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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Oxford bulletin of economics and statistics"
~isPartOf:"The journal of real estate finance and economics"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~language:"eng"
~language:"lit"
~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
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Zeitreihenanalyse
Forecasting model
16
Prognoseverfahren
16
USA
16
United States
16
Capital income
13
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4
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Gupta, Rangan
Bouri, Elie
13
Gil-Alaña, Luis A.
11
Tiwari, Aviral Kumar
10
Eichholtz, Piet
8
Balcilar, Mehmet
7
Hammoudeh, Shawkat
7
Ma, Feng
7
Malik, Farooq
7
Wohar, Mark E.
7
Arize, Augustine Chuck
6
Brounen, Dirk
6
Harvey, David I.
6
Hoesli, Martin
6
Leybourne, Stephen James
6
Lien, Da-hsiang Donald
6
Lucey, Brian M.
6
Machin, Stephen
6
McAleer, Michael
6
Mensi, Walid
6
Roubaud, David
6
Stewart, Mark B.
6
Wu, Chunchi
6
Guidolin, Massimo
5
Kang, Sang Hoon
5
Liow, Kim Hiang
5
Miller, Stephen M.
5
Patel, Kanak
5
Salisu, Afees A.
5
Taylor, Robert
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Xuan Vinh Vo
5
Zhang, Chengsi
5
Abakah, Emmanuel Joel Aikins
4
Ahmed, Walid M. A.
4
Apergēs, Nikolaos
4
Banerjee, Anindya
4
Blackaby, David
4
Bohl, Martin T.
4
Booth, Alison L.
4
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4
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International review of economics & finance : IREF
Oxford bulletin of economics and statistics
The journal of real estate finance and economics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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
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
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
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
The journal of developing areas
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)
21
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1
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
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
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 303-314
Persistent link: https://www.econbiz.de/10014428077
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
Out-of-sample predictability of gold market volatility : the role of US Nonfarm Payroll
Salisu, Afees A.
;
Bouri, Elie
;
Gupta, Rangan
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 482-488
Persistent link: https://www.econbiz.de/10014249177
Saved in:
6
Spillovers in higher-order moments of crude oil, gold, and bitcoin
Gillas, Konstantinos Gkillas
;
Bouri, Elie
;
Gupta, Rangan
; …
- In:
The quarterly review of economics and finance : journal …
84
(
2022
),
pp. 398-406
Persistent link: https://www.econbiz.de/10013335879
Saved in:
7
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
Saved in:
8
Dynamic impact of the US monetary policy on oil market returns and volatility
Marfatia, Hardik A.
;
Gupta, Rangan
;
Cakan, Esin
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 159-169
Persistent link: https://www.econbiz.de/10012655291
Saved in:
9
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:
10
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:
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