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~person:"Goetzmann, William N."
~person:"Gupta, Rangan"
~person:"Wohar, Mark E."
~subject:"Capital income"
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Search: ("Crisis management" OR "Financial crisis" OR "Financial markets" OR "Fiscal stimulus" OR "Neoliberalism" OR "Regulation" OR "Regulatory policies" OR "USA") AND NOT isPartOf:Intereconomics
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107
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Goetzmann, William N.
Gupta, Rangan
Wohar, Mark E.
Diebold, Francis X.
41
Caporale, Guglielmo Maria
38
Campbell, John Y.
37
Bekaert, Geert
27
Guidolin, Massimo
26
Harvey, Campbell R.
26
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26
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Guo, Hui
23
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23
Ang, Andrew
21
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Bali, Turan G.
20
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20
Lakonishok, Josef
20
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19
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Pesaran, M. Hashem
19
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Bollerslev, Tim
17
Lettau, Martin
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Pierdzioch, Christian
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Pástor, Ľuboš
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Zhou, Guofu
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Gil-Alaña, Luis A.
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Lamont, Owen A.
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Miller, Stephen M.
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Moskowitz, Tobias J.
16
Siklos, Pierre L.
16
Chordia, Tarun
15
Fama, Eugene F.
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Guirguis, Michel
15
Kutan, Ali Mustafa
15
Lo, Andrew W.
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Narayan, Paresh Kumar
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ECONIS (ZBW)
89
Showing
41
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89
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41
Do oil-price shocks predict the realized variance of U.S. REITs?
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
- In:
Energy economics
104
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013364407
Saved in:
42
Uncertainty and Crude Oil Returns
Aloui, Riadh
-
2016
periods of time. That is, we find a positive dependence prior to and into the
financial
crisis
and Great Recession …
Persistent link: https://www.econbiz.de/10013004425
Saved in:
43
Return connectedness across asset classes around the COVID-19 outbreak
Bouri, Elie
;
Cepni, Oguzhan
;
Gabauer, David
;
Gupta, Rangan
- In:
International review of financial analysis
73
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012803742
Saved in:
44
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
45
Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
Saved in:
46
Oil price uncertainty and movements in the US government bond risk premia
Balcilar, Mehmet
;
Gupta, Rangan
;
Wang, Shixuan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012654789
Saved in:
47
Price gap anomaly in the US stock market : the whole story
Plastun, Alex
;
Sibande, Xolani
;
Gupta, Rangan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012654967
Saved in:
48
The Equity Risk Premium : Essays and Explorations
Goetzmann, William N.
-
2006
, March 2001, The Journal of
Financial
Markets
. 4. The United States Market Wealth Portfolio, Roger G …
Persistent link: https://www.econbiz.de/10012675846
Saved in:
49
The role of an aligned investor sentiment index in predicting bond risk premia of the U.S
Çepni, Oğuzhan
;
Güney, Ethem
;
Gupta, Rangan
;
Wohar, …
- In:
Journal of financial markets
51
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013536291
Saved in:
50
Forecasting the volatility of the Dow Jones Islamic Stock Market Index : long memory vs. regime switching
Nasr, Adnen Ben
;
Lux, Thomas
;
Ajmi, Ahdi Noomen
;
Gupta, …
-
2014
The
financial
crisis
has fueled interest in alternatives to traditional asset classes that might be less a ected by …
Persistent link: https://www.econbiz.de/10010406941
Saved in:
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