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~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Devaney, Michael"
~person:"Gertler, Mark"
~person:"Gupta, Rangan"
~subject:"Forecasting model"
~subject:"Kapitaleinkommen"
~subject:"Konjunktur"
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Devaney, Michael
Gertler, Mark
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Jensen, Gerald R.
3
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Hammoudeh, Shawkat
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Department of Economics working paper series
13
Applied economics
8
The North American journal of economics and finance : a journal of financial economics studies
8
The journal of real estate finance and economics
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Working paper / National Bureau of Economic Research, Inc.
5
Working papers / University of Connecticut, Department of Economics
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Economics letters
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
3
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2
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Economic research reports
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Economics and Business Letters : EBL
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of finance & economics : IJFE
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Journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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1
Time varying risk premia for real estate investment trusts : a GARCH-M model
Devaney, Michael
- In:
The quarterly review of economics and finance : journal …
41
(
2001
)
3
,
pp. 335-346
Persistent link: https://www.econbiz.de/10001602991
Saved in:
2
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:
3
Dynamic impact of the US monetary policy on oil market returns and volatility
Marfatia, Hardik A.
;
Gupta, Rangan
;
Cakan, Esin
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 159-169
Persistent link: https://www.econbiz.de/10012655291
Saved in:
4
Out-of-sample predictability of gold market volatility : the role of US Nonfarm Payroll
Salisu, Afees A.
;
Bouri, Elie
;
Gupta, Rangan
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 482-488
Persistent link: https://www.econbiz.de/10014249177
Saved in:
5
Uncertainty and daily predictability of housing returns and volatility of the United States : evidence from a higher-order nonparametric causality-in-quantiles test
Bouri, Elie
;
Gupta, Rangan
;
Kyei, Clement Kweku
; …
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 200-206
Persistent link: https://www.econbiz.de/10013258467
Saved in:
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