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~person:"Caralt, Jordi Surinach"
~person:"Gupta, Rangan"
~person:"McMillan, David G."
~person:"Mensi, Walid"
~subject:"Real estate price"
~subject:"Volatility"
~subject:"long memory"
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Real estate price
Volatility
long memory
Forecasting model
201
Prognoseverfahren
201
Volatilität
201
Estimation
187
Schätzung
187
United States
158
USA
156
Börsenkurs
137
Share price
137
Capital income
131
Kapitaleinkommen
131
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111
Aktienmarkt
109
Welt
107
World
107
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99
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99
Time series analysis
87
Zeitreihenanalyse
87
Theorie
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Oil price
83
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81
South Africa
79
Forecasting
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55
Südafrika
55
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53
Cointegration
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53
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167
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84
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84
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84
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1
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1
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English
264
Undetermined
11
Author
All
Caralt, Jordi Surinach
Gupta, Rangan
McMillan, David G.
Mensi, Walid
McAleer, Michael
110
Caporale, Guglielmo Maria
65
Pierdzioch, Christian
56
Bouri, Elie
51
Chang, Chia-Lin
50
Ma, Feng
50
Hammoudeh, Shawkat
49
Bahmani-Oskooee, Mohsen
48
Gil-Alaña, Luis A.
46
Miller, Stephen M.
46
Tiwari, Aviral Kumar
43
Wohar, Mark E.
43
Balcilar, Mehmet
40
Nielsen, Morten Ørregaard
38
Bollerslev, Tim
37
Lux, Thomas
36
Salisu, Afees A.
35
Kang, Sang Hoon
30
Spagnolo, Nicola
29
Demirer, Rıza
28
Hill, Robert J.
28
Turnbull, Geoffrey K.
28
Shimizu, Chihiro
27
Adam, Klaus
26
Apergēs, Nikolaos
26
Caporin, Massimiliano
26
Hegerty, Scott W.
26
Aizenman, Joshua
25
Baum, Christopher F.
24
Chau, K. W.
23
Engle, Robert F.
23
Mumtaz, Haroon
23
Wang, Yudong
23
Allen, David E.
22
Chiarella, Carl
22
Christensen, Bent Jesper
22
Diebold, Francis X.
22
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Department of Economics, Faculty of Economic and Management Sciences
6
Facultat d'Economia i Empresa, Universitat de Barcelona
3
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
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Department of Economics working paper series
60
The North American journal of economics and finance : a journal of financial economics studies
24
Energy economics
20
International review of economics & finance : IREF
16
Working papers / University of Connecticut, Department of Economics
14
Applied economics
13
Applied financial economics
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
8
Applied economics letters
7
The journal of real estate finance and economics
6
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
6
Economics letters
5
International journal of finance & economics : IJFE
4
Annals of financial economics
3
Defence and peace economics
3
Economia internazionale
3
Global Research Unit working paper
3
Journal of economics and finance
3
Working Papers in Economics
3
Economics : the open-access, open-assessment e-journal
2
Economics : the open-access, open-assessment journal
2
Economics and Business Letters : EBL
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
2
International review of applied economics
2
The quarterly review of economics and finance
2
Applied economics quarterly
1
Applied financial economics letters
1
Asian African journal of economics and econometrics
1
CREATES research paper
1
Cardiff economics working papers
1
Computational economics
1
Econometric Institute research papers
1
Economics Working Paper
1
Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
Economics working paper
1
Economics, management and financial markets
1
Empirical Economics, Forthcoming
1
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Source
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ECONIS (ZBW)
263
RePEc
11
EconStor
1
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1
Frequency interdependence and portfolio management between gold, oil and sustainability stock markets
Nekhili, Ramzi
;
Ziadat, Salem Adel
;
Mensi, Walid
- In:
International economics : a journal published by CEPII …
176
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014468604
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
Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications
Mensi, Walid
;
Hammoudeh, Shawkat
;
Al-Jarrah, Idries …
- In:
Energy economics
67
(
2017
),
pp. 454-475
Persistent link: https://www.econbiz.de/10011897952
Saved in:
4
Geopolitical risks and oil returns volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576026
Saved in:
5
Energy market uncertainties and gold return volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576041
Saved in:
6
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
7
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
8
Presidential approval ratings and stock market performance in Latin America
Jaichand, Yuvana
;
Van Eyden, Reneé
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505056
Saved in:
9
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
10
Return-volatility nexus in the digital asset class : a dynamic multilayer connectedness analysis
Bouri, Elie
;
Foglia, Matteo
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014583466
Saved in:
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