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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Oxford bulletin of economics and statistics"
~isPartOf:"The European journal of finance"
~isPartOf:"The journal of developing areas"
~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
14
Kapitaleinkommen
14
Forecasting model
12
Prognoseverfahren
12
Immobilienpreis
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Real estate price
11
Estimation
10
Schätzung
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USA
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Time series analysis
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Welt
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World
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Cointegration
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Housing market
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Oil price
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South Africa
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Wohnungsmarkt
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Gupta, Rangan
Gil-Alaña, Luis A.
9
Wohar, Mark E.
9
Eichholtz, Piet
8
Ma, Feng
8
Balcilar, Mehmet
7
Hoesli, Martin
7
Arize, Augustine Chuck
6
Brounen, Dirk
6
Caporin, Massimiliano
6
Dunis, Christian
6
Harvey, David I.
6
Leybourne, Stephen James
6
Machin, Stephen
6
McMillan, David G.
6
Pierdzioch, Christian
6
Stewart, Mark B.
6
Tiwari, Aviral Kumar
6
Coakley, Jerry
5
Hammoudeh, Shawkat
5
Kang, Sang Hoon
5
Kutan, Ali Mustafa
5
Liow, Kim Hiang
5
Mensi, Walid
5
Miller, Stephen M.
5
Stevenson, Simon
5
Taylor, Robert
5
Vivian, Andrew
5
Wu, Chunchi
5
Xuan Vinh Vo
5
Zhang, Chengsi
5
Abakah, Emmanuel Joel Aikins
4
Ap Gwilym, Owain
4
Banerjee, Anindya
4
Binner, Jane M.
4
Blackaby, David
4
Bond, Shaun A.
4
Booth, Alison L.
4
Bouri, Elie
4
Bradley, Steve
4
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International review of economics & finance : IREF
Oxford bulletin of economics and statistics
The European journal of finance
The journal of developing areas
The journal of real estate finance and economics
Applied economics
17
Energy economics
17
Finance research letters
14
The North American journal of economics and finance : a journal of financial economics studies
14
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
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 & trade : a journal of the Society for the Study of Emerging Markets
4
International review of financial analysis
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
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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19
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1
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
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
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
5
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:
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
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
Exchange rate returns and volatility : the role of time-varying rare disaster risks
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, Mark E.
- In:
The European journal of finance
25
(
2019
)
2
,
pp. 190-203
Persistent link: https://www.econbiz.de/10012206968
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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