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person:"Gil-Alaña, Luis A."
~accessRights:"restricted"
~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:"Narayan, Paresh Kumar"
~person:"Shahzad, Syed Jawad Hussain"
~person:"Tiwari, Aviral Kumar"
~subject:"Banking stocks"
~subject:"Einheitswurzeltest"
~subject:"Hysterese"
~subject:"Kointegration"
~subject:"Nonlinear regression"
~subject:"Prognoseverfahren"
~subject:"Risiko"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Banking stocks
Einheitswurzeltest
Hysterese
Kointegration
Nonlinear regression
Prognoseverfahren
Risiko
Time series analysis
Estimation
30
Schätzung
30
Oil price
12
Ölpreis
12
Capital income
11
Kapitaleinkommen
11
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11
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11
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10
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Gil-Alaña, Luis A.
Chou, Ming Che
Gupta, Rangan
Herwartz, Helmut
Narayan, Paresh Kumar
Shahzad, Syed Jawad Hussain
Tiwari, Aviral Kumar
Wang, Yudong
8
Ma, Feng
6
Zhang, Yaojie
4
Balcilar, Mehmet
3
Lee, Chien-chiang
3
Liu, Li
3
Nonejad, Nima
3
Salisu, Afees A.
3
Shahbaz, Muhammad
3
Wohar, Mark E.
3
Zhang, Yue-jun
3
Bahmani-Oskooee, Mohsen
2
Barnett, William A.
2
Bouri, Elie
2
Chan, Ngai Hang
2
Chang, Chun Ping
2
Hadj Amor, Thouraya
2
Hammoudeh, Shawkat
2
He, Kaijian
2
Ji, Qiang
2
Liao, Yin
2
Lu, Xinjie
2
Majumdar, Anandamayee
2
Mitra, Subrata Kumar
2
Naka, Atsuyuki
2
Noman, Abdullah
2
Nouira, Ridha
2
Otero, Jesús G.
2
Pal, Debdatta
2
Pan, Zhiyuan
2
Sun, Yuying
2
Trung Hai Le
2
Van Eyden, Reneé
2
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2
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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
Finance research letters
13
Applied economics
12
Applied economics letters
10
Research in international business and finance
10
International review of economics & finance : IREF
8
The North American journal of economics and finance : a journal of financial economics studies
8
Emerging markets review
7
Journal of international financial markets, institutions & money
7
Economics letters
6
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
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of forecasting
3
International review of financial analysis
3
Journal of economics and finance
3
Pacific-Basin finance journal
3
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3
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3
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2
Empirica : journal of european economics
2
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2
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2
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2
Macroeconomic dynamics
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Open economies review
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Structural change and economic dynamics : SC+ED
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Tourism economics : the business and finance of tourism and recreation
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Contemporary economics
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ECONIS (ZBW)
22
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
The impacts of structural oil shocks on macroeconomic uncertainty : evidence from a large panel of 45 countries
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
91
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012518658
Saved in:
9
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:
10
Can stale oil price news predict stock returns?
Narayan, Paresh Kumar
- In:
Energy economics
83
(
2019
),
pp. 430-444
Persistent link: https://www.econbiz.de/10012176160
Saved in:
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