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~person:"Bouri, Elie"
~person:"Gil-Alaña, Luis A."
~person:"Gupta, Rangan"
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Estimation
288
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288
United States
229
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227
USA
227
Zeitreihenanalyse
227
Volatility
197
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195
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150
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148
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Bouri, Elie
Gil-Alaña, Luis A.
Gupta, Rangan
Caporale, Guglielmo Maria
48
Zaremba, Adam
36
Timmermann, Allan
33
Wohar, Mark E.
33
McMillan, David G.
29
Pierdzioch, Christian
26
Bollerslev, Tim
24
Plastun, Alex
23
Tiwari, Aviral Kumar
22
Lux, Thomas
21
McAleer, Michael
21
Bohl, Martin T.
20
Diebold, Francis X.
19
Sousa, Ricardo M.
19
Faff, Robert W.
18
Hou, Kewei
18
Miller, Stephen M.
18
Zhang, Lu
18
Zhou, Guofu
18
Balcilar, Mehmet
17
Demirer, Rıza
17
Drew, Michael E.
17
Grobys, Klaus
17
Pesaran, M. Hashem
17
Guidolin, Massimo
16
Subrahmanyam, Avanidhar
16
Allen, David E.
15
Bekaert, Geert
15
Brooks, Robert
15
Engle, Robert F.
15
Ma, Feng
15
Narayan, Paresh Kumar
15
Salisu, Afees A.
15
Titman, Sheridan
15
Wolf, Michael
15
Afonso, António
14
Bali, Turan G.
14
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Department of Economics working paper series
29
Energy economics
14
The North American journal of economics and finance : a journal of financial economics studies
13
Economics and finance working paper series
9
International journal of finance & economics : IJFE
6
International review of economics & finance : IREF
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Journal of economics and finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied economics letters
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Defence and peace economics
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ECONIS (ZBW)
127
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31
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127
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31
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:
32
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
33
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:
34
Persistence in the Russian stock market volatility indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
Saved in:
35
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
36
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
37
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
Saved in:
38
On the transmission mechanism of Asia-Pacific yield curve characteristics
Gabauer, David
;
Subramaniam, Sowmya
;
Gupta, Rangan
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 473-488
Persistent link: https://www.econbiz.de/10012814607
Saved in:
39
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
40
Price effects after one-day abnormal returns in developed and emerging markets : ESG versus traditional indices
Plastun, Alex
;
Bouri, Elie
;
Gupta, Rangan
;
Ji, Qiang
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013413403
Saved in:
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