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person:"Gil-Alaña, Luis A."
~accessRights:"restricted"
~isPartOf:"Applied financial economics"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Energy economics"
~isPartOf:"Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists"
~isPartOf:"Finance research letters"
~isPartOf:"International economics : a journal published by CEPII (Center for research and expertise on the world economy)"
~isPartOf:"Journal of forecasting"
~isPartOf:"Review of development finance"
~isPartOf:"Theoretical economics letters"
~person:"Lee, Chien-chiang"
~person:"Nguyen Phuc Canh"
~person:"Pan, Zhiyuan"
~person:"Schinckus, Christophe"
~subject:"ARCH-Modell"
~subject:"Cointegration"
~subject:"Fractional cointegration"
~subject:"Kalendereffekt"
~subject:"Schätzung"
~subject:"Strukturbruch"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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ARCH-Modell
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Gil-Alaña, Luis A.
Lee, Chien-chiang
Nguyen Phuc Canh
Pan, Zhiyuan
Schinckus, Christophe
Gupta, Rangan
16
Tiwari, Aviral Kumar
12
Ma, Feng
11
Shahbaz, Muhammad
11
Wang, Yudong
11
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Bouri, Elie
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Salisu, Afees A.
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Ren, Xiaohang
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Yoon, Seong-min
6
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Pierdzioch, Christian
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You, Wan-hai
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Lu, Xinjie
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4
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Applied financial economics
Discussion paper series / IZA
Energy economics
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
Finance research letters
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
Journal of forecasting
Review of development finance
Theoretical economics letters
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8
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7
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5
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1
Forecasting tourist flows in the COVID-19 era using nonparametric mixed-frequency VARs
You, Wan-hai
;
Huang, Yuming
;
Lee, Chien-chiang
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 473-489
Persistent link: https://www.econbiz.de/10014475363
Saved in:
2
The effect of asymmetric information disappears : evidence in share repurchases and market efficiency
Lee, Chien-chiang
;
Park, Bokyung
;
Wang, Chih-Wei
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473639
Saved in:
3
Disentangling the asymmetric effect of financialization on the green output gap
Yahya, Farzan
;
Lee, Chien-chiang
- In:
Energy economics
125
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014485236
Saved in:
4
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
5
Structural breaks, macroeconomic fundamentals and cross hedge ratio
Pan, Zhiyuan
;
Xiao, Dongli
;
Dong, Qingma
;
Liu, Li
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013459139
Saved in:
6
Uncertainty and the predictability of stock returns
Cai, Wensheng
;
Pan, Zhiyuan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 765-792
Persistent link: https://www.econbiz.de/10013287857
Saved in:
7
How lithium prices affect mergers and acquisitions in the lithium industry
Monge, Manuel
;
Cristobal, Enrique
;
Gil-Alaña, Luis A.
- In:
Review of development finance
11
(
2021
)
1
,
pp. 26-34
Persistent link: https://www.econbiz.de/10012618596
Saved in:
8
Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum
Antonakakis, Nikolaos
;
Christou, Christina
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
167
(
2021
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013269231
Saved in:
9
Twin balances, public governance and private investment : quantile estimation for OECD countries
Thanh Dinh Su
;
Nguyen Phuc Canh
- In:
International economics : a journal published by CEPII …
165
(
2021
),
pp. 85-93
Persistent link: https://www.econbiz.de/10013254149
Saved in:
10
Capturing the dynamics of the China crude oil futures : Markov switching, co-movement, and volatility forecasting
Liu, Min
;
Lee, Chien-chiang
- In:
Energy economics
103
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013364085
Saved in:
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