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subject:"Share price"
subject:"Stock index"
~person:"Balcilar, Mehmet"
~person:"Engle, Robert F."
~subject:"Kapitaleinkommen"
~subject:"Kointegration"
~type:"article"
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Share price
Stock index
Kapitaleinkommen
Kointegration
Estimation
66
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66
Volatility
24
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24
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23
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Balcilar, Mehmet
Engle, Robert F.
Gupta, Rangan
88
Gil-Alaña, Luis A.
68
Zaremba, Adam
58
Caporale, Guglielmo Maria
47
Wohar, Mark E.
45
Bahmani-Oskooee, Mohsen
42
Tiwari, Aviral Kumar
42
Narayan, Paresh Kumar
40
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39
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30
Pierdzioch, Christian
28
Chang, Tsangyao
27
Lee, Chien-chiang
27
Ma, Feng
24
Belke, Ansgar
23
Todorov, Viktor
23
Bollerslev, Tim
22
Xuan Vinh Vo
22
Chiang, Thomas C.
21
Apergēs, Nikolaos
20
Bouri, Elie
20
Salisu, Afees A.
20
Sehgal, Sanjay
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Wang, Yudong
20
Cakici, Nusret
19
McAleer, Michael
19
Pradhan, Rudra Prakash
19
Bali, Turan G.
18
Jawadi, Fredj
18
Kumar, Dilip
18
Zhang, Yaojie
18
Beckmann, Joscha
17
Bohl, Martin T.
16
Brooks, Robert
16
Holmes, Mark J.
16
Shahzad, Syed Jawad Hussain
15
Westerlund, Joakim
15
Demirer, Rıza
14
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Energy economics
3
International review of economics & finance : IREF
3
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2
The North American journal of economics and finance : a journal of financial economics studies
2
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ECONIS (ZBW)
35
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1
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:
2
The predictive power of the term spread on inequality in the United Kingdom : an empirical analysis
Balcilar, Mehmet
;
Berisha, Edmond
;
Çepni, Oğuzhan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1979-1988
Persistent link: https://www.econbiz.de/10013184598
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
High-frequency predictability of housing market movements of the United States : the role of economic sentiment
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Kyei, …
- In:
The journal of behavioral finance : a publication of …
22
(
2021
)
4
,
pp. 490-498
Persistent link: https://www.econbiz.de/10012649950
Saved in:
5
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
Saved in:
6
Modelling the employment, income and price elasticities of outbound tourism demand in OECD countries
Balcilar, Mehmet
;
Aghazadeh, Sahar
;
Ike, George N.
- In:
Tourism economics : the business and finance of tourism …
27
(
2021
)
5
,
pp. 971-990
Persistent link: https://www.econbiz.de/10012625871
Saved in:
7
The effect of global and regional stock market shocks on safe haven assets
Balcilar, Mehmet
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, …
- In:
Structural change and economic dynamics : SC+ED
54
(
2020
),
pp. 297-308
Persistent link: https://www.econbiz.de/10012499705
Saved in:
8
Distribution specific dependence and causality between industry-level U.S. credit and stock markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Journal of international financial markets, …
52
(
2018
),
pp. 114-133
Persistent link: https://www.econbiz.de/10011986230
Saved in:
9
Differences of opinion and stock market volatility : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, …
- In:
Journal of economics and finance
42
(
2018
)
2
,
pp. 339-351
Persistent link: https://www.econbiz.de/10012031009
Saved in:
10
Does inflation cause gold market price changes? : evidence on the G7 countries from the tests of nonparametric quantile causality in mean and variance
Balcilar, Mehmet
;
Ozdemir, Zeynel Abidin
;
Shahbaz, Muhammad
- In:
Applied economics
50
(
2018
)
17
,
pp. 1891-1909
Persistent link: https://www.econbiz.de/10011849618
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