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~person:"Gupta, Rangan"
~person:"Hassler, Uwe"
~person:"Zhu, Jie"
~subject:"Share price"
~subject:"Stock market"
~subject:"long memory"
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Share price
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long memory
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Gupta, Rangan
Hassler, Uwe
Zhu, Jie
Caporale, Guglielmo Maria
96
Gil-Alaña, Luis A.
65
Allen, David E.
45
Tiwari, Aviral Kumar
45
Pierdzioch, Christian
43
Lux, Thomas
39
Narayan, Paresh Kumar
38
Timmermann, Allan
37
Wohar, Mark E.
37
Nielsen, Morten Ørregaard
36
Stulz, René M.
36
Bohl, Martin T.
34
McAleer, Michael
34
McMillan, David G.
33
Balcilar, Mehmet
31
Miller, Stephen M.
31
Plastun, Alex
28
Ryu, Doojin
28
Bouri, Elie
27
Bollerslev, Tim
26
Demirer, Rıza
26
Guo, Hui
25
Hassan, M. Kabir
25
Jawadi, Fredj
24
Spagnolo, Nicola
24
Apergēs, Nikolaos
23
Brooks, Robert
23
Ma, Feng
23
Dow, James
22
Kamaiah, Bandi
22
Madura, Jeff
22
Salisu, Afees A.
22
Siklos, Pierre L.
22
Wong, Wing Keung
22
Zaremba, Adam
22
Bekaert, Geert
21
Grobys, Klaus
21
Groenewold, Nicolaas
21
Hammoudeh, Shawkat
21
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40
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13
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7
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6
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ECONIS (ZBW)
125
RePEc
12
EconStor
4
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1
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141
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1
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48
economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
2
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
3
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:
4
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:
5
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
6
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
7
Predicting the conditional distribution of US stock market systemic stress : the role of climate risks
Caporin, Massimiliano
;
Caraiani, Petre
;
Cepni, Oguzhan
; …
-
2024
Persistent link: https://www.econbiz.de/10014496364
Saved in:
8
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
9
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
10
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:
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