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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"
~language:"eng"
~language:"lit"
~language:"und"
~person:"Chang, Kuang-Liang"
~person:"Gupta, Rangan"
~subject:"Forecasting model"
~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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Forecasting model
Geldpolitik
Großbritannien
Volatility
Volatilität
Zeitreihenanalyse
Capital income
20
Estimation
20
Kapitaleinkommen
20
Schätzung
20
USA
19
United States
19
Börsenkurs
17
Share price
17
Aktienmarkt
16
Stock market
16
Prognoseverfahren
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Spillover effect
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Spillover-Effekt
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Kausalanalyse
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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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Theory
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Financial market
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Finanzkrise
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Finanzmarkt
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Impact assessment
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Markov chain
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Risiko
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31
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Article in journal
Fallstudie
Statistik
Aufsatz in Zeitschrift
31
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English
Lithuanian
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Author
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Chang, Kuang-Liang
Gupta, Rangan
Mensi, Walid
16
Hammoudeh, Shawkat
14
Kang, Sang Hoon
14
Wohar, Mark E.
14
Xuan Vinh Vo
12
Balcilar, Mehmet
11
Pierdzioch, Christian
11
Ma, Feng
10
McAleer, Michael
10
Gil-Alaña, Luis A.
9
Tiwari, Aviral Kumar
9
Zhu, Huiming
9
Dai, Zhifeng
8
Yin, Libo
8
Al-Yahyaee, Khamis Hamed
7
Arize, Augustine Chuck
7
Harvey, David I.
7
Lien, Da-hsiang Donald
7
Ur Rehman, Mobeen
7
Caporin, Massimiliano
6
Chang, Chia-Lin
6
Ho, Kin-Yip
6
Leybourne, Stephen James
6
Machin, Stephen
6
Stewart, Mark B.
6
Zhang, Zhaoyong
6
Abakah, Emmanuel Joel Aikins
5
Banerjee, Anindya
5
Bianconi, Marcelo
5
Bouri, Elie
5
Chang, Tsangyao
5
Choi, Hyung Sun
5
Han, Liyan
5
Hau, Liya
5
Malik, Farooq
5
Marcellino, Massimiliano
5
Mendonça, Helder Ferreira de
5
Qiao, Gaoxiu
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
Applied economics
24
Finance research letters
21
Energy economics
18
Journal of forecasting
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Economic modelling
12
Applied economics letters
9
Economics letters
8
Research in international business and finance
8
The journal of real estate finance and economics
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
The South African journal of economics
6
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
6
Computational economics
5
Emerging markets, finance and trade : EMFT
5
International journal of finance & economics : IJFE
5
International review of financial analysis
5
Journal of multinational financial management
5
The European journal of finance
5
Annals of financial economics
4
Economia internazionale
4
Financial innovation : FIN
4
Journal of economic studies
4
Applied financial economics
3
Defence and peace economics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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 finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
3
Journal of economics and finance
3
Journal of financial markets
3
Journal of international financial markets, institutions & money
3
Journal of international money and finance
3
Journal of macroeconomics
3
Journal of policy modeling : JPMOD ; a social science forum of world issues
3
Journal of risk and financial management : JRFM
3
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ECONIS (ZBW)
31
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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
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:
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
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:
5
Do US and Japanese uncertainty shocks play important roles in affecting transition mechanisms of Japanese stock market?
Chang, Kuang-Liang
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013186556
Saved in:
6
Does inequality help in forecasting equity premium in a panel of G7 countries?
Christou, Christina
;
Gupta, Rangan
;
Jawadi, Fredj
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822273
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
Risk spillover between Bitcoin and conventional financial markets : an expectile-based approach
Zhang, Yue-jun
;
Bouri, Elie
;
Gupta, Rangan
;
Ma, Shu-Jiao
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667384
Saved in:
9
Time-varying impact of monetary policy shocks on US stock returns : the role of investor sentiment
Cepni, Oguzhan
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013188349
Saved in:
10
The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market
Chang, Kuang-Liang
;
Lee, Chingnun
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 374-388
Persistent link: https://www.econbiz.de/10012486979
Saved in:
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