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accessRights:"restricted"
person:"Constant, Amelie"
~person:"Caporale, Guglielmo Maria"
~person:"Shahzad, Syed Jawad Hussain"
~person:"Yoon, Seong-min"
~subject:"Granger causality"
~subject:"Strukturbruch"
~type_genre:"Aufsatz in Zeitschrift"
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Granger causality
Strukturbruch
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80
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25
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25
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Constant, Amelie
Caporale, Guglielmo Maria
Shahzad, Syed Jawad Hussain
Yoon, Seong-min
Gil-Alaña, Luis A.
7
Malik, Farooq
7
Cuestas, Juan Carlos
6
Lee, Junsoo
6
Pradhan, Rudra Prakash
6
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5
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Nazlıoğlu, Şaban
5
Ranjbar, Omid
5
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4
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4
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4
Omay, Tolga
4
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4
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4
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4
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4
Arvin, B. Mak
3
Arčabić, Vladimir
3
Bahmani-Oskooee, Mohsen
3
Chang, Chun Ping
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Charles, Sébastien
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Elmi, Zahra Mila
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Hall, John
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Meng, Ming
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Narayan, Paresh Kumar
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3
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2
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Bai, Jushan
2
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2
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ECONIS (ZBW)
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1
Macroeconomic determinants of the long-term correlation between stock and exchange rate markets in China : a DCC-MIDAS-X approach considering structural breaks
Xiong, Youlin
;
Shen, Jun
;
Yoon, Seong-min
;
Dong, Xiyong
- In:
Finance research letters
61
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014490845
Saved in:
2
Non-linear effects of terrorism on economic growth in pakistan : accounting for capital per worker and structural breaks
Kumar, Ronald Ravinesh
;
Shahzad, Syed Jawad Hussain
; …
- In:
The Singapore economic review
68
(
2023
)
2
,
pp. 629-650
Persistent link: https://www.econbiz.de/10014279323
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3
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
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4
Are Islamic bonds a good safe haven for stocks? : implications for portfolio management in a time-varying regime-switching copula framework
Shahzad, Syed Jawad Hussain
;
Aloui, Chaker
;
Jammazi, Rania
- In:
Applied economics
51
(
2019
)
3
,
pp. 219-238
Persistent link: https://www.econbiz.de/10012160482
Saved in:
5
Causal flows between oil and forex markets using high-frequency data : asymmetries from good and bad volatility
Alam, Md. Samsul
;
Shahzad, Syed Jawad Hussain
;
Ferrer, …
- In:
Energy economics
84
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012183298
Saved in:
6
The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Finance research letters
24
(
2018
),
pp. 34-41
Persistent link: https://www.econbiz.de/10011982450
Saved in:
7
The lead-lag relationship between US industry-level credit and stock markets
Shahzad, Syed Jawad Hussain
;
Safwan Mohd Nor
;
Nur Azura …
- In:
Journal of economic studies
44
(
2017
)
4
,
pp. 518-539
Persistent link: https://www.econbiz.de/10011960865
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8
Bounds testing approach to analyzing the environment Kuznets curve hypothesis with structural beaks : the role of biomass energy consumption in the United States
Shahbaz, Muhammad
;
Solarin Sakiru Adebola
;
Hammoudeh, …
- In:
Energy economics
68
(
2017
),
pp. 548-565
Persistent link: https://www.econbiz.de/10011906025
Saved in:
9
Relationship between developed, European and South Asian stock markets : a multivariate analysis
Shahzad, Syed Jawad Hussain
;
Kanwal, Memoona
;
Ahmed, Tanveer
- In:
South Asian journal of global business research : …
5
(
2016
)
3
,
pp. 385-402
Persistent link: https://www.econbiz.de/10011609328
Saved in:
10
Modeling time-varying correlations in volatility between BRICS and commodity markets
Kang, Sang Hoon
;
McIver, Ron
;
Yoon, Seong-min
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
7/9
,
pp. 1698-1723
Persistent link: https://www.econbiz.de/10011594437
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