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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:"Franses, Philip Hans"
~person:"Gupta, Rangan"
~person:"Haskel, Jonathan"
~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
20
Schätzung
20
USA
19
United States
19
Capital income
18
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English
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Franses, Philip Hans
Gupta, Rangan
Haskel, Jonathan
Mensi, Walid
15
Kang, Sang Hoon
14
Hammoudeh, Shawkat
13
Wohar, Mark E.
11
Xuan Vinh Vo
11
Balcilar, Mehmet
10
McAleer, Michael
10
Ma, Feng
9
Pierdzioch, Christian
9
Tiwari, Aviral Kumar
9
Gil-Alaña, Luis A.
8
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
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
Wu, Xinyu
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
19
Economics letters
16
Energy economics
16
Journal of forecasting
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
International journal of forecasting
13
Finance research letters
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Applied economics letters
8
Economic modelling
8
Research in international business and finance
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Computational economics
5
Economica
5
International journal of finance & economics : IJFE
5
Journal of econometrics
5
Journal of multinational financial management
5
The economic journal : the journal of the Royal Economic Society
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
Annals of financial economics
4
Econometric reviews
4
Economia internazionale
4
Emerging markets, finance and trade : EMFT
4
Journal of applied econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of risk and financial management : JRFM
4
The European journal of finance
4
The journal of real estate finance and economics
4
Applied financial economics
3
Defence and peace economics
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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 review of financial analysis
3
Journal of economic studies
3
Journal of economic surveys
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ECONIS (ZBW)
30
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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
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
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:
7
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:
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
Oil price uncertainty and movements in the US government bond risk premia
Balcilar, Mehmet
;
Gupta, Rangan
;
Wang, Shixuan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012654789
Saved in:
10
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
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