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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:"Franses, Philip Hans"
~person:"Gupta, Rangan"
~person:"Haskel, Jonathan"
~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
8
Schätzung
8
Theorie
8
Theory
8
Capital income
6
Kapitaleinkommen
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Time series analysis
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USA
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Nonparametric statistics
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Productivity
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Franses, Philip Hans
Gupta, Rangan
Haskel, Jonathan
Gil-Alaña, Luis A.
7
Ma, Feng
7
Arize, Augustine Chuck
6
Harvey, David I.
6
Leybourne, Stephen James
6
Machin, Stephen
6
Stewart, Mark B.
6
Tiwari, Aviral Kumar
6
Hammoudeh, Shawkat
5
Kang, Sang Hoon
5
Mensi, Walid
5
Taylor, Robert
5
Xuan Vinh Vo
5
Zhang, Chengsi
5
Abakah, Emmanuel Joel Aikins
4
Balcilar, Mehmet
4
Banerjee, Anindya
4
Blackaby, David
4
Booth, Alison L.
4
Bradley, Steve
4
Caporin, Massimiliano
4
Chang, Tsangyao
4
Dickerson, Andrew P.
4
Girma, Sourafel
4
Greenaway, David
4
Han, Liyan
4
Koopman, Siem Jan
4
Lien, Da-hsiang Donald
4
Malik, Farooq
4
McAleer, Michael
4
Osborn, Denise R.
4
Sloane, Peter J.
4
Taylor, Mark P.
4
Wohar, Mark E.
4
Wu, Chunchi
4
Yin, Libo
4
Adkins, Lee Chester
3
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International review of economics & finance : IREF
Oxford bulletin of economics and statistics
Applied economics
19
Economics letters
16
Energy economics
16
Journal of forecasting
16
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
Finance research letters
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Applied economics letters
8
Economic modelling
8
Research in international business and finance
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Computational economics
5
Economica
5
International journal of finance & economics : IJFE
5
Journal of econometrics
5
Journal of multinational financial management
5
The economic journal : the journal of the Royal Economic Society
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
Annals of financial economics
4
Econometric reviews
4
Economia internazionale
4
Emerging markets, finance and trade : EMFT
4
Journal of applied econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of risk and financial management : JRFM
4
The European journal of finance
4
The journal of real estate finance and economics
4
Applied financial economics
3
Defence and peace economics
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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 financial analysis
3
Journal of economic studies
3
Journal of economic surveys
3
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ECONIS (ZBW)
16
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16
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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
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:
4
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:
5
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:
6
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:
7
Forecasting the volatility of the Dow Jones Islamic Stock Market Index : long memory vs. regime switching
Nasr, Adnen Ben
;
Lux, Thomas
;
Ajmi, Ahdi Noomen
;
Gupta, …
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 559-571
Persistent link: https://www.econbiz.de/10011626589
Saved in:
8
The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains
Li, Xiao-Lin
;
Chang, Tsangyao
;
Miller, Stephen M.
; …
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 220-233
Persistent link: https://www.econbiz.de/10011572379
Saved in:
9
Productivity and growth in UK industries : an intagible investment approach
Dal Borgo, Mariela
;
Goodridge, Peter
;
Haskel, Jonathan
; …
- In:
Oxford bulletin of economics and statistics
75
(
2013
)
6
,
pp. 806-834
Persistent link: https://www.econbiz.de/10010240905
Saved in:
10
Selecting a nonlinear time series model using weighted tests od equal forecasr accuracy
Dijk, Dick van
;
Franses, Philip Hans
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
suppl
,
pp. 727-744
Persistent link: https://www.econbiz.de/10001860094
Saved in:
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