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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:"Time series analysis"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Banking stocks
Einheitswurzeltest
Hysterese
Kointegration
Nonlinear regression
Prognoseverfahren
Time series analysis
Volatility
Estimation
27
Schätzung
27
Volatilität
11
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10
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10
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Gil-Alaña, Luis A.
Chou, Ming Che
Gupta, Rangan
Herwartz, Helmut
Shahzad, Syed Jawad Hussain
Tiwari, Aviral Kumar
Bouri, Elie
8
Ma, Feng
8
Wang, Yudong
8
Balcilar, Mehmet
4
Salisu, Afees A.
4
Yoon, Seong-min
4
Zhang, Yaojie
4
Hammoudeh, Shawkat
3
Lee, Chien-chiang
3
Liao, Yin
3
Liu, Li
3
Nonejad, Nima
3
Roubaud, David
3
Shahbaz, Muhammad
3
Wei, Yu
3
Wen, Fenghua
3
Wohar, Mark E.
3
Xiao, Jihong
3
Xu, Yahua
3
You, Wan-hai
3
Zhang, Yue-jun
3
Zhu, Huiming
3
Apergēs, Nikolaos
2
Bahmani-Oskooee, Mohsen
2
Barnett, William A.
2
Boughrara, Adel
2
Chan, Ngai Hang
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Ciarreta, Aitor
2
Clements, Adam
2
Das, Debojyoti
2
Demirer, Rıza
2
Dutta, Anupam
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
14
Applied economics
12
Research in international business and finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
Applied economics letters
9
International review of economics & finance : IREF
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of finance & economics : IJFE
5
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4
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4
International review of financial analysis
4
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4
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3
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2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
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2
Journal of multinational financial management
2
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Tourism economics : the business and finance of tourism and recreation
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1
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
23
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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
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:
5
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:
6
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:
7
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:
8
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:
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
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
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