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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Gupta, Rangan"
~subject:"ARCH model"
~type_genre:"Article in journal"
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Volatility
Yield curve
ARCH model
Estimation
6
Schätzung
6
Capital income
3
Forecasting model
3
Kapitaleinkommen
3
Prognoseverfahren
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Gupta, Rangan
Ma, Feng
3
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2
Salisu, Afees A.
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Subramaniam, Sowmya
2
Umar, Zaghum
2
Wei, Yu
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1
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International journal of finance & economics : IJFE
The North American journal of economics and finance : a journal of financial economics studies
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Finance research letters
3
Journal of multinational financial management
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International economics and economic policy : IEEP
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International journal of forecasting
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Journal of behavioral and experimental finance
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Journal of emerging market finance
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Journal of international commerce, economics and policy
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Journal of risk
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Journal of the Operational Research Society
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Macroeconomic dynamics
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Open economies review
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Structural change and economic dynamics : SC+ED
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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The quarterly review of economics and finance
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ECONIS (ZBW)
5
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1
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
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
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:
4
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:
5
On the transmission mechanism of Asia-Pacific yield curve characteristics
Gabauer, David
;
Subramaniam, Sowmya
;
Gupta, Rangan
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 473-488
Persistent link: https://www.econbiz.de/10012814607
Saved in:
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