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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The European journal of finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~language:"eng"
~language:"hun"
~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:"Liquiditätseffekt"
~subject:"Schätzung"
~subject:"Stock returns"
~subject:"USA"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Arbeitsmarkt
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Kapitaleinkommen
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Stock returns
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Volatility
27
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forecasting
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Arbeitspapier
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Hungarian
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Allen, David E.
Balcilar, Mehmet
Chiarella, Carl
Gupta, Rangan
Hafner, Christian M.
McEntarfer, Erika
McMillan, David G.
Schnabl, Gunther
Hammoudeh, Shawkat
6
Malik, Farooq
6
Bouri, Elie
5
Mensi, Walid
5
Wohar, Mark E.
5
Caporin, Massimiliano
4
Kumar, Dilip
4
Lucey, Brian M.
4
Ma, Feng
4
Pierdzioch, Christian
4
Salisu, Afees A.
4
Wu, Chunchi
4
Xuan Vinh Vo
4
Yin, Libo
4
Ap Gwilym, Owain
3
Bohl, Martin T.
3
Brooks, Robert
3
Copeland, Laurence S.
3
Ho, Kin-Yip
3
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3
Koutmos, Gregory
3
McAleer, Michael
3
Shi, Yanlin
3
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Wang, Yudong
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2
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2
Chen, Jinyu
2
Chen, Wang
2
Chuang, Ming-Che
2
Corbet, Shaen
2
Davidson, Wallace Norman
2
Demirer, Rıza
2
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International review of economics & finance : IREF
The European journal of finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Department of Economics working paper series
31
The North American journal of economics and finance : a journal of financial economics studies
12
Discussion paper / Tinbergen Institute
10
Energy economics
7
Finance research letters
7
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6
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5
Research in international business and finance
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5
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4
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4
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4
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3
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Economics letters
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Federal Reserve Bank of Cleveland working paper series
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Financial innovation : FIN
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Finmap working paper
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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ECONIS (ZBW)
18
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18
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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
Out-of-sample predictability of gold market
volatility
: the role of US Nonfarm Payroll
Salisu, Afees A.
;
Bouri, Elie
;
Gupta, Rangan
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 482-488
Persistent link: https://www.econbiz.de/10014249177
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
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
Saved in:
7
Dynamic impact of the US monetary policy on oil market returns and
volatility
Marfatia, Hardik A.
;
Gupta, Rangan
;
Cakan, Esin
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 159-169
Persistent link: https://www.econbiz.de/10012655291
Saved in:
8
Uncertainty and daily predictability of housing returns and
volatility
of the United States : evidence from a higher-order nonparametric causality-in-quantiles test
Bouri, Elie
;
Gupta, Rangan
;
Kyei, Clement Kweku
; …
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 200-206
Persistent link: https://www.econbiz.de/10013258467
Saved in:
9
Firm-level business uncertainty and the predictability of the aggregate US stock market
volatility
during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
10
Fed's unconventional monetary policy and risk spillover in the US financial markets
Balcilar, Mehmet
;
Ozdemir, Zeynel Abidin
;
Ozdemir, Huseyin
- In:
The quarterly review of economics and finance : journal …
78
(
2020
),
pp. 42-52
Persistent link: https://www.econbiz.de/10012431140
Saved in:
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