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~language:"eng"
~person:"Gupta, Rangan"
~subject:"Auslandsinvestition"
~subject:"Australien"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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Auslandsinvestition
Australien
Kapitaleinkommen
Forecasting model
189
Prognoseverfahren
189
Estimation
174
Schätzung
174
Volatility
154
Volatilität
154
USA
126
United States
126
Capital income
120
Börsenkurs
118
Share price
118
South Africa
103
Südafrika
103
Theorie
94
Theory
94
Risiko
93
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93
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87
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80
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57
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54
Geldpolitik
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53
Schock
48
Shock
48
Economic growth
46
Wirtschaftswachstum
46
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42
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121
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33
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33
Non-commercial literature
33
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1
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English
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Gupta, Rangan
Faff, Robert W.
121
Zaremba, Adam
98
Wooden, Mark
85
Burgess, John
84
Narayan, Paresh Kumar
81
Miller, Paul W.
79
Brooks, Robert
78
Buckley, Peter J.
76
McMillan, David G.
68
Dollery, Brian
66
Nunnenkamp, Peter
64
Dixon, Peter B.
61
Wohar, Mark E.
60
Worthington, Andrew Charles
60
Driffield, Nigel L.
56
Görg, Holger
53
Smyth, Russell
52
Hunter, Boyd H.
50
Leigh, Andrew
50
Creedy, John
49
Valadkhani, Abbas
49
Zhang, Wei
48
Bouri, Elie
46
Egger, Peter
46
Tiwari, Aviral Kumar
46
Cakici, Nusret
44
Freebairn, John William
44
Anwar, Sajid
43
Apergēs, Nikolaos
43
Xuan Vinh Vo
42
Ma, Feng
41
Bali, Turan G.
40
Saunders, Peter
40
Borland, Jeff
39
Cieślik, Andrzej
39
Chapman, Bruce James
38
Hensher, David A.
37
Wang, Yudong
37
Zhang, Kevin H.
37
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Finance research letters
13
The North American journal of economics and finance : a journal of financial economics studies
12
Energy economics
7
International review of economics & finance : IREF
6
Research in international business and finance
6
The European journal of finance
5
Economic modelling
4
International journal of finance & economics : IJFE
4
Journal of forecasting
4
Journal of multinational financial management
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
International review of financial analysis
3
Journal of economics and finance
3
The journal of real estate finance and economics
3
Applied financial economics
2
Defence and peace economics
2
Economics and Business Letters : EBL
2
Economics letters
2
Emerging markets, finance and trade : EMFT
2
Financial innovation : FIN
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of financial markets
2
Open economies review
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Applied economics letters
1
Economic systems
1
Economies : open access journal
1
Empirica : journal of european economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of international financial markets, institutions & money
1
Journal of risk
1
Pacific-Basin finance journal
1
Public finance review : PFR
1
Structural change and economic dynamics : SC+ED
1
Studies in economics and finance
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ECONIS (ZBW)
121
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41
Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
Saved in:
42
Forecasting realized gold volatility : is there a role of geopolitical risks?
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Finance research letters
35
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012438328
Saved in:
43
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
44
Historical evolution of monthly anomalies in international stock markets
Plastun, Alex
;
Sibande, Xolani
;
Gupta, Rangan
;
Wohar, …
- In:
Research in international business and finance
52
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012548195
Saved in:
45
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:
46
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:
47
Predicting international equity returns: evidence from time-varying parameter vector autoregressive models
Gupta, Rangan
;
Huber, Florian
;
Piribauer, Philipp
- In:
International review of financial analysis
68
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012300967
Saved in:
48
Price gap anomaly in the US stock market : the whole story
Plastun, Alex
;
Sibande, Xolani
;
Gupta, Rangan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012654967
Saved in:
49
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
50
The role of an aligned investor sentiment index in predicting bond risk premia of the U.S
Çepni, Oğuzhan
;
Güney, Ethem
;
Gupta, Rangan
;
Wohar, …
- In:
Journal of financial markets
51
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013536291
Saved in:
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