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person:"Gil-Alaña, Luis A."
~accessRights:"restricted"
~isPartOf:"Bulletin of economic research"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Energy economics"
~isPartOf:"Journal of forecasting"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Chou, Ming Che"
~person:"Gupta, Rangan"
~person:"Herwartz, Helmut"
~person:"Shahzad, Syed Jawad Hussain"
~person:"Tiwari, Aviral Kumar"
~subject:"Banking stocks"
~subject:"Einheitswurzeltest"
~subject:"Hysterese"
~subject:"Kointegration"
~subject:"Nonlinear regression"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Banking stocks
Einheitswurzeltest
Hysterese
Kointegration
Nonlinear regression
Prognoseverfahren
Time series analysis
Estimation
29
Schätzung
29
Volatility
12
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Capital income
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Gil-Alaña, Luis A.
Chou, Ming Che
Gupta, Rangan
Herwartz, Helmut
Shahzad, Syed Jawad Hussain
Tiwari, Aviral Kumar
Wang, Yudong
9
Ma, Feng
7
Zhang, Yaojie
6
Balcilar, Mehmet
3
Lee, Chien-chiang
3
Liu, Li
3
Nonejad, Nima
3
Pan, Zhiyuan
3
Salisu, Afees A.
3
Shahbaz, Muhammad
3
Wohar, Mark E.
3
Zhang, Yue-jun
3
Bahmani-Oskooee, Mohsen
2
Barnett, William A.
2
Caporin, Massimiliano
2
Chan, Ngai Hang
2
Chang, Chun Ping
2
Hadj Amor, Thouraya
2
Hammoudeh, Shawkat
2
He, Kaijian
2
He, Mengxi
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Kim, Jae H.
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Liao, Yin
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Lu, Xinjie
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Majumdar, Anandamayee
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Mitra, Subrata Kumar
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Narayan, Paresh Kumar
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Nouira, Ridha
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Otero, Jesús G.
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Pal, Debdatta
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Pierdzioch, Christian
2
Sun, Yuying
2
Uddin, Mohammed Gazi Salah
2
Van Eyden, Reneé
2
Wang, Shouyang
2
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Bulletin of economic research
EUI working paper / ECO
Energy economics
Journal of forecasting
The empirical economics letters : a monthly international journal of economics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Applied economics
12
Finance research letters
11
Applied economics letters
9
International review of economics & finance : IREF
8
Research in international business and finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of finance & economics : IJFE
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Economics letters
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International review of financial analysis
3
Journal of economics and finance
3
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3
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2
Empirica : journal of european economics
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of macroeconomics
2
Open economies review
2
Review of development finance
2
The European journal of finance
2
The South African journal of economics
2
Tourism economics : the business and finance of tourism and recreation
2
Contemporary economics
1
Defence and peace economics
1
Eastern economic journal
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Econometric reviews
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Economia aplicada : EA
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Economic change and restructuring : empirical and policy research on the transitional and emerging economies
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
European review of agricultural economics
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
International journal of strategic property management
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ECONIS (ZBW)
19
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1
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
2
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
3
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
4
The role of investor sentiment in forecasting housing returns in China : a machine learning approach
Cepni, Oguzhan
;
Gupta, Rangan
;
Onay, Yigit
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1725-1740
Persistent link: https://www.econbiz.de/10013465745
Saved in:
5
Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate
Olayeni, Olaolu Richard
;
Tiwari, Aviral Kumar
;
Wohar, …
- In:
Energy economics
92
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518924
Saved in:
6
Forecasting equity premium in a panel of OECD countries : the role of economic policy uncertainty
Christou, Christina
;
Gupta, Rangan
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 243-248
Persistent link: https://www.econbiz.de/10012417600
Saved in:
7
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
Saved in:
8
Quantile causality between banking stock and real estate securities returns in the US
Albulescu, C. T.
;
Bouri, E.
;
Tiwari, Aviral Kumar
; …
- In:
The quarterly review of economics and finance : journal …
78
(
2020
),
pp. 251-260
Persistent link: https://www.econbiz.de/10012431274
Saved in:
9
Testing the oil price efficiency using various measures of long-range dependence
Tiwari, Aviral Kumar
;
Kumar, Satish
;
Pathak, Rajesh
; …
- In:
Energy economics
84
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012183291
Saved in:
10
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:
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