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person:"Hess, Dieter"
~isPartOf:"Applied economics"
~isPartOf:"Bundesbank Series 1 Discussion Paper"
~isPartOf:"CESifo working papers"
~isPartOf:"Discussion paper / The Pensions Institute, Cass Business School, City University"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~language:"eng"
~person:"Balcilar, Mehmet"
~person:"Bohl, Martin T."
~person:"Chiang, Thomas C."
~person:"Chinn, Menzie David"
~person:"Gupta, Rangan"
~person:"McMillan, David G."
~person:"Siklos, Pierre L."
~person:"Umar, Zaghum"
~person:"Vázquez, Jesús"
~person:"Wohar, Mark E."
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Estimation
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Hess, Dieter
Balcilar, Mehmet
Bohl, Martin T.
Chiang, Thomas C.
Chinn, Menzie David
Gupta, Rangan
McMillan, David G.
Siklos, Pierre L.
Umar, Zaghum
Vázquez, Jesús
Wohar, Mark E.
Caporale, Guglielmo Maria
80
Gil-Alaña, Luis A.
59
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31
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
62
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1
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
2
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
3
Influence of unconventional monetary policy on agricultural commodities futures : network connectedness and dynamic spillovers of returns and volatility
Umar, Zaghum
;
Sayed, Ayesha
;
Gubareva, Mariya
;
Xuan Vinh Vo
- In:
Applied economics
55
(
2023
)
22
,
pp. 2521-2535
Persistent link: https://www.econbiz.de/10014294972
Saved in:
4
Modelling dynamic connectedness between oil price shocks and exchange rates in ASEAN+3 economies
Umar, Zaghum
;
Mukhriz Izraf Azman Aziz
;
Zaremba, Adam
; …
- In:
Applied economics
55
(
2023
)
23
,
pp. 2676-2693
Persistent link: https://www.econbiz.de/10014295219
Saved in:
5
Does global value chain participation induce economic growth? : evidence from panel threshold regression
Jithin P
;
Ashraf, Sania
;
Umar, Zaghum
- In:
Applied economics
55
(
2023
)
24
,
pp. 2788-2800
Persistent link: https://www.econbiz.de/10014295282
Saved in:
6
Composite equity issuance and the cross-section of country and industry returns
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Applied economics
55
(
2023
)
56
,
pp. 6627-6645
Persistent link: https://www.econbiz.de/10014382720
Saved in:
7
ASEAN-5 forex rates and crude oil : Markov regime-switching analysis
Mukhriz Izraf Azman Aziz
;
Umar, Zaghum
;
Gubareva, Mariya
; …
- In:
Applied economics
54
(
2022
)
54
,
pp. 6234-6253
Persistent link: https://www.econbiz.de/10013411364
Saved in:
8
Network connectedness dynamics of the yield curve of G7 countries
Umar, Zaghum
;
Riaz, Yasir
;
Aharon, David Y.
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 275-288
Persistent link: https://www.econbiz.de/10013343398
Saved in:
9
Day-of-the-week effect and spread determinants : some international evidence from equity markets
Gillas, Konstantinos Gkillas
;
Vortelinos, Dimitrios I.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 268-288
Persistent link: https://www.econbiz.de/10012627781
Saved in:
10
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
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