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~person:"Abul, Sadeq"
~person:"Al-Shayeb, Abdulrahman"
~person:"Andersson, Per-Åke"
~person:"Gil-Alana, Luis A."
~person:"Gupta, Rangan"
~person:"Hatemi-J, Abdulnasser"
~person:"Kudryavtsev, Andrey"
~person:"Moosa, Imad A."
~person:"Tseng, Hui-kuan"
~subject:"Aktienmarkt"
~subject:"Causality"
~subject:"Cointegration"
~subject:"Market integration"
~subject:"Share price"
~subject:"South Africa"
~subject:"Volatilität"
~subject:"long memory"
~type_genre:"Article in journal"
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Aktienmarkt
Causality
Cointegration
Market integration
Share price
South Africa
Volatilität
long memory
Estimation
134
Schätzung
134
Forecasting model
113
Prognoseverfahren
113
USA
106
United States
106
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99
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91
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34
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Abul, Sadeq
Al-Shayeb, Abdulrahman
Andersson, Per-Åke
Gil-Alana, Luis A.
Gupta, Rangan
Hatemi-J, Abdulnasser
Kudryavtsev, Andrey
Moosa, Imad A.
Tseng, Hui-kuan
Tiwari, Aviral Kumar
94
Bahmani-Oskooee, Mohsen
82
Gil-Alaña, Luis A.
78
Hammoudeh, Shawkat
61
Caporale, Guglielmo Maria
57
Apergēs, Nikolaos
53
Wohar, Mark E.
53
Ma, Feng
52
McMillan, David G.
51
Chang, Tsangyao
49
Narayan, Paresh Kumar
49
Bouri, Elie
48
Balcilar, Mehmet
43
Mensi, Walid
40
Hamori, Shigeyuki
38
Kang, Sang Hoon
35
Pierdzioch, Christian
35
Xuan Vinh Vo
35
Jawadi, Fredj
34
Lee, Chien-chiang
32
Lucey, Brian M.
32
Hassan, M. Kabir
30
Demirer, Rıza
29
Hegerty, Scott W.
29
McAleer, Michael
29
Salisu, Afees A.
29
Shahbaz, Muhammad
29
Odhiambo, Nicholas M.
28
Ryu, Doojin
28
Brooks, Robert
27
Yoon, Seong-min
27
Fedderke, Johannes W.
25
Nguyen, Duc Khuong
25
Payne, James E.
25
Shahzad, Syed Jawad Hussain
25
Uddin, Mohammed Gazi Salah
25
Hsing, Yu
24
Wang, Yudong
24
Wei, Yu
24
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Applied economics
28
The North American journal of economics and finance : a journal of financial economics studies
22
Economia internazionale
20
Energy economics
20
International review of economics & finance : IREF
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Applied economics letters
9
Applied financial economics
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
The South African journal of economics
8
Economics letters
6
Annals of financial economics
5
Defence and peace economics
5
Journal of economics and finance
5
International business and economics research journal
4
International journal of finance & economics : IJFE
4
Economics and Business Letters : EBL
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Contemporary economics
2
Economics : the open-access, open-assessment journal
2
Empirica : journal of european economics
2
Journal of applied economics
2
Journal of business economics and management
2
Studies in economics and finance
2
The journal of real estate finance and economics
2
Annals of economics and finance
1
Applied financial economics letters
1
Computational economics
1
Economic modelling
1
Economics & finance notes
1
Economics, management and financial markets
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Global business & economics review
1
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
International economics and economic policy : IEEP
1
International journal of business and economics
1
International journal of managerial finance : IJMF
1
International journal of production economics
1
Journal of Asian economics
1
Journal of behavioral and experimental economics
1
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ECONIS (ZBW)
221
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61
Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom
Salisu, Afees A.
;
Gupta, Rangan
- In:
Applied economics letters
28
(
2021
)
18
,
pp. 1594-1599
Persistent link: https://www.econbiz.de/10012626718
Saved in:
62
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:
63
Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum
Antonakakis, Nikolaos
;
Christou, Christina
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
167
(
2021
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013269231
Saved in:
64
Bitcoin mining activity and volatility dynamics in the power market
Karmakar, Sayar
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Economics letters
209
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013209321
Saved in:
65
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
66
Forecasting realized volatility of Bitcoin : the role of the trade war
Bouri, Elie
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Computational economics
57
(
2021
)
1
,
pp. 29-53
Persistent link: https://www.econbiz.de/10012486864
Saved in:
67
High-frequency volatility forecasting of US housing markets
Segnon, Mawuli
;
Gupta, Rangan
;
Lesame, Keagile
;
Wohar, …
- In:
The journal of real estate finance and economics
62
(
2021
)
2
,
pp. 283-317
Persistent link: https://www.econbiz.de/10012428404
Saved in:
68
Do oil-price shocks predict the realized variance of U.S. REITs?
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
- In:
Energy economics
104
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013364407
Saved in:
69
Absolute stock returns and trading volumes : psychological insights
Kudryavtsev, Andrey
- In:
Quantitative finance and economics
1
(
2017
)
2
,
pp. 186-204
Persistent link: https://www.econbiz.de/10012137769
Saved in:
70
Do precious metal prices help in forecasting South African inflation?
Balcilar, Mehmet
;
Katzke, Nico
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 63-72
Persistent link: https://www.econbiz.de/10011878788
Saved in:
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