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Search: subject:"returns and volatility"
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Volatility
33
Volatilität
33
Capital income
31
Kapitaleinkommen
31
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16
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16
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12
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returns and volatility
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Gupta, Rangan
19
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7
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4
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4
Wohar, Mark E.
4
Balcilar, Mehmet
3
Suleman, Tahir
3
Derbali, Abdelkader
2
Ilomäki, Jukka
2
Jamel, Lamia
2
Kyei, Clement Kweku
2
Laurila, Hannu
2
McAleer, Michael
2
Nejadmalayeri, Ali
2
Nel, Jacobus
2
Singh, Manohar
2
Wang, Shouyang
2
Wu, Shan
2
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1
Abdullah, Mohammad
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Christou, Christina
1
Coronado, Semei
1
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1
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1
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Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
1
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Department of Economics working paper series
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4
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4
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2
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2
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1
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1
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1
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1
Journal of Economics, Finance and Administrative Science
1
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1
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1
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1
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1
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1
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1
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1
Romanian journal of economic forecasting
1
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1
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1
The Quarterly Review of Economics and Finance
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ECONIS (ZBW)
34
RePEc
5
EconStor
2
Showing
21
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30
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21
Oil shocks and stock market : revisiting the dynamics
B., Anand
;
Paul, Sunil
- In:
Energy economics
96
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012816327
Saved in:
22
The role of news sentiment in oil futures
returns
and
volatility
forecasting : data-decomposition based deep learning approach
Li, Yuze
;
Jiang, Shangrong
;
Li, Xuerong
;
Wang, Shouyang
- In:
Energy economics
95
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012816879
Saved in:
23
Returns, volatility and the cryptocurrency bubble of 2017-18
Cross, Jamie
;
Hou, Chenghan
;
Trinh, Kelly
- In:
Economic modelling
104
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013164208
Saved in:
24
Uncertainty and daily predictability of housing
returns
and
volatility
of the United States : evidence from a higher-order nonparametric causality-in-quantiles test
Bouri, Elie
;
Gupta, Rangan
;
Kyei, Clement Kweku
; …
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 200-206
Persistent link: https://www.econbiz.de/10013258467
Saved in:
25
Effect of uncertainty on U.S. stock
returns
and
volatility
: evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
Saved in:
26
Oil price uncertainty and movements in the US government bond risk premia
Balcilar, Mehmet
;
Gupta, Rangan
;
Wang, Shixuan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012654789
Saved in:
27
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:
28
Exchange rate
returns
and
volatility
: the role of time-varying rare disaster risks
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, Mark E.
- In:
The European journal of finance
25
(
2019
)
2
,
pp. 190-203
Persistent link: https://www.econbiz.de/10012206968
Saved in:
29
Geopolitical risks,
returns
,
and
volatility
in emerging stock markets : evidence from a panel GARCH model
Bouras, Christos
;
Christou, Christina
;
Gupta, Rangan
; …
- In:
Emerging markets, finance and trade : EMFT
55
(
2019
)
8
,
pp. 1841-1856
Persistent link: https://www.econbiz.de/10012210912
Saved in:
30
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:
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