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~language:"eng"
~language:"nld"
~person:"Gupta, Rangan"
~person:"Lucey, Brian M."
~subject:"Developing countries"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
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Developing countries
Volatility
Estimation
191
Forecasting model
191
Prognoseverfahren
191
Schätzung
191
Volatilität
186
Börsenkurs
142
Share price
142
Welt
142
World
142
USA
136
United States
136
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135
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135
Aktienmarkt
120
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120
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103
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103
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99
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98
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98
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81
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60
Geldpolitik
59
Impact assessment
57
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57
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56
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56
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56
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52
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188
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188
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62
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61
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61
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5
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3
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3
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2
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Gupta, Rangan
Lucey, Brian M.
Bahmani-Oskooee, Mohsen
111
Gnangnon, Sèna Kimm
91
Bouri, Elie
88
Ma, Feng
87
McAleer, Michael
73
Hammoudeh, Shawkat
67
Nunnenkamp, Peter
61
Tiwari, Aviral Kumar
59
Kang, Sang Hoon
53
Bollerslev, Tim
51
McMillan, David G.
49
Wohar, Mark E.
49
Mensi, Walid
48
Xuan Vinh Vo
47
Kumar, Dilip
45
Wang, Yudong
44
Caporale, Guglielmo Maria
41
Andersen, Torben
40
Pierdzioch, Christian
40
Zhang, Yaojie
40
Aizenman, Joshua
39
Apergēs, Nikolaos
38
Corbet, Shaen
38
Demirer, Rıza
38
Hegerty, Scott W.
38
Serletis, Apostolos
38
Bird, Graham R.
37
Wei, Yu
37
Salisu, Afees A.
36
Yoon, Seong-min
36
Balcilar, Mehmet
35
Chevallier, Julien
35
Ji, Qiang
35
Roubaud, David
34
Todorov, Viktor
34
Brooks, Robert
33
Liang, Chao
33
Hamori, Shigeyuki
32
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Energy economics
17
Finance research letters
15
The North American journal of economics and finance : a journal of financial economics studies
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
International review of economics & finance : IREF
8
Applied economics letters
7
Economics letters
7
Research in international business and finance
5
The European journal of finance
5
Applied economics
4
Journal of forecasting
4
Journal of international financial markets, institutions & money
4
Annals of financial economics
3
Defence and peace economics
3
Economia internazionale
3
Economic modelling
3
Emerging markets review
3
Emerging markets, finance and trade : EMFT
3
Financial innovation : FIN
3
International journal of finance & economics : IJFE
3
Journal of economics and finance
3
Journal of multinational financial management
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Economics and Business Letters : EBL
2
Global finance journal
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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
International review of financial analysis
2
Journal of commodity markets
2
Journal of financial markets
2
Journal of risk and financial management : JRFM
2
OPEC energy review
2
Structural change and economic dynamics : SC+ED
2
Technological forecasting & social change : an international journal
2
Applied financial economics
1
Atlantic economic journal : AEJ
1
Computational economics
1
Economic systems
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1
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ECONIS (ZBW)
188
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91
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91
Historical forecasting of interest rate mean and volatility of the United States : is there a role of uncertainty?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
- In:
Annals of financial economics
15
(
2020
)
4
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012643036
Saved in:
92
Historical volatility of advanced equity markets : the role of local and global crises
Goswami, Samrat
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Finance research letters
34
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012436967
Saved in:
93
How do dynamic responses of exchange rates to oil price shocks co-move? : from a time-varying perspective
Huang, Shupei
;
An, Haizhong
;
Lucey, Brian M.
- In:
Energy economics
86
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012512194
Saved in:
94
The impact of macroeconomic news on Bitcoin returns
Corbet, Shaen
;
Larkin, Charles
;
Lucey, Brian M.
; …
- In:
The European journal of finance
26
(
2020
)
14
,
pp. 1396-1416
Persistent link: https://www.econbiz.de/10012264974
Saved in:
95
Jumps in energy and non-energy commodities
Bouri, Elie
;
Gupta, Rangan
- In:
OPEC energy review
44
(
2020
)
1
,
pp. 91-111
Persistent link: https://www.econbiz.de/10013341469
Saved in:
96
Monetary policy uncertainty and jumps in advanced equity markets
Bouri, Elie
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 101-112
Persistent link: https://www.econbiz.de/10012500112
Saved in:
97
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:
98
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:
99
Oil shocks and volatility jumps
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Review of quantitative finance and accounting
54
(
2020
)
1
,
pp. 247-272
Persistent link: https://www.econbiz.de/10012232836
Saved in:
100
Predicting firm-level volatility in the United States : the role of monetary policy uncertainty
Clance, Matthew W.
;
Demirer, Rıza
;
Gupta, Rangan
; …
- In:
Economics and Business Letters : EBL
9
(
2020
)
3
,
pp. 167-177
Persistent link: https://www.econbiz.de/10012420480
Saved in:
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