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person:"Meghir, Costas"
~isPartOf:"Applied economics quarterly"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Berg, Gerard J. van den"
~person:"Dreger, Christian"
~person:"Gupta, Rangan"
~person:"Hartmann, Matthias"
~person:"Serletis, Apostolos"
~subject:"Aktienmarkt"
~subject:"Markov chain"
~subject:"Monetary policy"
~subject:"USA"
~subject:"Zeitreihenanalyse"
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Aktienmarkt
Markov chain
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USA
Zeitreihenanalyse
Estimation
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40
Volatility
16
Volatilität
16
United States
13
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27
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Meghir, Costas
Bahmani-Oskooee, Mohsen
Berg, Gerard J. van den
Dreger, Christian
Gupta, Rangan
Hartmann, Matthias
Serletis, Apostolos
Gil-Alaña, Luis A.
6
Salisu, Afees A.
4
Xu, Libo
4
Cheung, Yin-Wong
3
Dai, Zhifeng
3
Hammoudeh, Shawkat
3
Ji, Qiang
3
Kang, Sang Hoon
3
Lütkepohl, Helmut
3
Ma, Feng
3
Nonejad, Nima
3
Pierdzioch, Christian
3
Tiwari, Aviral Kumar
3
Ur Rehman, Mobeen
3
Wohar, Mark E.
3
Xuan Vinh Vo
3
Ashley, Richard A.
2
Balcilar, Mehmet
2
Barradas, Ricardo
2
Beckmann, Joscha
2
Belke, Ansgar
2
Bredin, Donal
2
Brüggemann, Ralf
2
Caporale, Guglielmo Maria
2
Castelnuovo, Efrem
2
Chen, Cathy W. S.
2
Clarida, Richard H.
2
Czudaj, Robert
2
Dash, Saumya Ranjan
2
De Grauwe, Paul
2
Demirer, Rıza
2
Eickmeier, Sandra
2
Fleissig, Adrian R.
2
Francis, Neville
2
Gallant, A. Ronald
2
Grossmann, Axel
2
Hamori, Shigeyuki
2
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Applied economics quarterly
International journal of finance & economics : IJFE
Macroeconomic dynamics
The North American journal of economics and finance : a journal of financial economics studies
Department of Economics working paper series
29
Working papers / University of Connecticut, Department of Economics
12
Applied economics
11
Applied economics letters
8
Economics letters
7
Empirica : journal of european economics
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Research in international business and finance
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
Economic modelling
5
Economic systems
5
Finance research letters
5
International review of economics & finance : IREF
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
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4
Open economies review
4
Economics and Business Letters : EBL
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Journal of macroeconomics
3
The energy journal
3
Applied financial economics
2
DIW Berlin Discussion Paper
2
Discussion paper / Centre for Economic Policy Research
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economics, management and financial markets
2
Emerging markets review
2
FINESS working papers
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FIW working paper
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International review of applied economics
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 economic dynamics & control
2
Journal of economic studies
2
Journal of economics and finance
2
Journal of forecasting
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ECONIS (ZBW)
27
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1
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
2
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
3
Is there J-curve effect in the US service trade? : evidence from asymmetric analysis
Bahmani-Oskooee, Mohsen
;
Karamelikli, Huseyin
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3865-3875
Persistent link: https://www.econbiz.de/10014429193
Saved in:
4
Inflation targeting under inflation uncertainty : multi-economy evidence from a stochastic volatility model
Hartmann, Matthias
;
Herwartz, Helmut
;
Ulm, Maren
- In:
Macroeconomic dynamics
26
(
2022
)
5
,
pp. 1302-1337
Persistent link: https://www.econbiz.de/10013270236
Saved in:
5
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
6
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
7
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
8
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
9
Dependence structure between money and economic activity : a Markov-switching copula VEC approach
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
26
(
2022
)
8
,
pp. 2141-2160
Persistent link: https://www.econbiz.de/10013469790
Saved in:
10
House price synchronization across the US states : the role of structural oil shocks
Sheng, Xin
;
Marfatia, Hardik A.
;
Gupta, Rangan
;
Ji, Qiang
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012821423
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