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~person:"Agarwal, Sumit"
~person:"Aragon, George O."
~person:"Gupta, Rangan"
~person:"Kelly, Bryan T."
~subject:"Financial crisis"
~subject:"Volatility"
~type:"article"
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91
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Agarwal, Sumit
Aragon, George O.
Gupta, Rangan
Kelly, Bryan T.
Hammoudeh, Shawkat
50
Ma, Feng
50
Tiwari, Aviral Kumar
47
Bahmani-Oskooee, Mohsen
46
Bouri, Elie
43
Mensi, Walid
34
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31
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31
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28
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27
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25
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24
Demirer, Rıza
24
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23
Pierdzioch, Christian
23
Wang, Yudong
23
Apergēs, Nikolaos
22
Wei, Yu
22
Xuan Vinh Vo
22
Yoon, Seong-min
22
McMillan, David G.
21
Salisu, Afees A.
21
Sosvilla-Rivero, Simón
21
Balcilar, Mehmet
20
Caporale, Guglielmo Maria
20
Uddin, Mohammed Gazi Salah
20
Liang, Chao
19
Yin, Libo
19
Corbet, Shaen
18
Nguyen, Duc Khuong
18
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18
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18
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18
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17
Gil-Alaña, Luis A.
17
Ji, Qiang
17
Lucey, Brian M.
17
Malik, Farooq
17
Zhu, Huiming
17
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Energy economics
13
The North American journal of economics and finance : a journal of financial economics studies
12
International review of economics & finance : IREF
9
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9
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7
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5
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ECONIS (ZBW)
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date (oldest first)
1
Firm volatility in granular networks
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
- In:
Journal of political economy
128
(
2020
)
11
,
pp. 4097-4162
Persistent link: https://www.econbiz.de/10012599940
Saved in:
2
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48
economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
3
The role of securitization in mortgage renegotiation
Agarwal, Sumit
;
Amromin, Gene
;
Ben-David, Itzhak
; …
- In:
Journal of financial economics
102
(
2011
)
3
,
pp. 559-578
Persistent link: https://www.econbiz.de/10009409741
Saved in:
4
Nonlinear contagion between stock and real estate markets : international evidence from a local Gaussian correlation approach
Bouri, Elie
;
Gupta, Rangan
;
Wang, Shixuan
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2089-2109
Persistent link: https://www.econbiz.de/10013184682
Saved in:
5
Time-varying causality between bond and oil markets of the United States : evidence from over one and half centuries of data
Coronado, Semei
;
Gupta, Rangan
;
Nazlıoğlu, Şaban
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2239-2247
Persistent link: https://www.econbiz.de/10014327517
Saved in:
6
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
7
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 303-314
Persistent link: https://www.econbiz.de/10014428077
Saved in:
8
Jumps in geopolitical risk and the cryptocurrency market : the singularity of bitcoin
Bouri, Elie
;
Gupta, Rangan
;
Xuan Vinh Vo
- In:
Defence and peace economics
33
(
2022
)
2
,
pp. 150-161
Persistent link: https://www.econbiz.de/10013167286
Saved in:
9
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
10
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
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