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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:"Share price"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Banking stocks
Einheitswurzeltest
Hysterese
Kointegration
Nonlinear regression
Prognoseverfahren
Share price
Time series analysis
Estimation
28
Schätzung
28
Volatility
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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
Ma, Feng
7
Zhang, Yaojie
5
Balcilar, Mehmet
4
Salisu, Afees A.
4
Bouri, Elie
3
Lee, Chien-chiang
3
Liu, Li
3
Narayan, Paresh Kumar
3
Nonejad, Nima
3
Pan, Zhiyuan
3
Park, Sung Y.
3
Shahbaz, Muhammad
3
Sun, Yuying
3
Wang, Shouyang
3
Wei, Yu
3
Wen, Fenghua
3
Wohar, Mark E.
3
Xiao, Jihong
3
You, Wan-hai
3
Zhang, Yue-jun
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Zhu, Huiming
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Bahmani-Oskooee, Mohsen
2
Barnett, William A.
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Cao, Yang
2
Caporale, Guglielmo Maria
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Caporin, Massimiliano
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Chan, Ngai Hang
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Chevallier, Julien
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Dai, Zhifeng
2
Demirer, Rıza
2
Guo, Yawei
2
Hadj Amor, Thouraya
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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
14
Applied economics
13
Research in international business and finance
12
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics letters
9
International review of economics & finance : IREF
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
International review of financial analysis
4
Journal of economics and finance
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Economics letters
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Review of development finance
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2
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2
Journal of multinational financial management
2
Open economies review
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The South African journal of economics
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ECONIS (ZBW)
21
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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 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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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