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accessRights:"restricted"
person:"Constant, Amelie"
~person:"Gupta, Rangan"
~person:"Shahbaz, Muhammad"
~subject:"Causality analysis"
~subject:"Share price"
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Causality analysis
Share price
Estimation
190
Schätzung
190
Forecasting model
61
Prognoseverfahren
61
Volatility
58
Volatilität
58
Capital income
56
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42
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Constant, Amelie
Gupta, Rangan
Shahbaz, Muhammad
Zaremba, Adam
24
Balcilar, Mehmet
23
Tiwari, Aviral Kumar
19
Ma, Feng
16
Narayan, Paresh Kumar
15
Wohar, Mark E.
15
Salisu, Afees A.
14
Jawadi, Fredj
13
McMillan, David G.
13
Bouri, Elie
11
Demirer, Rıza
11
Gil-Alaña, Luis A.
11
Pierdzioch, Christian
11
Sehgal, Sanjay
11
Shahzad, Syed Jawad Hussain
11
Zhang, Yaojie
11
Su, Chi-Wei
10
Zhu, Huiming
10
Chiang, Thomas C.
9
Hammoudeh, Shawkat
9
Lettau, Martin
9
Todorov, Viktor
9
Xuan Vinh Vo
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Bekiros, Stelios
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Cakici, Nusret
8
Dai, Zhifeng
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Kelly, Bryan T.
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Li, Bin
8
Li, Jia
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Long, Huaigang
8
Ludvigson, Sydney C.
8
Massa, Massimo
8
Narayan, Seema
8
Pradhan, Rudra Prakash
8
Wang, Yudong
8
Yin, Libo
8
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The North American journal of economics and finance : a journal of financial economics studies
6
Global business review
5
Research in international business and finance
5
Energy economics
4
Applied economics
3
Finance research letters
3
Journal of multinational financial management
3
The European journal of finance
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Department of Economics working paper series
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Emerging markets review
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Empirica : journal of european economics
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International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
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International journal of strategic property management
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Structural change and economic dynamics : SC+ED
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of real estate finance and economics
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Zagreb international review of economics & business
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ECONIS (ZBW)
70
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1
Sentiment regimes and reaction of stock markets to conventional and unconventional monetary policies : evidence from OECD countries
Cepni, Oguzhan
;
Gupta, Rangan
;
Ji, Qiang
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
3
,
pp. 365-381
Persistent link: https://www.econbiz.de/10014330982
Saved in:
2
Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries
Van Eyden, Reneé
;
Gupta, Rangan
;
Nielsen, Joshua
; …
- In:
Journal of behavioral and experimental finance
38
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014456628
Saved in:
3
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:
4
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
5
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
6
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:
7
Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10013166706
Saved in:
8
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
Saved in:
9
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
10
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
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