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accessRights:"restricted"
subject:"Theory"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Time series analysis"
~subject:"Volatility"
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139
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Gupta, Rangan
4
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3
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2
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Discussion paper / Centre for Economic Policy Research
300
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211
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188
Energy economics
181
Working paper / National Bureau of Economic Research, Inc.
179
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11
Testing unobserved market heterogeneity in financial markets : the case of Banco Popular
Pérez Rodríguez, Jorge V.
;
Gómez-Déniz, Emilio
; …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 151-160
Persistent link: https://www.econbiz.de/10012655033
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12
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
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13
The nonlinear ARDL approach and productivity bias hypothesis : evidence from 68 countries
Bahmani-Oskooee, Mohsen
;
Nouira, Ridha
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 80-89
Persistent link: https://www.econbiz.de/10012655195
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14
Dynamic impact of the US monetary policy on oil market returns and volatility
Marfatia, Hardik A.
;
Gupta, Rangan
;
Cakan, Esin
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 159-169
Persistent link: https://www.econbiz.de/10012655291
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15
On the effect of full-fledged IT adoption on stock returns and their conditional volatility : evidence from propensity score matching
Dridi, Ichrak
;
Boughrara, Adel
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 179-194
Persistent link: https://www.econbiz.de/10012655300
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16
When and why do stock and bond markets predict US economic growth?
McMillan, David G.
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 331-343
Persistent link: https://www.econbiz.de/10012655482
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17
Causal nexus between crude oil and US corporate bonds
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Hernandez, …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 577-589
Persistent link: https://www.econbiz.de/10012655570
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18
Volatility spillover between exchange rate and stock returns under volatility shifts
Malik, Farooq
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 605-613
Persistent link: https://www.econbiz.de/10012655581
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19
Measuring the stock's factor beta and identifying risk factors under market inefficiency
Semenov, Andrei
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 635-649
Persistent link: https://www.econbiz.de/10012655588
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20
On the economic impact of aggregate liquidity shocks : the case of the UK
Ellington, Michael
;
Milas, Costas
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 737-752
Persistent link: https://www.econbiz.de/10012655618
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