
Aktienmarkt
6
Stock market
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Time series analysis
6
Causality analysis
5
Kausalanalyse
5
Real estate price
5
Börsenkurs
4
Inflation
4
Share price
4
Financial crisis
3
Finanzkrise
3
Housing market
3
Immobilienmarkt
3
Impact assessment
3
Oil price
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Real estate market
3
Risiko
3
Risk
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State space model
3
Stock returns
3
Theorie
3
Theory
3
VAR model
3
VAR-Modell
3
Welt
3
Wirkungsanalyse
3
Wohnungsmarkt
3
World
3
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Fallstudie
Statistik
Aufsatz in Zeitschrift
16
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English
Lithuanian
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Author
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Gupta, Rangan
Wohar, Mark E.
9
Gil-Alaña, Luis A.
8
Harvey, David I.
8
Leybourne, Stephen James
8
Ma, Feng
8
Arize, Augustine Chuck
6
Balcilar, Mehmet
6
Franses, Philip Hans
6
Machin, Stephen
6
Stewart, Mark B.
6
Taylor, Mark P.
6
Tiwari, Aviral Kumar
6
Blazsek, Szabolcs
5
Escribano, Álvaro
5
Hammoudeh, Shawkat
5
Kang, Sang Hoon
5
Mensi, Walid
5
Miller, Stephen M.
5
Taylor, Robert
5
Xuan Vinh Vo
5
Zhang, Chengsi
5
Abakah, Emmanuel Joel Aikins
4
Banerjee, Anindya
4
Bekiros, Stelios
4
Blackaby, David
4
Booth, Alison L.
4
Bradley, Steve
4
Caporin, Massimiliano
4
Chang, Tsangyao
4
Chao, Chi-Chur
4
Dickerson, Andrew P.
4
Gallegati, Mauro
4
Girma, Sourafel
4
Greenaway, David
4
Han, Liyan
4
Haskel, Jonathan
4
Hurn, Stan
4
Jawadi, Fredj
4
Koopman, Siem Jan
4
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International review of economics & finance : IREF
Oxford bulletin of economics and statistics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Applied economics
22
The North American journal of economics and finance : a journal of financial economics studies
17
Energy economics
16
Finance research letters
12
Journal of forecasting
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Economic modelling
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Applied economics letters
8
Research in international business and finance
8
Journal of real estate literature : a publication of the American Real Estate Society
7
The journal of real estate finance and economics
7
Economics letters
6
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
6
International journal of finance & economics : IJFE
5
Journal of multinational financial management
5
Computational economics
4
Economia internazionale
4
Emerging markets, finance and trade : EMFT
4
Journal of policy modeling : JPMOD ; a social science forum of world issues
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 risk and financial management : JRFM
3
The journal of developing areas
3
Applied financial economics
2
Economic research
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
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ECONIS (ZBW)
16
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16
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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
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
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:
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
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:
6
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:
7
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:
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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