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~person:"Gupta, Rangan"
~person:"Spagnolo, Nicola"
~subject:"Aktienmarkt"
~subject:"Kapitaleinkommen"
~subject:"long memory"
~type_genre:"Aufsatz in Zeitschrift"
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Aktienmarkt
Kapitaleinkommen
long memory
Estimation
97
Schätzung
97
Forecasting model
93
Prognoseverfahren
93
Volatility
91
Volatilität
91
USA
81
United States
81
Börsenkurs
59
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59
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58
Time series analysis
53
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53
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50
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47
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45
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43
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41
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33
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27
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27
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27
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27
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27
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27
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26
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26
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Article
86
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Aufsatz in Zeitschrift
Article in journal
86
Working Paper
67
Arbeitspapier
66
Graue Literatur
64
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64
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English
86
Author
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Gupta, Rangan
Spagnolo, Nicola
Wohar, Mark E.
41
Tiwari, Aviral Kumar
39
Gil-Alaña, Luis A.
37
McMillan, David G.
35
Caporale, Guglielmo Maria
31
Zaremba, Adam
28
Hammoudeh, Shawkat
27
Balcilar, Mehmet
23
Demirer, Rıza
23
Ma, Feng
23
Bouri, Elie
22
Hassan, M. Kabir
21
Brooks, Robert
20
Xuan Vinh Vo
20
Faff, Robert W.
19
Pierdzioch, Christian
19
Lucey, Brian M.
18
Jawadi, Fredj
17
Ryu, Doojin
17
Dai, Zhifeng
16
Mensi, Walid
16
Narayan, Paresh Kumar
16
Nguyen, Duc Khuong
16
Salisu, Afees A.
16
Yoon, Seong-min
16
Zhu, Huiming
16
Kamaiah, Bandi
15
Kang, Sang Hoon
15
Li, Bin
15
Ur Rehman, Mobeen
15
Wen, Fenghua
15
Wong, Wing Keung
15
Auer, Benjamin R.
14
Grobys, Klaus
14
Lee, Chien-chiang
14
Sehgal, Sanjay
14
Wang, Yudong
14
Wu, Chunchi
14
Balli, Faruk
13
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The North American journal of economics and finance : a journal of financial economics studies
17
Energy economics
9
International review of economics & finance : IREF
8
Applied economics
6
International journal of finance & economics : IJFE
6
Journal of economics and finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Applied financial economics
3
Economics letters
3
The journal of real estate finance and economics
3
Applied economics letters
2
Defence and peace economics
2
Economics and Business Letters : EBL
2
Review of international economics
2
Economia internazionale
1
Empirica : journal of european economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International journal of monetary economics and finance
1
Journal of applied economics
1
Research in international business and finance
1
Review of economics
1
Studies in economics and finance
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ECONIS (ZBW)
86
Showing
1
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10
of
86
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date (oldest first)
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
Nonlinear contagion between stock and real estate markets : international evidence from a local Gaussian correlation approach
Bouri, Elie
;
Gupta, Rangan
;
Wang, Shixuan
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2089-2109
Persistent link: https://www.econbiz.de/10013184682
Saved in:
3
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
4
Time-varying causality between bond and oil markets of the United States : evidence from over one and half centuries of data
Coronado, Semei
;
Gupta, Rangan
;
Nazlıoğlu, Şaban
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2239-2247
Persistent link: https://www.econbiz.de/10014327517
Saved in:
5
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:
6
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:
7
Price effects after one-day abnormal returns in developed and emerging markets : ESG versus traditional indices
Plastun, Alex
;
Bouri, Elie
;
Gupta, Rangan
;
Ji, Qiang
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013413403
Saved in:
8
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
9
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:
10
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:
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