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subject:"EU countries"
subject:"Estimation"
~isPartOf:"International journal of forecasting"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The Japanese economic review : the journal of the Japanese Economic Association"
~person:"Balli, Hatice Ozer"
~person:"Chang, Chia-Lin"
~person:"Gupta, Rangan"
~subject:"Prognoseverfahren"
~subject:"Stock market spillovers"
~subject:"World"
~type_genre:"Article in journal"
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EU countries
Estimation
Prognoseverfahren
Stock market spillovers
World
Schätzung
12
Volatility
6
Volatilität
6
Capital income
5
Forecasting model
5
Kapitaleinkommen
5
Welt
5
Aktienmarkt
4
Immobilienpreis
4
Real estate price
4
Stock market
4
USA
4
United States
4
ARCH model
3
ARCH-Modell
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Börsenkurs
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Share price
3
Spillover effect
3
Spillover-Effekt
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Cointegration
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Commodity derivative
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Forecasting
2
Housing returns
2
Kointegration
2
Nonparametric causality-in-quantiles test
2
Rohstoffderivat
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Stock returns
2
Taiwan
2
Time series analysis
2
Vermögen
2
Wealth
2
Zeitreihenanalyse
2
1978-2008
1
1990-2008
1
Aktienindex
1
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1
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1
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Article in journal
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English
12
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Balli, Hatice Ozer
Chang, Chia-Lin
Gupta, Rangan
Wohar, Mark E.
8
McAleer, Michael
7
Xuan Vinh Vo
7
Balcilar, Mehmet
5
Koopman, Siem Jan
5
Salisu, Afees A.
5
Gil-Alaña, Luis A.
4
Hammoudeh, Shawkat
4
Kutan, Ali Mustafa
4
Wang, Yudong
4
Arize, Augustine Chuck
3
Athanasopoulos, George
3
Balli, Faruk
3
Brooks, Robert
3
Chang, Tsangyao
3
Chao, Chi-Chur
3
Chen, Shyh-Wei
3
Chiang, Thomas C.
3
Ho, Tsung-wu
3
Huber, Florian
3
Lee, Chien-chiang
3
Malindretos, John
3
Narayan, Paresh Kumar
3
Narayan, Seema
3
Sosvilla-Rivero, Simón
3
Wu, Po-chin
3
Xie, Zixiong
3
Yin, Libo
3
Zeaiter, Hussein
3
Ahmad, Ahmad Hassan
2
Ahmad, Wasim
2
Ali, Syed Zahid
2
Ando, Koichi
2
Asai, Manabu
2
Asano, Seki
2
Beckmann, Joscha
2
Bissoondoyal-Bheenick, Emawtee
2
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International journal of forecasting
International review of economics & finance : IREF
The Japanese economic review : the journal of the Japanese Economic Association
The North American journal of economics and finance : a journal of financial economics studies
14
Applied economics
13
Finance research letters
10
Research in international business and finance
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied economics letters
6
Economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of finance & economics : IJFE
6
Economic modelling
5
Energy economics
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Economic systems
3
Economics and Business Letters : EBL
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Journal of economics and finance
3
Journal of forecasting
3
Journal of macroeconomics
3
Journal of multinational financial management
3
Structural change and economic dynamics : SC+ED
3
The European journal of finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Annals of economics and finance
2
Defence and peace economics
2
Economics, management and financial markets
2
Emerging markets review
2
Empirica : journal of european economics
2
Eurasian economic review : a journal in applied macroeconomics and finance
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
International review of financial analysis
2
Journal of applied economics
2
Journal of behavioral and experimental finance
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Macroeconomic dynamics
2
Open economies review
2
Tourism economics : the business and finance of tourism and recreation
2
Annals of financial economics
1
Applied financial economics
1
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ECONIS (ZBW)
12
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1
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:
2
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:
3
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:
4
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
5
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Modelling a latent daily Tourism Financial Conditions Index
Chang, Chia-Lin
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 113-126
Persistent link: https://www.econbiz.de/10011573563
Saved in:
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