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subject:"Volatility"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Gupta, Rangan"
~subject:"Kointegration"
~subject:"Yield curve"
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Volatility
Kointegration
Yield curve
Estimation
6
Schätzung
6
Capital income
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Forecasting model
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Kapitaleinkommen
3
Prognoseverfahren
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realized volatility
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Gupta, Rangan
Gil-Alaña, Luis A.
3
Ma, Feng
3
Caporale, Guglielmo Maria
2
Cheung, Yin-Wong
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1
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1
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International journal of finance & economics : IJFE
Department of Economics working paper series
18
The North American journal of economics and finance : a journal of financial economics studies
7
Research in international business and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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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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International journal of forecasting
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ECONIS (ZBW)
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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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