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~person:"Gupta, Rangan"
~person:"Siklos, Pierre L."
~subject:"Aktienmarkt"
~type_genre:"Article in journal"
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Aktienmarkt
Estimation
98
Schätzung
98
Forecasting model
95
Prognoseverfahren
95
USA
89
United States
89
Volatility
84
Volatilität
84
Capital income
61
Kapitaleinkommen
61
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59
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59
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53
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45
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44
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44
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42
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41
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41
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40
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36
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Kausalanalyse
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33
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33
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28
Kointegration
28
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26
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41
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41
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Gupta, Rangan
Siklos, Pierre L.
Tiwari, Aviral Kumar
29
Hammoudeh, Shawkat
19
Wohar, Mark E.
19
Ma, Feng
17
McMillan, David G.
17
Caporale, Guglielmo Maria
16
Gil-Alaña, Luis A.
15
Jawadi, Fredj
15
Mensi, Walid
15
Balcilar, Mehmet
14
Demirer, Rıza
14
Hassan, M. Kabir
14
Xuan Vinh Vo
14
Yoon, Seong-min
14
Bouri, Elie
13
Brooks, Robert
12
Dai, Zhifeng
12
Grobys, Klaus
12
Kamaiah, Bandi
12
Kang, Sang Hoon
12
Lucey, Brian M.
12
Nguyen, Duc Khuong
12
Ryu, Doojin
12
Wen, Fenghua
12
Zhang, Bing
12
Balli, Faruk
11
Guesmi, Khaled
11
Metghalchi, Massoud
11
Salisu, Afees A.
11
Zaremba, Adam
11
Lee, Chien-chiang
10
Pierdzioch, Christian
10
Sehgal, Sanjay
10
Ur Rehman, Mobeen
10
Wong, Wing Keung
10
Ahmed, Walid M. A.
9
Apergēs, Nikolaos
9
Chang, Tsangyao
9
Jawadi, Nabila
9
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The North American journal of economics and finance : a journal of financial economics studies
10
International review of economics & finance : IREF
6
Applied economics
3
International journal of finance & economics : IJFE
3
Journal of economics and finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied financial economics
2
Economics letters
2
Energy economics
2
Applied economics letters
1
Applied economics quarterly
1
Defence and peace economics
1
Economia internazionale
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Research in international business and finance
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ECONIS (ZBW)
41
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41
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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
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:
5
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:
6
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:
7
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:
8
Armageddon and the stock market : US, Canadian and Mexican market responses to the 1962 Cuban Missile Crisis
Burdekin, Richard C. K.
;
Siklos, Pierre L.
- In:
The quarterly review of economics and finance : journal …
84
(
2022
),
pp. 112-127
Persistent link: https://www.econbiz.de/10013334730
Saved in:
9
Contagion between real estate and financial markets : a Bayesian quantile-on-quantile approach
Caporin, Massimiliano
;
Gupta, Rangan
;
Ravazzolo, Francesco
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012667335
Saved in:
10
Evolution of price effects after one-day abnormal returns in the US stock market
Plastun, Alex
;
Sibande, Xolani
;
Gupta, Rangan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012822169
Saved in:
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