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~person:"Gupta, Rangan"
~person:"Hassan, M. Kabir"
~subject:"Capital income"
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Capital income
United States
165
Forecasting model
163
Prognoseverfahren
163
USA
163
Estimation
161
Schätzung
161
Volatility
147
Volatilität
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Gupta, Rangan
Hassan, M. Kabir
Caporale, Guglielmo Maria
48
Zaremba, Adam
36
Timmermann, Allan
33
Wohar, Mark E.
33
McMillan, David G.
29
Pierdzioch, Christian
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Bollerslev, Tim
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Gil-Alaña, Luis A.
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Bouri, Elie
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Diebold, Francis X.
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Sousa, Ricardo M.
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Faff, Robert W.
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Hou, Kewei
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Miller, Stephen M.
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Zhang, Lu
18
Zhou, Guofu
18
Balcilar, Mehmet
17
Demirer, Rıza
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Drew, Michael E.
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Grobys, Klaus
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Pesaran, M. Hashem
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Guidolin, Massimo
16
Subrahmanyam, Avanidhar
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Allen, David E.
15
Bekaert, Geert
15
Brooks, Robert
15
Engle, Robert F.
15
Ma, Feng
15
Narayan, Paresh Kumar
15
Titman, Sheridan
15
Afonso, António
14
Bali, Turan G.
14
Harvey, Campbell R.
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Department of Economics working paper series
26
The North American journal of economics and finance : a journal of financial economics studies
12
Energy economics
7
International review of economics & finance : IREF
6
Journal of economics and finance
6
International journal of finance & economics : IJFE
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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4
Applied financial economics
4
The journal of real estate finance and economics
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Economics and Business Letters : EBL
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ECONIS (ZBW)
104
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1
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
2
Presidential approval ratings and stock market performance in Latin America
Jaichand, Yuvana
;
Van Eyden, Reneé
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505056
Saved in:
3
Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies?
Babalos, Vassilios
;
Bouri, Elie
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521259
Saved in:
4
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
5
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
6
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
7
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
8
Oil price returns skewness and forecastability of international stock returns over one century of data
Salisu, Afees A.
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443111
Saved in:
9
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
10
Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua
;
Bouri, Elie
;
Gupta, Rangan
;
Fang, Libing
-
2023
Persistent link: https://www.econbiz.de/10013482253
Saved in:
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