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subject:"Großbritannien"
type:"article"
~person:"Gupta, Rangan"
~person:"Hamori, Shigeyuki"
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Großbritannien
Estimation
209
Schätzung
209
Volatility
69
Volatilität
69
Börsenkurs
62
Forecasting model
62
Prognoseverfahren
62
Share price
62
USA
59
United States
59
Capital income
58
Kapitaleinkommen
58
Aktienmarkt
45
Stock market
45
Welt
37
World
37
Risiko
36
Risk
36
Time series analysis
35
Zeitreihenanalyse
35
VAR model
29
VAR-Modell
29
ARCH model
26
ARCH-Modell
26
Theorie
24
Theory
24
Cointegration
23
Kointegration
23
Causality analysis
22
Inflation
22
Kausalanalyse
22
Schock
22
Shock
22
Geldpolitik
20
Immobilienpreis
20
Monetary policy
20
Real estate price
20
United Kingdom
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South Africa
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English
20
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Gupta, Rangan
Hamori, Shigeyuki
Gil-Alaña, Luis A.
22
Blundell, Richard W.
14
Caporale, Guglielmo Maria
14
Jenkins, Stephen
11
Machin, Stephen
10
Brown, Sarah
9
Moosa, Imad A.
9
Dustmann, Christian
8
Francesconi, Marco
8
Mills, Terence C.
8
Preston, Ian
8
Turner, Paul
8
Wohar, Mark E.
8
Bekaert, Geert
7
Girma, Sourafel
7
Hall, Stephen G.
7
Mizen, Paul
7
Shields, Michael
7
Symeonidis, George
7
Wheatley Price, Stephen
7
Wright, Peter
7
Booth, Alison L.
6
Brooks, Chris
6
Clare, Andrew D.
6
Driffield, Nigel L.
6
Ermisch, John
6
Green, Francis
6
Görg, Holger
6
Hart, Robert A.
6
Meghir, Costas
6
Paton, David
6
Peel, David
6
Sloane, Peter J.
6
Stoneman, Paul
6
Taylor, Karl
6
Addison, John T.
5
Belfield, Clive R.
5
Bryson, Alex
5
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Applied economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of finance & economics : IJFE
2
Applied economics letters
1
Business fluctuations and cycles
1
Economic modelling
1
Economics and Business Letters : EBL
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Global stock exchanges : stability, interrelationships, and roles
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of financial research
1
Journal of macroeconomics
1
Journal of multinational financial management
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Progress in economics research
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
20
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1
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:
2
The predictive power of the term spread on inequality in the United Kingdom : an empirical analysis
Balcilar, Mehmet
;
Berisha, Edmond
;
Çepni, Oğuzhan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1979-1988
Persistent link: https://www.econbiz.de/10013184598
Saved in:
3
The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom : evidence from over 150 years of data
Gupta, Rangan
;
Wohar, Mark E.
- In:
Economics and Business Letters : EBL
8
(
2019
)
3
,
pp. 138-146
Persistent link: https://www.econbiz.de/10012156567
Saved in:
4
Unemployment fluctuations and currency returns in the United Kingdom : Evidence from over one and a half century of data
Bathia, Deven
;
Demirer, Rıza
;
Gupta, Rangan
;
Kotzé, Kevin
- In:
Journal of multinational financial management
61
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012887858
Saved in:
5
Time-varying influence of household debt on inequality in United Kingdom
Berisha, Edmond
;
Gabauer, David
;
Gupta, Rangan
;
Lau, …
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
4
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10012622453
Saved in:
6
Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum
Antonakakis, Nikolaos
;
Christou, Christina
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
167
(
2021
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013269231
Saved in:
7
Does real U.K. GDP have a unit root? : evidence from a multi-century perspective
Canarella, Giorgio
;
Gupta, Rangan
;
Miller, Stephen M.
; …
- In:
Applied economics
52
(
2020
)
10
,
pp. 1070-1087
Persistent link: https://www.econbiz.de/10012197516
Saved in:
8
Is the response of the bank of England to exchange rate movements frequency-dependent?
Caraiani, Petre
;
Gupta, Rangan
- In:
Journal of macroeconomics
63
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012243170
Saved in:
9
Time-varying role of macroeconomic shocks on house prices in the US and UK : evidence from over 150 years of data
Plakandaras, Vasilios
;
Gupta, Rangan
;
Katrakilides, K.
; …
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2249-2285
Persistent link: https://www.econbiz.de/10012254637
Saved in:
10
Time-varying impact of uncertainty shocks on the US housing market
Christou, Christina
;
Gupta, Rangan
;
Nyakabawo, Wendy
- In:
Economics letters
180
(
2019
),
pp. 15-20
Persistent link: https://www.econbiz.de/10012121736
Saved in:
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