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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:"McEntarfer, Erika"
~person:"McMillan, David G."
~person:"Schnabl, Gunther"
~subject:"Arbeitsmarkt"
~subject:"Estimation"
~subject:"Exchange rate"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"volatility"
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Arbeitsmarkt
Estimation
Exchange rate
Kapitaleinkommen
Schätzung
USA
Volatility
33
Volatilität
33
Capital income
18
Börsenkurs
13
Share price
13
Forecasting model
12
Prognoseverfahren
12
ARCH model
10
ARCH-Modell
10
Aktienmarkt
8
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Welt
8
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8
Risiko
7
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Risikomaß
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Risk measure
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Spillover effect
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Spillover-Effekt
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Ölpreis
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Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Oil market
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Theorie
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Theory
5
Time series analysis
5
Wechselkurs
5
Zeitreihenanalyse
5
Ölmarkt
5
Financial crisis
4
Finanzkrise
4
Nonparametric causality-in-quantiles test
4
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4
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24
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Aufsatz in Zeitschrift
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24
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English
Author
All
Allen, David E.
Balcilar, Mehmet
Chiarella, Carl
Gupta, Rangan
Hafner, Christian M.
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
McAleer, Michael
6
Yin, Libo
6
Zhu, Huiming
6
Caporin, Massimiliano
5
Shi, Yanlin
5
Zhang, Zhaoyong
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
Chang, Kuang-Liang
3
Chiang, Thomas C.
3
Copeland, Laurence S.
3
Gao, Yang
3
Gillas, Konstantinos Gkillas
3
Hamori, Shigeyuki
3
Jung, Hojin
3
Kim, Dong H.
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
Energy economics
7
Finance research letters
7
Applied economics
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Applied financial economics
5
Research in international business and finance
5
Applied economics letters
4
International journal of finance & economics : IJFE
4
Journal of forecasting
4
Journal of multinational financial management
4
Annals of financial economics
3
Economic modelling
3
Economics letters
3
Emerging markets, finance and trade : EMFT
3
Journal of international financial markets, institutions & money
3
Defence and peace economics
2
Economic systems
2
Economics and Business Letters : EBL
2
Financial innovation : FIN
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International economics and economic policy : IEEP
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of financial markets
2
Journal of international money and finance
2
Journal of risk and financial management : JRFM
2
Open economies review
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
The journal of futures markets
2
Advances in Pacific Basin financial markets
1
Agrekon
1
American economic journal : a journal of the American Economic Association
1
Applied financial economics letters
1
Applied mathematical finance
1
Asia-Pacific financial markets
1
Atlantic economic journal : AEJ
1
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ECONIS (ZBW)
24
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24
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date (oldest first)
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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