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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:"Serletis, Apostolos"
~subject:"Aktienmarkt"
~subject:"Cointegration"
~subject:"Monetary policy"
~subject:"Zeitreihenanalyse"
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Aktienmarkt
Cointegration
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Zeitreihenanalyse
Estimation
38
Schätzung
38
Volatility
15
Volatilität
15
USA
13
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Meghir, Costas
Bahmani-Oskooee, Mohsen
Berg, Gerard J. van den
Dreger, Christian
Gupta, Rangan
Serletis, Apostolos
Gil-Alaña, Luis A.
5
Belke, Ansgar
4
Beckmann, Joscha
3
Caporale, Guglielmo Maria
3
Czudaj, Robert
3
Dai, Zhifeng
3
Hammoudeh, Shawkat
3
Kang, Sang Hoon
3
Lütkepohl, Helmut
3
Nonejad, Nima
3
Salisu, Afees A.
3
Tiwari, Aviral Kumar
3
Wohar, Mark E.
3
Balcilar, Mehmet
2
Barradas, Ricardo
2
Bredin, Donal
2
Brüggemann, Ralf
2
Castelnuovo, Efrem
2
Chang, Tsangyao
2
Cheung, Yin-Wong
2
Dash, Saumya Ranjan
2
De Grauwe, Paul
2
Demirer, Rıza
2
Eickmeier, Sandra
2
Escribano, Álvaro
2
Francis, Neville
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Hartmann, Matthias
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Herwartz, Helmut
2
Ji, Qiang
2
Kamada, Koichiro
2
Kugler, Peter
2
Liu, Qiang
2
Lovcha, Yuliya
2
Ma, Feng
2
Maitra, Debasish
2
McMillan, David G.
2
Mensi, Walid
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
15
Applied economics
12
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Applied economics letters
5
Empirica : journal of european economics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Open economies review
5
Research in international business and finance
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Working papers / University of Connecticut, Department of Economics
5
DIW Berlin Discussion Paper
4
Economic modelling
4
Journal of economic studies
4
Discussion papers / Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
3
Economics letters
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Energy economics
3
Global economy journal : GEJ
3
International review of applied economics
3
International review of economics & finance : IREF
3
Journal of macroeconomics
3
Applied financial economics
2
Discussion paper series / IZA
2
Diskussionspapiere / Institut für Wirtschaftsforschung Halle
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Economic analysis and policy : EAP ; journal of the Economic Society of Australia
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Economic change & restructuring
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Economic change and restructuring : empirical and policy research on the transitional and emerging economies
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Economic systems
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Economics and Business Letters : EBL
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets review
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FINESS working papers
2
FIW working paper
2
Finance research letters
2
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
2
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
Exchange rate volatility and domestic consumption in the G7 : an asymmetric analysis
Bahmani-Oskooee, Mohsen
;
Baek, Jungho
- In:
Applied economics quarterly
67
(
2021
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10013165459
Saved in:
6
Time-varying impact of monetary policy shocks on US stock returns : the role of investor sentiment
Cepni, Oguzhan
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013188349
Saved in:
7
Contagion between real estate and financial markets : a Bayesian quantile-on-quantile approach
Caporin, Massimiliano
;
Gupta, Rangan
;
Ravazzolo, Francesco
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012667335
Saved in:
8
Turkish-German commodity trade and asymmetric J-Curve
Bahmani-Oskooee, Mohsen
;
Karamelikli, Huseyin
- In:
Applied economics quarterly
66
(
2020
)
2
,
pp. 93-129
Persistent link: https://www.econbiz.de/10012549960
Saved in:
9
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
10
Money supply volatility and the macroeconomy
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
24
(
2020
)
6
,
pp. 1392-1402
Persistent link: https://www.econbiz.de/10012307284
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