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~person:"Gupta, Rangan"
~person:"Pesaran, M. Hashem"
~subject:"Capital income"
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Capital income
Theorie
524
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518
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437
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433
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386
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385
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283
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Gupta, Rangan
Pesaran, M. Hashem
Zaremba, Adam
155
Caporale, Guglielmo Maria
143
Campbell, John Y.
110
Bekaert, Geert
109
Bali, Turan G.
103
McMillan, David G.
99
Diebold, Francis X.
94
Harvey, Campbell R.
91
Bollerslev, Tim
81
Stambaugh, Robert F.
79
Zhou, Guofu
79
Timmermann, Allan
77
Titman, Sheridan
74
Cakici, Nusret
73
Guidolin, Massimo
67
Narayan, Paresh Kumar
67
Wohar, Mark E.
66
Zhang, Lu
66
Faff, Robert W.
65
Pierdzioch, Christian
63
Ang, Andrew
61
Goetzmann, William N.
58
Subrahmanyam, Avanidhar
58
McAleer, Michael
57
Plastun, Alex
57
Bouri, Elie
54
Gil-Alaña, Luis A.
54
Ferson, Wayne E.
53
Poterba, James M.
51
Engle, Robert F.
48
Guirguis, Michel
48
Lettau, Martin
46
Bohl, Martin T.
45
Fabozzi, Frank J.
45
Lakonishok, Josef
45
Guo, Hui
44
Jagannathan, Ravi
44
Da, Zhi
41
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Department of Economics working paper series
26
Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
12
Energy economics
7
CESifo working papers
6
International review of economics & finance : IREF
6
Research in international business and finance
6
DAE working paper
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Economic modelling
5
Journal of forecasting
5
The European journal of finance
5
Cambridge working papers in economics
4
International journal of finance & economics : IJFE
4
Journal of multinational financial management
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics
3
CESifo Working Paper Series
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
International review of financial analysis
3
Journal of economics and finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of real estate finance and economics
3
Applied financial economics
2
Defence and peace economics
2
Discussion paper / Department of Economics, University of California San Diego
2
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Economics and Business Letters : EBL
2
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2
Emerging markets, finance and trade : EMFT
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Financial innovation : FIN
2
IZA Discussion Paper
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of financial markets
2
Open economies review
2
The economic journal : the journal of the Royal Economic Society
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Akinsomi, Omokolade, Coskun, Yener, Gupta, Rangan and Lau, Chi Keung Marco. (2016). Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs, Working Paper
1
Applied economics letters
1
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ECONIS (ZBW)
205
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1
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205
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
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:
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
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:
5
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:
6
Testing for alpha in linear factor pricing models with a large number of securities
Pesaran, M. Hashem
;
Yamagata, Takashi
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 407-460
Persistent link: https://www.econbiz.de/10014526327
Saved in:
7
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
8
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Financial innovation : FIN
9
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
Saved in:
9
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:
10
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:
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