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~language:"eng"
~person:"Bouri, Elie"
~person:"Lee, Bong-soo"
~subject:"Capital income"
~subject:"Forecasting model"
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Capital income
Forecasting model
Volatility
126
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125
Welt
93
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93
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86
Börsenkurs
65
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62
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Bouri, Elie
Lee, Bong-soo
Gupta, Rangan
365
Diebold, Francis X.
239
Timmermann, Allan
214
Franses, Philip Hans
196
Marcellino, Massimiliano
195
Caporale, Guglielmo Maria
168
Zaremba, Adam
163
Ravazzolo, Francesco
159
McAleer, Michael
157
Pierdzioch, Christian
151
Clark, Todd E.
148
Pesaran, M. Hashem
137
Clements, Michael P.
136
McMillan, David G.
128
Bali, Turan G.
119
Bekaert, Geert
119
Campbell, John Y.
119
Kapetanios, George
119
McCracken, Michael W.
115
Hyndman, Rob J.
111
Swanson, Norman R.
110
Bollerslev, Tim
109
Ma, Feng
108
Koopman, Siem Jan
104
Giannone, Domenico
102
Zhou, Guofu
102
Guidolin, Massimo
101
Ghysels, Eric
97
Harvey, Campbell R.
95
Hendry, David F.
95
Rossi, Barbara
95
Koop, Gary
94
Lahiri, Kajal
92
Schorfheide, Frank
91
Fildes, Robert
87
Cakici, Nusret
84
Kilian, Lutz
84
Wohar, Mark E.
84
Dijk, Dick van
81
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79
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Finance research letters
14
Department of Economics working paper series
10
Energy economics
8
International review of financial analysis
5
Journal of banking & finance
4
Pacific-Basin finance journal
3
The financial review : the official publication of the Eastern Finance Association
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied economics
2
Asia-Pacific journal of financial studies
2
Defence and peace economics
2
Economic research
2
Financial innovation : FIN
2
Journal of financial markets
2
Journal of forecasting
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Journal of international financial markets, institutions & money
2
Journal of risk
2
Research in international business and finance
2
Review of quantitative finance and accounting
2
The North American journal of economics and finance : a journal of financial economics studies
2
Economic inquiry : journal of the Western Economic Association International
1
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Economics / Discussion papers : the open-access, open-assessment e-journal
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Emerging markets review
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Eurasian economic review : a journal in applied macroeconomics and finance
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European financial management : the journal of the European Financial Management Association
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Han gug gae bal yeon gu
1
International Journal of Financial Studies : open access journal
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of accounting and information management
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International review of economics & finance : IREF
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Journal of commodity markets
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Journal of economic dynamics & control
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Journal of emerging market finance
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Review of economic and business studies
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Technological forecasting & social change : an international journal
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The energy journal
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The journal of behavioral finance : a publication of the Institute of Behavioral Finance
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ECONIS (ZBW)
105
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1
Do commodity futures have a steering effect on the spot stock market in China? : new evidence from volatility forecasting
Lu, Fei
;
Ma, Feng
;
Bouri, Elie
;
Liao, Yin
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543949
Saved in:
2
Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies?
Babalos, Vassilios
;
Bouri, Elie
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521259
Saved in:
3
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
4
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
5
Global geopolitical risk and the long- and short-run impacts on the returns and volatilities of US Treasuries
Jalkh, Naji
;
Bouri, Elie
- In:
Defence and peace economics
35
(
2024
)
3
,
pp. 339-366
Persistent link: https://www.econbiz.de/10014514974
Saved in:
6
Time-varying jump intensity and volatility forecasting of crude oil returns
Zhang, Lei
;
Chen, Yan
;
Bouri, Elie
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014559002
Saved in:
7
A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Huang, Yisu
;
Ma, Feng
;
Bouri, Elie
;
Huang, Dengshi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460616
Saved in:
8
Decomposed oil price shocks and GCC stock market sector returns and volatility
Al-Fayoumi, Nedal
;
Bouri, Elie
;
Abuzayed, Bana
- In:
Energy economics
126
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014483404
Saved in:
9
The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions
Bouri, Elie
;
Hammoud, Rami
;
Kassm, Christina Abou
- In:
Energy economics
120
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014284683
Saved in:
10
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
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