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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:"Gupta, Rangan"
~person:"Harvey, David I."
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"USA"
~subject:"Volatility"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Geldpolitik
Großbritannien
USA
Volatility
Volatilität
Zeitreihenanalyse
Immobilienpreis
11
Real estate price
11
United States
11
Forecasting model
10
Prognoseverfahren
10
Capital income
9
Kapitaleinkommen
9
Time series analysis
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Schätzung
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Welt
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Forecasting
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3
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3
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Article
24
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Fallstudie
Statistik
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24
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English
Lithuanian
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Author
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Gupta, Rangan
Harvey, David I.
Sirmans, Clemon F.
22
Ghosh, Chinmoy
14
Chinloy, Peter
12
Eichholtz, Piet
12
Glascock, John Leslie
12
Shilling, James D.
12
Ambrose, Brent William
11
Hammoudeh, Shawkat
11
Deng, Yongheng
10
Lien, Da-hsiang Donald
10
Ling, David C.
10
Hardin, William G.
9
Ong, Seow-eng
9
Wu, Chunchi
9
Wohar, Mark E.
8
Arize, Augustine Chuck
7
Brounen, Dirk
7
Downs, David H.
7
Gil-Alaña, Luis A.
7
Jud, G. Donald
7
Ma, Feng
7
Miller, Stephen M.
7
Turnbull, Geoffrey K.
7
Webb, James R.
7
Balcilar, Mehmet
6
Benjamin, John D.
6
Hoesli, Martin
6
Leybourne, Stephen James
6
Liano, Kartono
6
Liu, Crocker H.
6
Machin, Stephen
6
McAleer, Michael
6
Naranjo, Andy
6
Peng, Liang
6
Pierdzioch, Christian
6
Rosenblatt, Eric
6
Stewart, Mark B.
6
Tiwari, Aviral Kumar
6
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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
24
The North American journal of economics and finance : a journal of financial economics studies
19
Finance research letters
18
Energy economics
16
Economics letters
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Applied economics letters
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Journal of forecasting
10
Economic modelling
9
Research in international business and finance
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Journal of econometrics
7
International journal of finance & economics : IJFE
6
Annals of financial economics
5
Journal of multinational financial management
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
Computational economics
4
Defence and peace economics
4
Economia internazionale
4
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
4
International journal of forecasting
4
International review of financial analysis
4
Journal of policy modeling : JPMOD ; a social science forum of world issues
4
Structural change and economic dynamics : SC+ED
4
The European journal of finance
4
Econometric reviews
3
Econometric theory
3
Economics : the open-access, open-assessment journal
3
Economics and Business Letters : EBL
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 finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
3
Journal of economic studies
3
Journal of economics and finance
3
Journal of risk and financial management : JRFM
3
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ECONIS (ZBW)
24
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24
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1
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
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
Real-time monitoring of bubbles and crashes
Whitehouse, Emily J.
;
Harvey, David I.
;
Leybourne, …
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
3
,
pp. 482-513
Persistent link: https://www.econbiz.de/10014304411
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
Machine learning predictions of housing market synchronization across US states : the role of uncertainty
Gupta, Rangan
;
Marfatia, Hardik A.
;
Pierdzioch, Christian
; …
- In:
The journal of real estate finance and economics
64
(
2022
)
4
,
pp. 523-545
Persistent link: https://www.econbiz.de/10013170484
Saved in:
6
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:
7
Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities
Gupta, Rangan
;
Subramaniam, Sowmya
;
Bouri, Elie
;
Ji, Qiang
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 289-298
Persistent link: https://www.econbiz.de/10012627782
Saved in:
8
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:
9
What can fifty-two collateralizable wealth measures tell us about future housing market returns? : evidence from U.S. state-level data
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
The journal of real estate finance and economics
62
(
2021
)
1
,
pp. 81-107
Persistent link: https://www.econbiz.de/10012428385
Saved in:
10
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:
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