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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The European journal of finance"
~language:"eng"
~language:"hun"
~person:"Balcilar, Mehmet"
~person:"Chiarella, Carl"
~person:"Gupta, Rangan"
~person:"Kang, Sang Hoon"
~person:"McEntarfer, Erika"
~person:"McMillan, David G."
~person:"Schnabl, Gunther"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"volatility"
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Volatility
21
Volatilität
21
Capital income
10
Kapitaleinkommen
10
Estimation
9
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9
Welt
9
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9
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Balcilar, Mehmet
Chiarella, Carl
Gupta, Rangan
Kang, Sang Hoon
McEntarfer, Erika
McMillan, David G.
Schnabl, Gunther
Ma, Feng
8
Wohar, Mark E.
7
Caporin, Massimiliano
6
Dunis, Christian
5
Hammoudeh, Shawkat
5
Mensi, Walid
5
Pierdzioch, Christian
5
Tiwari, Aviral Kumar
5
Abakah, Emmanuel Joel Aikins
4
Ap Gwilym, Owain
4
Arize, Augustine Chuck
4
Bouri, Elie
4
Brooks, Robert
4
Liang, Chao
4
Lucey, Brian M.
4
Malik, Farooq
4
McAleer, Michael
4
Vivian, Andrew
4
Wang, Jiqian
4
Wu, Chunchi
4
Xuan Vinh Vo
4
Yin, Libo
4
Balli, Faruk
3
Chen, Jinyu
3
Chen, Wang
3
Copeland, Laurence S.
3
Cuñado Eizaguirre, Juncal
3
Gil-Alaña, Luis A.
3
Han, Liyan
3
Ho, Kin-Yip
3
Huang, Dengshi
3
Koutmos, Gregory
3
Kumar, Dilip
3
Lin, Shih-kuei
3
Liu, Dehong
3
Lu, Xinjie
3
Lung, Peter P.
3
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International review of economics & finance : IREF
The European journal of finance
Department of Economics working paper series
57
Energy economics
24
The North American journal of economics and finance : a journal of financial economics studies
22
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
21
Finance research letters
13
Applied financial economics
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Applied economics
9
Research in international business and finance
8
Applied economics letters
7
Journal of forecasting
7
Journal of international financial markets, institutions & money
7
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
7
Financial innovation : FIN
6
Economics letters
5
International review of financial analysis
5
The journal of futures markets
5
Economic modelling
4
International journal of finance & economics : IJFE
4
Journal of multinational financial management
4
Annals of financial economics
3
Asia-Pacific financial markets
3
Defence and peace economics
3
Economia internazionale
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
Finmap working paper
3
Global finance journal
3
International journal of theoretical and applied finance
3
Journal of economics and finance
3
Journal of risk and financial management : JRFM
3
Korea and the world economy
3
Structural change and economic dynamics : SC+ED
3
The Korean economic review
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Working paper / National Bureau of Economic Research, Inc.
3
Advances in Pacific Basin financial markets
2
Borsa Istanbul Review
2
CESifo working papers
2
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ECONIS (ZBW)
21
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21
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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
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
Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets
Bhattacherjee, Purba
;
Mishra, Sibanjan
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 1176-1197
Persistent link: https://www.econbiz.de/10014535697
Saved in:
6
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:
7
Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid
;
Aslan, Aylin
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
Saved in:
8
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:
9
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:
10
Exchange rate returns and
volatility
: the role of time-varying rare disaster risks
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, Mark E.
- In:
The European journal of finance
25
(
2019
)
2
,
pp. 190-203
Persistent link: https://www.econbiz.de/10012206968
Saved in:
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