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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:"Gupta, Rangan"
~person:"Mensi, Walid"
~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
10
Prognoseverfahren
10
Capital income
9
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9
Estimation
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Lithuanian
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Gupta, Rangan
Mensi, Walid
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
Miller, Stephen M.
5
Taylor, Robert
5
Wohar, Mark E.
5
Wu, Chunchi
5
Xuan Vinh Vo
5
Zhang, Chengsi
5
Abakah, Emmanuel Joel Aikins
4
Banerjee, Anindya
4
Blackaby, David
4
Booth, Alison L.
4
Bouri, Elie
4
Bradley, Steve
4
Caporin, Massimiliano
4
Chang, Tsangyao
4
Dickerson, Andrew P.
4
Franses, Philip Hans
4
Girma, Sourafel
4
Greenaway, David
4
Han, Liyan
4
Haskel, Jonathan
4
Koopman, Siem Jan
4
Liang, Chao
4
Lien, Da-hsiang Donald
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
Energy economics
24
The North American journal of economics and finance : a journal of financial economics studies
24
Finance research letters
18
Applied economics
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
9
Journal of forecasting
8
Research in international business and finance
8
Applied economics letters
7
Economic modelling
7
Economics letters
6
Financial innovation : FIN
6
International journal of finance & economics : IJFE
5
International review of financial analysis
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
The European journal of finance
4
Annals of financial economics
3
Borsa Istanbul Review
3
Defence and peace economics
3
Emerging markets review
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International journal of forecasting
3
Journal of economic studies
3
Journal of economics and finance
3
Journal of international financial markets, institutions & money
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
Global finance journal
2
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ECONIS (ZBW)
17
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17
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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
Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid
;
Aslan, Aylin
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
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
Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? : a portfolio risk analysis
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 96-113
Persistent link: https://www.econbiz.de/10013175750
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
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:
9
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:
10
Analyzing time-frequency co-movements across gold and oil prices with BRICS stock markets : a VaR based on wavelet approach
Mensi, Walid
;
Hkiri, Besma
;
Al-Yahyaee, Khamis Hamed
; …
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 74-102
Persistent link: https://www.econbiz.de/10012033348
Saved in:
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