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Year of publication
Subject
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Forecasting model 207 Prognoseverfahren 207 Volatility 192 Volatilität 192 Estimation 167 Schätzung 167 USA 145 United States 145 Capital income 121 Kapitaleinkommen 121 Börsenkurs 119 Share price 119 Risiko 115 Risk 115 South Africa 103 Südafrika 103 Theorie 103 Theory 103 Aktienmarkt 97 Stock market 97 Welt 97 World 97 VAR model 85 VAR-Modell 85 Time series analysis 79 Zeitreihenanalyse 79 Immobilienpreis 71 Real estate price 71 Oil price 63 Schock 63 Shock 63 Ölpreis 63 Inflation 59 ARCH model 58 ARCH-Modell 58 Causality analysis 58 Kausalanalyse 58 Geldpolitik 57 Monetary policy 57 Forecast 49
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Online availability
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Undetermined 404 Free 51 CC license 19
Type of publication
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Article 606 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal Aufsatz in Zeitschrift 609 Working Paper 213 Arbeitspapier 200 Graue Literatur 198 Non-commercial literature 198 Article 20 research-article 9 Aufsatz im Buch 4 Book section 4 Amtsdruckschrift 1 Case study 1 Collection of articles of several authors 1 Collection of articles written by one author 1 Conference paper 1 Fallstudie 1 Government document 1 Hochschulschrift 1 Konferenzbeitrag 1 Sammelwerk 1 Sammlung 1 Thesis 1
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Language
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English
Author
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Gupta, Rangan Bahmani-Oskooee, Mohsen 459 Nijkamp, Peter 434 Cheng, T. C. E. 386 Gil-Alaña, Luis A. 376 Hassan, M. Kabir 373 Audretsch, David B. 366 Apergēs, Nikolaos 354 Lee, Chien-Chiang 332 Wright, Mike 327 Tiwari, Aviral Kumar 323 Kraus, Sascha 314 Narayan, Paresh Kumar 314 Fabozzi, Frank J. 306 Zhang, Wei 304 Tsionas, Efthymios G. 295 Law, Rob 294 Eichengreen, Barry 293 Hasan, Iftekhar 291 Cebula, Richard J. 287 Lien, Da-hsiang Donald 286 Chan, Kam C. 276 Yang, Yang 275 Smyth, Russell 273 Phillips, Peter C. B. 270 Liu, Yang 268 Faff, Robert W. 266 Vrontis, Demetris 263 Beladi, Hamid 260 Caporale, Guglielmo Maria 260 Creedy, John 253 Han, Heesup 248 Kumbhakar, Subal 247 Li, Jing 246 Egger, Peter 245 Frey, Bruno S. 245 McAleer, Michael 245 Güth, Werner 244 Serletis, Apostolos 244 Wang, Wei 244
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Published in...
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Finance research letters 41 Applied economics 32 Energy economics 28 The North American journal of economics and finance : a journal of financial economics studies 27 Research in international business and finance 20 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 19 Applied economics letters 18 International review of economics & finance : IREF 18 Journal of forecasting 17 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 16 Economics letters 15 Economic modelling 13 The South African journal of economics 10 International journal of finance & economics : IJFE 9 Annals of financial economics 8 International business and economics research journal 8 Journal of economic studies 8 Journal of real estate literature : a publication of the American Real Estate Society 8 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 8 The journal of real estate finance and economics 8 Defence and peace economics 7 Economic systems 7 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 7 International review of financial analysis 7 Journal of international financial markets, institutions & money 7 The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA 7 Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets 6 Journal of policy modeling : JPMOD ; a social science forum of world issues 6 The journal of developing areas 6 Computational economics 5 Empirica : journal of european economics 5 Journal of economics and finance 5 Journal of multinational financial management 5 Structural change and economic dynamics : SC+ED 5 The European journal of finance 5 Annals of economics and finance 4 Economia internazionale 4 Empirical economics : a quarterly journal of the Institute for Advanced Studies 4 Financial innovation : FIN 4 International economics : a journal published by CEPII (Center for research and expertise on the world economy) 4
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Source
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ECONIS (ZBW) 609
Showing 1 - 10 of 609
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On the propagation mechanism of international real interest rate spillovers : evidence from more than 200 years of data
Cuñado Eizaguirre, Juncal; Gabauer, David; Gupta, Rangan; … - In: Applied economics 57 (2025) 7, pp. 790-804
Persistent link: https://www.econbiz.de/10015192490
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Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé; Gupta, Rangan; Sheng, Xin; Nielsen, … - In: Economies : open access journal 13 (2025) 2, pp. 1-25
While there is a large body of literature on oil uncertainty-equity prices and/or returns nexus, an associated important question of how oil market uncertainty affects stock market bubbles remains unanswered. In this paper, we first use the Multi-Scale Log-Periodic Power Law Singularity...
Persistent link: https://www.econbiz.de/10015210403
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Commodity risk and forecastability of international stock returns : the role of oil returns skewness
Salisu, Afees A.; Gupta, Rangan - 2025
This study examines the out-of-sample predictability of expected skewness of oil price returns, which serves as a metric for global future risks, as we show statistically through the association with crises of different nature, for stock returns of 10 (8 advanced plus two emerging) countries...
Persistent link: https://www.econbiz.de/10015358919
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Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan; Nel, Jacobus; Nielsen, Joshua; … - 2025
Persistent link: https://www.econbiz.de/10015359814
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Forecasting multivariate volatilities with exogenous predictors : an application to industry diversification strategies
Luo, Jiawen; Cepni, Oguzhan; Demirer, Rıza; Gupta, Rangan - In: Journal of empirical finance 81 (2025), pp. 1-34
Persistent link: https://www.econbiz.de/10015405336
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Predicting the conditional distribution of US stock market systemic Stress : the role of climate risks
Caporin, Massimiliano; Caraiani, Petre; Cepni, Oguzhan; … - In: Journal of international financial markets, … 101 (2025), pp. 1-21
Persistent link: https://www.econbiz.de/10015412359
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Shortages and machine-learning forecasting of oil returns volatility : 1900-2024
Polat, Onur; Somani, Dhanashree; Gupta, Rangan; … - In: Finance research letters 79 (2025), pp. 1-7
Persistent link: https://www.econbiz.de/10015420864
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Time-Varying effects of extreme weather shocks on output growth of the United States
Sheng, Xin; Gupta, Rangan; Cepni, Oguzhan - In: Finance research letters 70 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10015194466
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Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data
Nel, Jacobus; Gupta, Rangan; Wohar, Mark E.; … - In: Climate change economics : CCE 15 (2024) 4, pp. 1-40
Persistent link: https://www.econbiz.de/10015196824
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Oil shocks and state-level stock market volatility of the United States : a GARCH-MIDAS approach
Salisu, Afees A.; Gupta, Rangan; Cepni, Oguzhan; … - In: Review of quantitative finance and accounting 63 (2024) 4, pp. 1473-1510
Persistent link: https://www.econbiz.de/10015178531
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