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~isPartOf:"International review of economics & finance : IREF"
~person:"Andersen, Torben"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Degiannakis, Stavros"
~person:"Ghysels, Eric"
~person:"Gil-Alaña, Luis A."
~person:"Gupta, Rangan"
~person:"Hammoudeh, Shawkat"
~person:"Shi, Yanlin"
~person:"Yoon, Seong-min"
~subject:"Aktienmarkt"
~subject:"Capital income"
~subject:"Estimation theory"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
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Aktienmarkt
Capital income
Estimation theory
Oil price
Prognoseverfahren
Risk
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Time series analysis
Volatilität
Ölpreis
Volatility
17
ARCH model
8
ARCH-Modell
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Kapitaleinkommen
6
Estimation
5
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Zeitreihenanalyse
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Andersen, Torben
Bahmani-Oskooee, Mohsen
Degiannakis, Stavros
Ghysels, Eric
Gil-Alaña, Luis A.
Gupta, Rangan
Hammoudeh, Shawkat
Shi, Yanlin
Yoon, Seong-min
Ma, Feng
7
Kang, Sang Hoon
5
Mensi, Walid
5
Tiwari, Aviral Kumar
5
Abakah, Emmanuel Joel Aikins
4
Arize, Augustine Chuck
4
Bouri, Elie
4
Caporin, Massimiliano
4
Liang, Chao
4
Malik, Farooq
4
McAleer, Michael
4
Wohar, Mark E.
4
Wu, Chunchi
4
Xuan Vinh Vo
4
Yin, Libo
4
Balcilar, Mehmet
3
Balli, Faruk
3
Brooks, Robert
3
Chen, Jinyu
3
Chen, Wang
3
Han, Liyan
3
Ho, Kin-Yip
3
Huang, Dengshi
3
Kumar, Dilip
3
Liu, Dehong
3
Lu, Xinjie
3
Lung, Peter P.
3
Uddin, Mohammed Gazi Salah
3
Wang, Jiqian
3
Wang, Lu
3
Zhang, Zhaoyong
3
Adkins, Lee Chester
2
Aizenman, Joshua
2
Al-Yahyaee, Khamis Hamed
2
Aragó, V.
2
Chang, Chia-Lin
2
Chang, Juin-jen
2
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International review of economics & finance : IREF
Department of Economics working paper series
55
Energy economics
39
The North American journal of economics and finance : a journal of financial economics studies
24
Finance research letters
19
Journal of econometrics
18
Working paper / National Bureau of Economic Research, Inc.
17
Applied economics
15
International review of financial analysis
12
Research in international business and finance
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Economic modelling
9
Economics and finance working paper series
9
CESifo working papers
7
CREATES research paper
7
Empirica : journal of european economics
7
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
7
Journal of economics and finance
7
Journal of international financial markets, institutions & money
7
Applied economics letters
6
Discussion papers / Deutsches Institut für Wirtschaftsforschung
6
Economic systems
6
Global finance journal
6
International journal of finance & economics : IJFE
6
The journal of finance : the journal of the American Finance Association
6
CFS working paper series
5
Economics letters
5
Journal of empirical finance
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of forecasting
5
The European journal of finance
5
The energy journal
5
Working papers / Financial Institutions Center
5
Australian economic papers
4
Econometric Institute research papers
4
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
4
Journal of financial markets
4
Journal of multinational financial management
4
Journal of risk and financial management : JRFM
4
Pacific-Basin finance journal
4
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ECONIS (ZBW)
17
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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
Measuring volatility persistence in leveraged loan markets in the presence of structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 141-152
Persistent link: https://www.econbiz.de/10013334550
Saved in:
4
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:
5
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:
6
Volatility persistence in cryptocurrency markets under structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 680-691
Persistent link: https://www.econbiz.de/10012487193
Saved in:
7
News and return volatility of Chinese bank stocks
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 1095-1105
Persistent link: https://www.econbiz.de/10012487527
Saved in:
8
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:
9
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:
10
Does news matter in China's foreign exchange market? : Chinese RMB volatility and public information arrivals
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
International review of economics & finance : IREF
52
(
2017
),
pp. 302-321
Persistent link: https://www.econbiz.de/10011791354
Saved in:
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