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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:"Shahzad, Syed Jawad Hussain"
~person:"Tiwari, Aviral Kumar"
~subject:"Banking stocks"
~subject:"Einheitswurzeltest"
~subject:"Hysterese"
~subject:"Kointegration"
~subject:"Nonlinear regression"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Banking stocks
Einheitswurzeltest
Hysterese
Kointegration
Nonlinear regression
Prognoseverfahren
Schätzung
Time series analysis
Estimation
27
Volatility
11
Volatilität
11
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10
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27
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Gil-Alaña, Luis A.
Chou, Ming Che
Gupta, Rangan
Herwartz, Helmut
Shahzad, Syed Jawad Hussain
Tiwari, Aviral Kumar
Wang, Yudong
10
Bouri, Elie
8
Ma, Feng
8
Shahbaz, Muhammad
8
Hammoudeh, Shawkat
7
Smyth, Russell
7
Lee, Chien-chiang
6
Liddle, Brantley
6
Ghoddusi, Hamed
5
Ren, Xiaohang
5
Wohar, Mark E.
5
Yoon, Seong-min
5
Apergēs, Nikolaos
4
Balcilar, Mehmet
4
Gozgor, Giray
4
Liu, Li
4
Polemis, Michael
4
Roubaud, David
4
Salisu, Afees A.
4
Yan, Cheng
4
Zhang, Xibin
4
Zhang, Yaojie
4
Zhu, Huiming
4
Chevallier, Julien
3
Ji, Qiang
3
Kang, Sang Hoon
3
Karathanasopoulos, Andreas
3
Lau, Chi Keung
3
Liao, Yin
3
Lien, Da-hsiang Donald
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Miller, J. Isaac
3
Narayan, Paresh Kumar
3
Nonejad, Nima
3
Park, Sung Y.
3
Rafizadeh, Nima
3
Sousa, Ricardo M.
3
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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
24
Applied economics
18
Research in international business and finance
17
The North American journal of economics and finance : a journal of financial economics studies
14
Applied economics letters
13
International review of economics & finance : IREF
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International journal of finance & economics : IJFE
8
Economics letters
7
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Economic systems
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International review of financial analysis
4
Journal of economics and finance
4
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3
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3
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3
Journal of multinational financial management
3
Macroeconomic dynamics
3
Review of development finance
3
Structural change and economic dynamics : SC+ED
3
The European journal of finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
Eurasian economic review : a journal in applied macroeconomics and finance
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 applied econometrics
2
Journal of behavioral and experimental finance
2
Journal of economic studies
2
Journal of international financial markets, institutions & money
2
Journal of international trade & economic development : an international and comparative review
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Journal of quantitative economics
2
Open economies review
2
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ECONIS (ZBW)
27
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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 COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
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
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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:
9
Systemic risk spillovers between crude oil and stock index returns of G7 economies : conditional value-at-risk and marginal expected shortfall approaches
Tiwari, Aviral Kumar
;
Trabelsi, Nader
;
Alqahtani, Faisal
; …
- In:
Energy economics
86
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012512191
Saved in:
10
Do urbanization, income, and trade affect electricity consumption across Chinese provinces?
Gregori, Tullio
;
Tiwari, Aviral Kumar
- In:
Energy economics
89
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012516967
Saved in:
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