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person:"Gil-Alaña, Luis A."
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Energy economics"
~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:"Hossain, Md. Sharif"
~person:"Shahzad, Syed Jawad Hussain"
~person:"Tiwari, Aviral Kumar"
~subject:"Banking stocks"
~subject:"Einheitswurzeltest"
~subject:"Hysterese"
~subject:"Kointegration"
~subject:"Nonlinear regression"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Banking stocks
Einheitswurzeltest
Hysterese
Kointegration
Nonlinear regression
Time series analysis
Estimation
37
Schätzung
37
Cointegration
13
Volatility
11
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10
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Gil-Alaña, Luis A.
Chou, Ming Che
Gupta, Rangan
Herwartz, Helmut
Hossain, Md. Sharif
Shahzad, Syed Jawad Hussain
Tiwari, Aviral Kumar
Chang, Tsangyao
9
Balcilar, Mehmet
4
Caporale, Guglielmo Maria
3
Ma, Feng
3
Mitra, Rajarshi
3
Shahbaz, Muhammad
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3
Aparna, A.
2
Bahmani-Oskooee, Mohsen
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Hadj Amor, Thouraya
2
Hammoudeh, Shawkat
2
Impawe, Augustin
2
Kolotioloman, Soro
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Kopic, Suvad
2
Lee, Chien-chiang
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Lee, Chung-Chih
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Liddle, Brantley
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Liu, Li
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Lou, Tienwei
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Mitra, Subrata Kumar
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Murthy, Vasudeva N. R.
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Narayan, Paresh Kumar
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Nouira, Ridha
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Pathak, Rajesh
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Sephton, Peter S.
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Smyth, Russell
2
Sun, Yuying
2
Suresh, K. G.
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EUI working paper / ECO
Energy economics
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 letters
15
Applied economics
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Economic modelling
8
International journal of finance & economics : IJFE
7
Research in international business and finance
7
International review of economics & finance : IREF
6
Finance research letters
4
The North American journal of economics and finance : a journal of financial economics studies
4
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3
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Theoretical economics letters
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Tourism economics : the business and finance of tourism and recreation
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Applied financial economics letters
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1
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:
2
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:
3
Effects of hartals on economic growth in Bangladesh : a bounds testing approach to cointegration analysis
Hossain, Md. Sharif
;
Mitra, Rajarshi
;
Abedin, Md. Thasinul
- In:
The empirical economics letters : a monthly …
19
(
2020
)
6
,
pp. 601-612
Persistent link: https://www.econbiz.de/10012596693
Saved in:
4
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:
5
Measuring inequality persistence in OECD 1963-2008 using fractional integration and cointegration
Gil-Alaña, Luis A.
;
Škare, Marinko
; …
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 65-72
Persistent link: https://www.econbiz.de/10012176225
Saved in:
6
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:
7
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:
8
Comparing the forecasting ability of financial conditions indices : the case of South Africa
Balcilar, Mehmet
;
Gupta, Rangan
;
Van Eyden, Reneé
; …
- In:
The quarterly review of economics and finance : journal …
69
(
2018
),
pp. 245-259
Persistent link: https://www.econbiz.de/10012035015
Saved in:
9
Public spending and FDI in Benin
Mitra, Rajarshi
;
Hossain, Md. Sharif
- In:
The empirical economics letters : a monthly …
17
(
2018
)
9
,
pp. 1065-1072
Persistent link: https://www.econbiz.de/10012006765
Saved in:
10
Testing the Purchasing Power Parity hypothesis in India : a non-linear cointegration approach
Tiwari, Aviral Kumar
;
Aruna, Mothkuri
;
Dash, Aruna Kumar
- In:
The empirical economics letters : a monthly …
17
(
2018
)
11
,
pp. 1321-1330
Persistent link: https://www.econbiz.de/10012006892
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