//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Demirer, Rıza"
~subject:"Share price"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A variance decomposition for s...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Share price
Börsenkurs
28
Aktienmarkt
22
Stock market
22
Volatility
21
Volatilität
21
Capital income
20
Kapitaleinkommen
20
Forecasting model
13
Prognoseverfahren
13
Risiko
13
Risk
13
Theorie
12
Theory
12
Estimation
11
Schätzung
11
Risikoprämie
7
Risk premium
7
ARCH model
6
ARCH-Modell
6
Oil price
6
Welt
6
World
6
Ölpreis
6
CAPM
5
Anlageverhalten
4
Behavioural finance
4
Causality analysis
4
Financial crisis
4
Finanzkrise
4
Kausalanalyse
4
USA
4
United States
4
Arabische Golf-Staaten
3
Asset pricing
3
Capital market returns
3
Correlation
3
Economic policy
3
Financial market
3
Finanzmarkt
3
more ...
less ...
Online availability
All
Undetermined
24
Free
1
Type of publication
All
Article
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
28
Aufsatz in Zeitschrift
28
Language
All
English
28
Author
All
Demirer, Rıza
Gupta, Rangan
115
Narayan, Paresh Kumar
73
Zaremba, Adam
58
Wohar, Mark E.
55
McMillan, David G.
54
Schiereck, Dirk
51
Madura, Jeff
50
Ryu, Doojin
49
Ma, Feng
47
Tiwari, Aviral Kumar
45
Caporale, Guglielmo Maria
43
Faff, Robert W.
41
Hammoudeh, Shawkat
39
Gil-Alaña, Luis A.
38
Zhang, Wei
36
Chiang, Thomas C.
35
Pierdzioch, Christian
35
Xiong, Xiong
35
Hassan, M. Kabir
33
Blau, Benjamin
32
Kim, Jeong-bon
32
Salisu, Afees A.
32
Apergēs, Nikolaos
31
Bouri, Elie
31
Brooks, Robert
31
Chan, Kam C.
31
Nguyen, Duc Khuong
31
Corbet, Shaen
30
Ngo, Thanh
30
Bohl, Martin T.
29
Jawadi, Fredj
29
Subrahmanyam, Avanidhar
29
Tourani Rad, Alireza
29
Xuan Vinh Vo
29
Wong, Wing Keung
28
Balcilar, Mehmet
27
Plastun, Alex
27
Booth, G. Geoffrey
26
Cakici, Nusret
26
more ...
less ...
Published in...
All
Energy economics
5
Economics letters
2
Journal of forecasting
2
Structural change and economic dynamics : SC+ED
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Central Bank review / The Central Bank of the Republic of Turkey
1
Defence and peace economics
1
Economia politica : journal of analytical and institutional economics
1
Economic systems
1
Finance research letters
1
Global finance journal
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of economics and finance
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Pacific-Basin finance journal
1
Quantitative finance
1
Research in international business and finance
1
Review of financial economics : RFE
1
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Time-varying rare disaster risks, oil returns and volatility
Demirer, Rıza
;
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, …
- In:
Energy economics
75
(
2018
),
pp. 239-248
Persistent link: https://www.econbiz.de/10011974013
Saved in:
2
On the predictability of stock market bubbles : evidence from LPPLS confidence multi-scale indicators
Demirer, Rıza
;
Demos, Guilherme
;
Gupta, Rangan
; …
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 843-858
Persistent link: https://www.econbiz.de/10012194719
Saved in:
3
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Saved in:
4
The conditional relation between dispersion and return
Demirer, Rıza
;
Jategaonkar, Shrikant P.
- In:
Review of financial economics : RFE
22
(
2013
)
3
,
pp. 125-134
Persistent link: https://www.econbiz.de/10010221362
Saved in:
5
Risk and return in the Chinese stock market : does equity return dispersion proxy risk?
Chen, Chun-Da
;
Demirer, Rıza
;
Jategaonkar, Shrikant P.
- In:
Pacific-Basin finance journal
33
(
2015
),
pp. 23-37
Persistent link: https://www.econbiz.de/10011474042
Saved in:
6
Presidential cycles and time-varying bond-stock market correlations : evidence from more than two centuries of data
Demirer, Rıza
;
Gupta, Rangan
- In:
Economics letters
167
(
2018
),
pp. 36-39
Persistent link: https://www.econbiz.de/10012015767
Saved in:
7
Geopolitical risks and stock market dynamics of the BRICS
Balcilar, Mehmet
;
Bonato, Matteo
;
Demirer, Rıza
; …
- In:
Economic systems
42
(
2018
)
2
,
pp. 295-306
Persistent link: https://www.econbiz.de/10012125607
Saved in:
8
Oil returns and volatility : the role of mergers and acquisitions
Bos, Martijn
;
Demirer, Rıza
;
Gupta, Rangan
;
Tiwari, …
- In:
Energy economics
71
(
2018
),
pp. 62-69
Persistent link: https://www.econbiz.de/10011942945
Saved in:
9
Differences of opinion and stock market volatility : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, …
- In:
Journal of economics and finance
42
(
2018
)
2
,
pp. 339-351
Persistent link: https://www.econbiz.de/10012031009
Saved in:
10
On the volatility transmission between oil and stock markets : a comparison of emerging importers and exporters
Bouri, Elie
;
Demirer, Rıza
- In:
Economia politica : journal of analytical and …
33
(
2016
)
1
,
pp. 63-82
Persistent link: https://www.econbiz.de/10011637703
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->