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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Oxford bulletin of economics and statistics"
~language:"eng"
~language:"lit"
~language:"und"
~person:"Abakah, Emmanuel Joel Aikins"
~person:"Franses, Philip Hans"
~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
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8
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8
Time series analysis
8
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7
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Abakah, Emmanuel Joel Aikins
Franses, Philip Hans
Gupta, Rangan
Gil-Alaña, Luis A.
7
Ma, Feng
7
Arize, Augustine Chuck
6
Harvey, David I.
6
Leybourne, Stephen James
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Machin, Stephen
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Xuan Vinh Vo
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Banerjee, Anindya
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Blackaby, David
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Booth, Alison L.
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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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Girma, Sourafel
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Greenaway, David
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Han, Liyan
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Haskel, Jonathan
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Koopman, Siem Jan
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Liang, Chao
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Lien, Da-hsiang Donald
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Malik, Farooq
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McAleer, Michael
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Osborn, Denise R.
4
Sloane, Peter J.
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International review of economics & finance : IREF
Oxford bulletin of economics and statistics
Applied economics
22
Energy economics
22
Finance research letters
18
Journal of forecasting
16
Economics letters
15
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
13
International journal of forecasting
13
Research in international business and finance
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
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Journal of risk and financial management : JRFM
6
Computational economics
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International journal of finance & economics : IJFE
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Journal of econometrics
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Journal of multinational financial management
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Annals of financial economics
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Econometric reviews
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Economia internazionale
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International review of financial analysis
4
Journal of applied econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
The European journal of finance
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The journal of real estate finance and economics
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Applied financial economics
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Defence and peace economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Financial innovation : FIN
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of economic studies
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Journal of economic surveys
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Journal of economics and finance
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Journal of macroeconomics
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ECONIS (ZBW)
16
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1
Asymmetric spillover effects in energy markets
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 470-502
Persistent link: https://www.econbiz.de/10014534924
Saved in:
2
Do shipping freight markets impact commodity markets?
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 986-1014
Persistent link: https://www.econbiz.de/10014492276
Saved in:
3
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:
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
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:
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
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:
10
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:
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