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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:"Caporin, Massimiliano"
~person:"Gupta, Rangan"
~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
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USA
Volatility
Volatilität
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9
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9
Estimation
7
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Caporin, Massimiliano
Gupta, Rangan
Hammoudeh, Shawkat
11
Lien, Da-hsiang Donald
10
Wu, Chunchi
9
Arize, Augustine Chuck
7
Gil-Alaña, Luis A.
7
Ma, Feng
7
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6
Leybourne, Stephen James
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Machin, Stephen
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Xuan Vinh Vo
6
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6
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5
Bouri, Elie
5
Kang, Sang Hoon
5
Mensi, Walid
5
Osborn, Denise R.
5
Shi, Yanlin
5
Taylor, Robert
5
Abakah, Emmanuel Joel Aikins
4
Balcilar, Mehmet
4
Bianconi, Marcelo
4
Blackaby, David
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Booth, Alison L.
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Bradley, Steve
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Brooks, Robert
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Franses, Philip Hans
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Girma, Sourafel
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Greenaway, David
4
Han, Liyan
4
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International review of economics & finance : IREF
Oxford bulletin of economics and statistics
Applied economics
23
The North American journal of economics and finance : a journal of financial economics studies
21
Energy economics
19
Finance research letters
18
Applied economics letters
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
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
8
Economics letters
8
Research in international business and finance
8
The journal of real estate finance and economics
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International journal of finance & economics : IJFE
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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Annals of financial economics
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Journal of multinational financial management
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Journal of risk and financial management : JRFM
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Economia internazionale
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Economics : the open-access, open-assessment journal
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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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
Economics and Business Letters : EBL
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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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)
3
International journal of forecasting
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 economic surveys
3
Journal of economics and finance
3
OPEC energy review
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The journal of developing areas
3
Applied financial economics
2
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ECONIS (ZBW)
15
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1
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15
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date (oldest first)
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 impact of network connectivity on factor exposures, asset pricing, and portfolio diversification
Billio, Monica
;
Caporin, Massimiliano
;
Panzica, Roberto …
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 196-223
Persistent link: https://www.econbiz.de/10014343115
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
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:
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
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
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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