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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Oxford bulletin of economics and statistics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA"
~language:"eng"
~language:"lit"
~language:"und"
~person:"Gil-Alaña, Luis A."
~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
Estimation
27
Schätzung
27
USA
22
United States
22
Aktienmarkt
20
Capital income
20
Kapitaleinkommen
20
Stock market
20
Börsenkurs
19
Share price
19
Forecasting model
18
Prognoseverfahren
18
Immobilienpreis
11
Real estate price
11
Time series analysis
11
Theorie
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Theory
9
Causality analysis
8
Cointegration
8
Kausalanalyse
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Kointegration
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VAR model
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VAR-Modell
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Welt
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World
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ARCH model
7
ARCH-Modell
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Financial market
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Finanzmarkt
7
Impact assessment
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Oil price
7
Risiko
7
Risk
7
Spillover effect
7
Spillover-Effekt
7
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Undetermined
32
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Article
35
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Article in journal
Fallstudie
Statistik
Aufsatz in Zeitschrift
35
Language
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English
Lithuanian
Undetermined
Author
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Gil-Alaña, Luis A.
Gupta, Rangan
Mensi, Walid
15
Kang, Sang Hoon
14
Hammoudeh, Shawkat
13
Balcilar, Mehmet
11
Wohar, Mark E.
11
Xuan Vinh Vo
11
McAleer, Michael
10
Pierdzioch, Christian
10
Ma, Feng
9
Tiwari, Aviral Kumar
9
Zhu, Huiming
8
Arize, Augustine Chuck
7
Lien, Da-hsiang Donald
7
Yin, Libo
7
Al-Yahyaee, Khamis Hamed
6
Caporin, Massimiliano
6
Chang, Chia-Lin
6
Harvey, David I.
6
Ho, Kin-Yip
6
Leybourne, Stephen James
6
Machin, Stephen
6
Stewart, Mark B.
6
Zhang, Zhaoyong
6
Bianconi, Marcelo
5
Bouri, Elie
5
Chang, Kuang-Liang
5
Chang, Tsangyao
5
Choi, Hyung Sun
5
Dai, Zhifeng
5
Han, Liyan
5
Malik, Farooq
5
Mendonça, Helder Ferreira de
5
Qiao, Gaoxiu
5
Shi, Yanlin
5
Taylor, Robert
5
Uddin, Mohammed Gazi Salah
5
Ur Rehman, Mobeen
5
Wen, Fenghua
5
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International review of economics & finance : IREF
Oxford bulletin of economics and statistics
The North American journal of economics and finance : a journal of financial economics studies
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
Applied economics
33
Applied economics letters
21
Energy economics
20
Finance research letters
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Journal of forecasting
12
Research in international business and finance
12
International journal of finance & economics : IJFE
10
Economic modelling
9
Economics letters
8
Journal of economics and finance
8
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
7
Applied financial economics
6
Economia internazionale
6
International review of financial analysis
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Tourism economics : the business and finance of tourism and recreation
6
Computational economics
5
Emerging markets, finance and trade : EMFT
5
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
5
Journal of economic studies
5
Journal of multinational financial management
5
The European journal of finance
5
Defence and peace economics
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Journal of economics and finance : JEF
4
Journal of risk and financial management : JRFM
4
The journal of developing areas
4
The journal of real estate finance and economics
4
Annals of financial economics
3
Empirica : journal of european economics
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
European review of economics and finance
3
Financial innovation : FIN
3
International journal of forecasting
3
International journal of theoretical and applied finance
3
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ECONIS (ZBW)
35
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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
Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
Saved in:
3
Sentiment regimes and reaction of stock markets to conventional and unconventional monetary policies : evidence from OECD countries
Cepni, Oguzhan
;
Gupta, Rangan
;
Ji, Qiang
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
3
,
pp. 365-381
Persistent link: https://www.econbiz.de/10014330982
Saved in:
4
Effects of conventional and unconventional monetary policy shocks on housing prices in the United States : the role of sentiment
Caraiani, Petre
;
Gupta, Rangan
;
Lau, Chi Keung
; …
- In:
The journal of behavioral finance : a publication of …
23
(
2022
)
3
,
pp. 241-261
Persistent link: https://www.econbiz.de/10013353005
Saved in:
5
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
6
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:
7
Investors' uncertainty and forecasting stock market volatility
Liu, Ruipeng
;
Gupta, Rangan
- In:
The journal of behavioral finance : a publication of …
23
(
2022
)
3
,
pp. 327-337
Persistent link: https://www.econbiz.de/10013353013
Saved in:
8
Measuring volatility persistence in leveraged loan markets in the presence of structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 141-152
Persistent link: https://www.econbiz.de/10013334550
Saved in:
9
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
10
GDP per capita in Sub-Saharan Africa : a time series approach using long memory
Gil-Alaña, Luis A.
;
Mudida, Robert
;
Zerbo, Eleazar
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 175-190
Persistent link: https://www.econbiz.de/10012671595
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