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~person:"Aghion, Philippe"
~person:"Gupta, Rangan"
~subject:"Capital income"
~type_genre:"Article in journal"
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Capital income
Estimation
186
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186
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170
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138
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120
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Aghion, Philippe
Gupta, Rangan
Zaremba, Adam
62
Wohar, Mark E.
43
McMillan, David G.
35
Bali, Turan G.
28
Ma, Feng
27
Pierdzioch, Christian
27
Wang, Yudong
27
Cakici, Nusret
25
Tiwari, Aviral Kumar
25
Timmermann, Allan
24
Bollerslev, Tim
23
Bouri, Elie
23
Zhang, Yaojie
23
Chiang, Thomas C.
22
Narayan, Paresh Kumar
22
Gil-Alaña, Luis A.
21
Brooks, Robert
19
Lee, Bong-soo
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Titman, Sheridan
19
Todorov, Viktor
19
Zhou, Guofu
19
Kolari, James W.
18
Kumar, Dilip
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Balcilar, Mehmet
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Sehgal, Sanjay
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Caporale, Guglielmo Maria
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Demirer, Rıza
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Fama, Eugene F.
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Guidolin, Massimo
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Harvey, Campbell R.
16
Xuan Vinh Vo
16
Auer, Benjamin R.
15
Ferson, Wayne E.
15
Fletcher, Jonathan
15
Guo, Hui
15
Kim, Dongcheol
15
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Finance research letters
10
The North American journal of economics and finance : a journal of financial economics studies
10
International journal of finance & economics : IJFE
4
Research in international business and finance
4
The European journal of finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International review of economics & finance : IREF
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ECONIS (ZBW)
85
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1
Incorporating economic policy uncertainty in US equity premium models : a nonlinear predictability analysis
Bekiros, Stelios
;
Gupta, Rangan
;
Majumdar, Anandamayee
- In:
Finance research letters
18
(
2016
),
pp. 291-296
Persistent link: https://www.econbiz.de/10011657223
Saved in:
2
Time-varying effects of housing and stock returns on U.S. consumption
Simo-Kengne, Beatrice D.
;
Miller, Stephen M.
;
Gupta, Rangan
- In:
The journal of real estate finance and economics
50
(
2015
)
3
,
pp. 339-354
Persistent link: https://www.econbiz.de/10011474541
Saved in:
3
High-frequency predictability of housing market movements of the United States : the role of economic sentiment
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Kyei, …
- In:
The journal of behavioral finance : a publication of …
22
(
2021
)
4
,
pp. 490-498
Persistent link: https://www.econbiz.de/10012649950
Saved in:
4
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:
5
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
6
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
7
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:
8
Time-varying impact of monetary policy shocks on US stock returns : the role of investor sentiment
Cepni, Oguzhan
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013188349
Saved in:
9
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:
10
Testing the white noise hypothesis in high-frequency housing returns of the United States
Tiwari, Aviral Kumar
;
Gupta, Rangan
;
Cuñado …
- In:
Economics and Business Letters : EBL
9
(
2020
)
3
,
pp. 178-188
Persistent link: https://www.econbiz.de/10012420487
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