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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"
~language:"eng"
~language:"lit"
~language:"und"
~person:"Banerjee, Anindya"
~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
Immobilienpreis
11
Real estate price
11
USA
11
United States
11
Forecasting model
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Banerjee, Anindya
Gupta, Rangan
Eichholtz, Piet
8
Gil-Alaña, Luis A.
7
Ma, Feng
7
Arize, Augustine Chuck
6
Brounen, Dirk
6
Harvey, David I.
6
Hoesli, Martin
6
Leybourne, Stephen James
6
Machin, Stephen
6
Stewart, Mark B.
6
Tiwari, Aviral Kumar
6
Balcilar, Mehmet
5
Hammoudeh, Shawkat
5
Kang, Sang Hoon
5
Liow, Kim Hiang
5
Mensi, Walid
5
Miller, Stephen M.
5
Taylor, Robert
5
Wohar, Mark E.
5
Xuan Vinh Vo
5
Zhang, Chengsi
5
Abakah, Emmanuel Joel Aikins
4
Blackaby, David
4
Booth, Alison L.
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Bradley, Steve
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Caporin, Massimiliano
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Chang, Tsangyao
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Franses, Philip Hans
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Han, Liyan
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Haskel, Jonathan
4
Koopman, Siem Jan
4
Lien, Da-hsiang Donald
4
Malik, Farooq
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McAleer, Michael
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Frontiers in Time Series Analysis Conference <2005, Olbia>
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International review of economics & finance : IREF
Oxford bulletin of economics and statistics
The journal of real estate finance and economics
Applied economics
17
Energy economics
16
The North American journal of economics and finance : a journal of financial economics studies
14
Finance research letters
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of forecasting
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Applied economics letters
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Economic modelling
7
Research in international business and finance
7
Economics letters
6
International journal of finance & economics : IJFE
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Journal of multinational financial management
5
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5
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Economia internazionale
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Emerging markets, finance and trade : EMFT
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The European journal of finance
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Annals of financial economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of forecasting
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International review of financial analysis
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Journal of economics and finance
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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3
The journal of developing areas
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Economics and Business Letters : EBL
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets review
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Global finance journal
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International economics and economic policy : IEEP
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ECONIS (ZBW)
16
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16
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Evolution of the monetary transmission mechanism in the US : the role of asset returns
Simo-Kengne, Beatrice D.
;
Miller, Stephen M.
;
Gupta, Rangan
- In:
The journal of real estate finance and economics
52
(
2016
)
3
,
pp. 226-243
Persistent link: https://www.econbiz.de/10011591659
Saved in:
9
Forecasting the volatility of the Dow Jones Islamic Stock Market Index : long memory vs. regime switching
Nasr, Adnen Ben
;
Lux, Thomas
;
Ajmi, Ahdi Noomen
;
Gupta, …
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 559-571
Persistent link: https://www.econbiz.de/10011626589
Saved in:
10
The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains
Li, Xiao-Lin
;
Chang, Tsangyao
;
Miller, Stephen M.
; …
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 220-233
Persistent link: https://www.econbiz.de/10011572379
Saved in:
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