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source:"econis"
subject:"Theorie"
~isPartOf:"International review of economics & finance : IREF"
~language:"eng"
~person:"Attanasio, Orazio P."
~person:"Balli, Faruk"
~person:"Creedy, John"
~person:"Gupta, Rangan"
~person:"Kilian, Lutz"
~subject:"Aktienmarkt"
~subject:"USA"
~subject:"Zeitreihenanalyse"
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Estimation
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Attanasio, Orazio P.
Balli, Faruk
Creedy, John
Gupta, Rangan
Kilian, Lutz
Wohar, Mark E.
4
Balcilar, Mehmet
3
Brooks, Robert
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Chen, Shyh-Wei
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Gil-Alaña, Luis A.
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International review of economics & finance : IREF
Department of Economics working paper series
26
Working papers / University of Connecticut, Department of Economics
14
Discussion paper / Centre for Economic Policy Research
11
The North American journal of economics and finance : a journal of financial economics studies
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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1
An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices
Kapar, Burcu
;
Syed Mabruk Billah
;
Rana, Faisal
;
Balli, Faruk
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1442-1467
Persistent link: https://www.econbiz.de/10014446633
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
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
Saved in:
4
Why do U.S. uncertainties drive stock market spillovers? : international evidence
Balli, Faruk
;
Hasan, Mudassar
;
Balli, Hatice Ozer
; …
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 288-301
Persistent link: https://www.econbiz.de/10013175813
Saved in:
5
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
6
Determinants of sector of holders international equity holdings
Balli, Faruk
;
Balli, Hatice Ozer
;
Basher, Syed Abul
; …
- In:
International review of economics & finance : IREF
63
(
2019
),
pp. 329-338
Persistent link: https://www.econbiz.de/10012321991
Saved in:
7
Do house prices hedge inflation in the US? : a quantile cointegration approach
Christou, Christina
;
Gupta, Rangan
;
Nyakabawo, Wendy
; …
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 15-26
Persistent link: https://www.econbiz.de/10012033339
Saved in:
8
Do cay and cayMS predict stock and housing returns? : evidence from a nonparametric causality test
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 269-279
Persistent link: https://www.econbiz.de/10011747274
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