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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The European journal of finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~person:"Allen, David E."
~person:"Balcilar, Mehmet"
~person:"Chiarella, Carl"
~person:"Gupta, Rangan"
~person:"Hafner, Christian M."
~person:"McAleer, Michael"
~person:"McEntarfer, Erika"
~person:"McMillan, David G."
~person:"Schnabl, Gunther"
~subject:"Arbeitsmarkt"
~subject:"Estimation"
~subject:"Exchange rate"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
~subject:"Stock returns"
~subject:"USA"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Arbeitsmarkt
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Volatility
41
Volatilität
41
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21
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Arbeitspapier
Aufsatz in Zeitschrift
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Allen, David E.
Balcilar, Mehmet
Chiarella, Carl
Gupta, Rangan
Hafner, Christian M.
McAleer, Michael
McEntarfer, Erika
McMillan, David G.
Schnabl, Gunther
Kang, Sang Hoon
10
Mensi, Walid
10
Pierdzioch, Christian
9
Wohar, Mark E.
9
Xuan Vinh Vo
8
Chang, Chia-Lin
6
Hammoudeh, Shawkat
6
Ho, Kin-Yip
6
Yin, Libo
6
Zhu, Huiming
6
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5
Shi, Yanlin
5
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5
Dai, Zhifeng
4
Hau, Liya
4
Lien, Da-hsiang Donald
4
Ma, Feng
4
Malik, Farooq
4
Al-Yahyaee, Khamis Hamed
3
Ap Gwilym, Owain
3
Bianconi, Marcelo
3
Brooks, Robert
3
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3
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3
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3
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3
Gillas, Konstantinos Gkillas
3
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3
Jung, Hojin
3
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3
Kim, Jong-Min
3
Kinkyō, Takuji
3
Koutmos, Gregory
3
Kumar, Dilip
3
Lucey, Brian M.
3
Lyócsa, Štefan
3
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International review of economics & finance : IREF
The European journal of finance
The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
43
Department of Economics working paper series
32
Discussion paper / Tinbergen Institute
28
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20
Energy economics
10
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7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
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5
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3
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ECONIS (ZBW)
29
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1
Forecasting international REITs
volatility
: the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
2
Expected profitability, the 52-week high and the idiosyncratic
volatility
puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
Saved in:
3
Evolving United States stock market
volatility
: the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
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
Forecasting realized
volatility
of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
6
Oil price shocks and stock-bond correlation
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486268
Saved in:
7
Oil price uncertainty and movements in the US government bond risk premia
Balcilar, Mehmet
;
Gupta, Rangan
;
Wang, Shixuan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012654789
Saved in:
8
Is there a risk and return relation?
Fifield, S. G. M.
;
McMillan, David G.
;
McMillan, Fiona J.
- In:
The European journal of finance
26
(
2020
)
11
,
pp. 1075-1101
Persistent link: https://www.econbiz.de/10012264949
Saved in:
9
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
10
Time-varying predictability of oil market movements over a century of data : The role of US financial stress
Gupta, Rangan
;
Kanda, Patrick
;
Tiwari, Aviral Kumar
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012201357
Saved in:
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