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type_genre:"Advisory report"
~person:"Gupta, Rangan"
~type_genre:"Article in journal"
~type_genre:"Forschungsbericht"
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Estimation
173
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173
Volatility
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73
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73
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69
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Gupta, Rangan
Bahmani-Oskooee, Mohsen
174
Gil-Alaña, Luis A.
155
Caporale, Guglielmo Maria
125
Apergēs, Nikolaos
111
Tiwari, Aviral Kumar
111
Chang, Tsangyao
110
Wohar, Mark E.
108
Belke, Ansgar
101
Lee, Chien-chiang
90
Aizenman, Joshua
88
Narayan, Paresh Kumar
86
Kutan, Ali Mustafa
85
Hammoudeh, Shawkat
80
Xuan Vinh Vo
80
Eichengreen, Barry
78
Hassan, M. Kabir
76
Zaremba, Adam
73
Pierdzioch, Christian
71
Moosa, Imad A.
69
Shahbaz, Muhammad
68
Su, Chi-Wei
67
McAleer, Michael
65
McMillan, David G.
65
Brooks, Robert
64
Balcilar, Mehmet
61
Hamori, Shigeyuki
61
Jawadi, Fredj
61
Serletis, Apostolos
61
MacDonald, Ronald
58
Bouri, Elie
57
Wagner, Joachim
57
Kumbhakar, Subal
56
Nguyen, Duc Khuong
55
Faff, Robert W.
54
Haan, Jakob de
54
Herwartz, Helmut
54
Hsing, Yu
54
Tsionas, Efthymios G.
51
Egger, Peter
50
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The North American journal of economics and finance : a journal of financial economics studies
17
Finance research letters
13
International review of economics & finance : IREF
12
Research in international business and finance
10
Applied economics
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Applied economics letters
8
International journal of finance & economics : IJFE
8
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6
Economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Emerging markets, finance and trade : EMFT
4
Energy economics
4
Structural change and economic dynamics : SC+ED
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Defence and peace economics
3
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3
Economics and Business Letters : EBL
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
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3
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3
Journal of macroeconomics
3
Journal of multinational financial management
3
The European journal of finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
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2
Annals of financial economics
2
Economics, management and financial markets
2
Emerging markets review
2
Empirica : journal of european economics
2
Eurasian economic review : a journal in applied macroeconomics and finance
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of applied economics
2
Journal of behavioral and experimental finance
2
Journal of economic studies
2
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2
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ECONIS (ZBW)
220
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1
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
Saved in:
2
Does economic policy uncertainty predict exchange rate returns and volatility? : evidence from a nonparametric causality-in-quantiles test
Balcilar, Mehmet
;
Gupta, Rangan
;
Kyei, Clement
;
Wohar, …
- In:
Open economies review
27
(
2016
)
2
,
pp. 229-250
Persistent link: https://www.econbiz.de/10011591762
Saved in:
3
The efficiency of the art market : evidence from variance ratio tests, linear and nonlinear fractional integration approaches
Aye, Goodness C.
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 283-294
Persistent link: https://www.econbiz.de/10011754449
Saved in:
4
Do terror attacks affect the dollar-pound exchange rate? : a nonparametric causality-in-quantiles analysis
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 44-56
Persistent link: https://www.econbiz.de/10011878932
Saved in:
5
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
6
Does country risks predict stock returns and volatility? : evidence from a nonparametric approach
Suleman, Tahir
;
Gupta, Rangan
;
Balcilar, Mehmet
- In:
Research in international business and finance
42
(
2017
),
pp. 1173-1195
Persistent link: https://www.econbiz.de/10011760918
Saved in:
7
Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
Saved in:
8
Geopolitical risks, returns, and volatility in emerging stock markets : evidence from a panel GARCH model
Bouras, Christos
;
Christou, Christina
;
Gupta, Rangan
; …
- In:
Emerging markets, finance and trade : EMFT
55
(
2019
)
8
,
pp. 1841-1856
Persistent link: https://www.econbiz.de/10012210912
Saved in:
9
Historical volatility of advanced equity markets : the role of local and global crises
Goswami, Samrat
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Finance research letters
34
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012436967
Saved in:
10
A note on financial vulnerability and volatility in emerging stock markets : evidence from GARCH-MIDAS models
Demirer, Rıza
;
Gupta, Rangan
;
Li, He
;
You, Yu
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 37-42
Persistent link: https://www.econbiz.de/10013552965
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