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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"Economics letters"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Gil-Alaña, Luis A."
~person:"Kutan, Ali Mustafa"
~person:"Ma, Feng"
~person:"Sosvilla-Rivero, Simón"
~subject:"Commodity derivative"
~subject:"Time-varying parameters"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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EU-Staaten
Commodity derivative
Time-varying parameters
Volatility
Estimation
19
Schätzung
19
Capital income
6
Cointegration
6
Fractional integration
6
Kapitaleinkommen
6
Kointegration
6
EU countries
5
Time series analysis
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5
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1978-1994
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Gil-Alaña, Luis A.
Kutan, Ali Mustafa
Ma, Feng
Sosvilla-Rivero, Simón
Prokopczuk, Marcel
6
Gupta, Rangan
4
Wese Simen, Chardin
4
Xuan Vinh Vo
4
Yin, Libo
4
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3
Chiang, Thomas C.
3
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3
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3
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2
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2
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2
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2
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2
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2
Chiu, Ching Wai Jeremy
2
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2
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2
Do, Hung Xuan
2
Egger, Peter
2
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2
Kearney, Fearghal
2
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2
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2
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Economics letters
International review of economics & finance : IREF
Journal of banking & finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Applied economics letters
8
Applied economics
6
Energy economics
6
Finance research letters
4
International journal of finance & economics : IJFE
4
International review of financial analysis
3
Journal of international financial markets, institutions & money
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
2
Journal of economics and finance : JEF
2
Journal of international money and finance
2
The North American journal of economics and finance : a journal of financial economics studies
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
Applied financial economics
1
Applied financial economics letters
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Baltic journal of economics
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Comparative economic studies
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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European economic review : EER
1
Financial innovation : FIN
1
Hacienda pública española : review of public economics
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Research in international business and finance
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Review of development finance
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Revista de economía mundial : REM ; revista de la Sociedad de Economía Mundial
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ECONIS (ZBW)
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1
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
2
Black swan events and COVID-19 outbreak : sector level evidence from the US, UK, and European stock markets
Ahmad, Wasim
;
Kutan, Ali Mustafa
;
Gupta, Smarth
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 546-557
Persistent link: https://www.econbiz.de/10012692797
Saved in:
3
Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model
Dhaoui, Abderrazak
;
Chevallier, Julien
;
Ma, Feng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012507450
Saved in:
4
Volatility persistence in cryptocurrency markets under structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 680-691
Persistent link: https://www.econbiz.de/10012487193
Saved in:
5
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 170-178
Persistent link: https://www.econbiz.de/10012205401
Saved in:
6
Volatility information trading in the index options market : an intraday analysis
Yang, Heejin
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 412-426
Persistent link: https://www.econbiz.de/10012372813
Saved in:
7
Heterogeneity in the debt-growth nexus : evidence from EMU countries
Gómez Puig, Marta
;
Sosvilla-Rivero, Simón
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 470-486
Persistent link: https://www.econbiz.de/10011754567
Saved in:
8
Forecasting realized volatility in a changing world : a dynamic model averaging approach
Wang, Yudong
;
Ma, Feng
;
Wei, Yu
;
Wu, Chongfeng
- In:
Journal of banking & finance
64
(
2016
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011634282
Saved in:
9
Real and monetary convergence between the European Union's core and recent member countries : a rolling cointegration approach
Brada, Josef C.
;
Kutan, Ali Mustafa
;
Zhou, Su
- In:
Journal of banking & finance
29
(
2005
)
1
,
pp. 249-270
Persistent link: https://www.econbiz.de/10002441407
Saved in:
10
Testing nonlinear forecastability in time series : theory and evidence from the EMS
Fernández Rodríguez, Fernando
- In:
Economics letters
59
(
1998
)
1
,
pp. 49-63
Persistent link: https://www.econbiz.de/10001239094
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