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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Gupta, Rangan"
~person:"Lien, Da-hsiang Donald"
~type:"article"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Graue Literatur"
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Caporale, Guglielmo Maria
Gupta, Rangan
Lien, Da-hsiang Donald
Bahmani-Oskooee, Mohsen
459
Nijkamp, Peter
427
Gil-Alaña, Luis A.
362
Cheng, T. C. E.
348
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343
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337
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International review of economics & finance : IREF
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7
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Journal of multinational financial management
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ECONIS (ZBW)
1,092
EconStor
20
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
3
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
4
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:
5
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
6
Forecasting international financial stress : the role of climate risks
Del Fava, Santino
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Journal of international financial markets, …
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014535723
Saved in:
7
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
8
Herding in international REITs markets around the COVID-19 pandemic
Lesame, Keagile
;
Ngene, Geoffrey
;
Gupta, Rangan
;
Bouri, Elie
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014451556
Saved in:
9
Macro-financial linkages in the high-frequency domain : economic fundamentals and the Covid-induced uncertainty channel in US and UK financial markets
Caporale, Guglielmo Maria
;
Karanasos, Menelaos
;
Yfanti, …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1581-1608
Persistent link: https://www.econbiz.de/10014533276
Saved in:
10
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
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