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~subject:"Capital income"
~person:"Demirer, Rıza"
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Capital income
Volatility
43
Volatilität
43
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24
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22
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22
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16
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Demirer, Rıza
Gupta, Rangan
90
Bollerslev, Tim
70
McAleer, Michael
52
Caporale, Guglielmo Maria
51
Diebold, Francis X.
47
Bekaert, Geert
41
Bouri, Elie
35
Andersen, Torben
33
Ma, Feng
28
Pierdzioch, Christian
26
Spagnolo, Nicola
26
Todorov, Viktor
26
McMillan, David G.
25
Chang, Chia-Lin
24
Lux, Thomas
24
Yılmaz, Kamil
22
Bali, Turan G.
21
Chiang, Thomas C.
21
Gil-Alaña, Luis A.
21
Wang, Yudong
21
Engle, Robert F.
20
Kumar, Dilip
20
Asai, Manabu
19
Christoffersen, Peter F.
19
Campbell, John Y.
18
Wohar, Mark E.
18
Zaremba, Adam
18
Andersen, Torben G.
17
Caporin, Massimiliano
17
Kočenda, Evžen
17
Meddahi, Nour
17
Aït-Sahalia, Yacine
16
Balcilar, Mehmet
16
Harvey, Campbell R.
16
Jiang, George J.
16
Prokopczuk, Marcel
16
Tauchen, George Eugene
16
Baruník, Jozef
15
Bohl, Martin T.
15
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Energy economics
4
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1
Economic systems
1
Economics letters
1
Journal of economic behavior & organization : JEBO
1
Journal of economics and finance
1
Journal of economics and finance : JEF
1
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1
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1
Pacific-Basin finance journal
1
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The North American journal of economics and finance : a journal of financial economics studies
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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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1
Do industries predict stock market
volatility
? : evidence from machine learning models
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494704
Saved in:
2
Cross-sectional return dispersion and stock market
volatility
: evidence from high-frequency data
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1309-1328
Persistent link: https://www.econbiz.de/10014338888
Saved in:
3
Anti-herding by hedge funds and its implications for expected returns
Ali, Sara
;
Badshah, Ihsan Ullah
;
Demirer, Rıza
- In:
Journal of economic behavior & organization : JEBO
211
(
2023
),
pp. 31-48
Persistent link: https://www.econbiz.de/10014447366
Saved in:
4
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
Saved in:
5
The U.S. term structure and return
volatility
in emerging stock markets
Demirer, Rıza
;
Yüksel, Aslı
;
Yüksel, Aydın
- In:
Journal of economics and finance : JEF
44
(
2020
)
4
,
pp. 687-707
Persistent link: https://www.econbiz.de/10012297020
Saved in:
6
Geopolitical risks and movements in Islamic bond and equity markets : a note
Bouri, Elie
;
Demirer, Rıza
;
Gupta, Rangan
;
Marfatia, …
- In:
Defence and peace economics
30
(
2019
)
3
,
pp. 367-379
Persistent link: https://www.econbiz.de/10012200540
Saved in:
7
Time-varying risk aversion and realized gold
volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
8
Oil returns and
volatility
: the role of mergers and acquisitions
Bos, Martijn
;
Demirer, Rıza
;
Gupta, Rangan
;
Tiwari, …
- In:
Energy economics
71
(
2018
),
pp. 62-69
Persistent link: https://www.econbiz.de/10011942945
Saved in:
9
Differences of opinion and stock market
volatility
: evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, …
- In:
Journal of economics and finance
42
(
2018
)
2
,
pp. 339-351
Persistent link: https://www.econbiz.de/10012031009
Saved in:
10
Time-varying rare disaster risks, oil returns and
volatility
Demirer, Rıza
;
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, …
- In:
Energy economics
75
(
2018
),
pp. 239-248
Persistent link: https://www.econbiz.de/10011974013
Saved in:
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