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~person:"Demirer, Rıza"
~person:"Gupta, Rangan"
~person:"Spagnolo, Nicola"
~subject:"Aktienmarkt"
~subject:"Kapitaleinkommen"
~subject:"long memory"
~type_genre:"Aufsatz in Zeitschrift"
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Aktienmarkt
Kapitaleinkommen
long memory
Estimation
101
Schätzung
101
Volatility
99
Volatilität
99
Forecasting model
95
Prognoseverfahren
95
USA
86
United States
86
Capital income
68
Börsenkurs
65
Share price
65
Risiko
58
Risk
58
Time series analysis
53
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53
Stock market
52
Oil price
49
Ölpreis
49
Theorie
47
Theory
47
South Africa
45
Südafrika
45
Welt
45
World
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42
VAR-Modell
42
Causality analysis
39
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39
Immobilienpreis
33
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33
ARCH model
32
ARCH-Modell
32
Monetary policy
28
Cointegration
27
Economic growth
27
Geldpolitik
27
Inflation
27
Kointegration
27
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77
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4
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Article
98
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Aufsatz in Zeitschrift
Article in journal
98
Working Paper
70
Arbeitspapier
69
Graue Literatur
67
Non-commercial literature
67
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English
98
Author
All
Demirer, Rıza
Gupta, Rangan
Spagnolo, Nicola
Wohar, Mark E.
41
Tiwari, Aviral Kumar
40
Gil-Alaña, Luis A.
37
McMillan, David G.
35
Caporale, Guglielmo Maria
32
Hammoudeh, Shawkat
28
Zaremba, Adam
28
Bouri, Elie
24
Ma, Feng
24
Balcilar, Mehmet
23
Hassan, M. Kabir
21
Xuan Vinh Vo
21
Brooks, Robert
20
Faff, Robert W.
19
Pierdzioch, Christian
19
Lucey, Brian M.
18
Mensi, Walid
18
Ryu, Doojin
18
Jawadi, Fredj
17
Kang, Sang Hoon
17
Salisu, Afees A.
17
Yoon, Seong-min
17
Dai, Zhifeng
16
Narayan, Paresh Kumar
16
Nguyen, Duc Khuong
16
Zhu, Huiming
16
Balli, Faruk
15
Kamaiah, Bandi
15
Lee, Chien-chiang
15
Li, Bin
15
Ur Rehman, Mobeen
15
Wen, Fenghua
15
Wong, Wing Keung
15
Auer, Benjamin R.
14
Grobys, Klaus
14
Sehgal, Sanjay
14
Wang, Yudong
14
Wu, Chunchi
14
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The North American journal of economics and finance : a journal of financial economics studies
17
Energy economics
13
International review of economics & finance : IREF
9
Applied economics
6
International journal of finance & economics : IJFE
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Journal of economics and finance
5
Applied financial economics
4
Economics letters
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
The journal of real estate finance and economics
3
Applied economics letters
2
Defence and peace economics
2
Economics and Business Letters : EBL
2
Review of international economics
2
Economia internazionale
1
Economia politica : journal of analytical and institutional economics
1
Empirica : journal of european economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International journal of monetary economics and finance
1
Journal of applied economics
1
Journal of economics and finance : JEF
1
Research in international business and finance
1
Review of economics
1
Review of financial economics : RFE
1
Studies in economics and finance
1
The quarterly review of economics and finance
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ECONIS (ZBW)
98
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1
-
10
of
98
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date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Do emerging stock markets offer an illiquidity premium for local or global investors?
Butt, Hilal Anwar
;
Demirer, Rıza
;
Sadaqat, Mohsin
; …
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 502-515
Persistent link: https://www.econbiz.de/10014249181
Saved in:
8
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:
9
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
10
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
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