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~person:"Gupta, Rangan"
~person:"Spagnolo, Nicola"
~subject:"Aktienmarkt"
~subject:"Kapitaleinkommen"
~subject:"long memory"
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Aktienmarkt
Kapitaleinkommen
long memory
Volatility
166
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163
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Gupta, Rangan
Spagnolo, Nicola
Caporale, Guglielmo Maria
93
Gil-Alaña, Luis A.
61
Wohar, Mark E.
46
Pierdzioch, Christian
43
Tiwari, Aviral Kumar
41
Zaremba, Adam
39
McMillan, David G.
36
Balcilar, Mehmet
34
Timmermann, Allan
34
Nielsen, Morten Ørregaard
33
McAleer, Michael
31
Bollerslev, Tim
30
Bouri, Elie
30
Hammoudeh, Shawkat
29
Lux, Thomas
29
Miller, Stephen M.
29
Bohl, Martin T.
28
Plastun, Alex
28
Demirer, Rıza
26
Bekaert, Geert
25
Diebold, Francis X.
25
Allen, David E.
24
Ma, Feng
24
Narayan, Paresh Kumar
23
Salisu, Afees A.
23
Drew, Michael E.
22
Faff, Robert W.
22
Hou, Kewei
22
Lucey, Brian M.
22
Stulz, René M.
22
Baum, Christopher F.
21
Brooks, Robert
21
Grobys, Klaus
21
Hassan, M. Kabir
21
Kamaiah, Bandi
21
Worthington, Andrew Charles
21
Guo, Hui
20
Jawadi, Fredj
20
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Department of Economics, Faculty of Economic and Management Sciences
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Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
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Department of Economics working paper series
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The North American journal of economics and finance : a journal of financial economics studies
17
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9
International review of economics & finance : IREF
8
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International journal of finance & economics : IJFE
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
160
RePEc
5
EconStor
1
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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
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:
9
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:
10
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:
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