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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"
~person:"Gil-Alaña, Luis A."
~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
Estimation
12
Schätzung
12
Immobilienpreis
11
Real estate price
11
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United States
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Gil-Alaña, Luis A.
Gupta, Rangan
Eichholtz, Piet
8
Ma, Feng
7
Arize, Augustine Chuck
6
Brounen, Dirk
6
Harvey, David I.
6
Hoesli, Martin
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Leybourne, Stephen James
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Machin, Stephen
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Stewart, Mark B.
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Tiwari, Aviral Kumar
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Balcilar, Mehmet
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Hammoudeh, Shawkat
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Kang, Sang Hoon
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Liow, Kim Hiang
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Mensi, Walid
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Miller, Stephen M.
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Taylor, Robert
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Wohar, Mark E.
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Wu, Chunchi
5
Xuan Vinh Vo
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Zhang, Chengsi
5
Abakah, Emmanuel Joel Aikins
4
Banerjee, Anindya
4
Blackaby, David
4
Booth, Alison L.
4
Bouri, Elie
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Bradley, Steve
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Caporin, Massimiliano
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Chang, Tsangyao
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Dickerson, Andrew P.
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Franses, Philip Hans
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Girma, Sourafel
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Greenaway, David
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Han, Liyan
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Haskel, Jonathan
4
Koopman, Siem Jan
4
Liang, Chao
4
Lien, Da-hsiang Donald
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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
33
Applied economics letters
21
Energy economics
20
Finance research letters
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
The North American journal of economics and finance : a journal of financial economics studies
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Journal of forecasting
12
Research in international business and finance
12
International journal of finance & economics : IJFE
10
Economic modelling
9
Economics letters
8
Journal of economics and finance
8
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
7
International review of financial analysis
7
Applied financial economics
6
Economia internazionale
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Tourism economics : the business and finance of tourism and recreation
6
Computational economics
5
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
5
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
5
Journal of economic studies
5
Journal of multinational financial management
5
The European journal of finance
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
Defence and peace economics
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Journal of economics and finance : JEF
4
Journal of risk and financial management : JRFM
4
The journal of developing areas
4
Annals of financial economics
3
Empirica : journal of european economics
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
European review of economics and finance
3
Financial innovation : FIN
3
International journal of forecasting
3
International journal of theoretical and applied finance
3
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ECONIS (ZBW)
19
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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
Measuring volatility persistence in leveraged loan markets in the presence of structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 141-152
Persistent link: https://www.econbiz.de/10013334550
Saved in:
4
GDP per capita in Sub-Saharan Africa : a time series approach using long memory
Gil-Alaña, Luis A.
;
Mudida, Robert
;
Zerbo, Eleazar
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 175-190
Persistent link: https://www.econbiz.de/10012671595
Saved in:
5
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:
6
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:
7
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:
8
Volatility persistence in cryptocurrency markets under structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 680-691
Persistent link: https://www.econbiz.de/10012487193
Saved in:
9
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 170-178
Persistent link: https://www.econbiz.de/10012205401
Saved in:
10
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:
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