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subject:"Theorie"
subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~person:"Acemoglu, Daron"
~person:"Cumby, Robert E."
~person:"Ji, Qiang"
~person:"Jordà, Òscar"
~person:"Jovanovic, Boyan"
~source:"econis"
~subject:"Business cycle"
~subject:"Devisenmarkt"
~subject:"Interest rate"
~subject:"Shock"
~type:"article"
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Theorie
Zeitreihenanalyse
Business cycle
Devisenmarkt
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Shock
Estimation
24
Schätzung
24
Oil price
10
Welt
10
World
10
Ölpreis
10
Volatility
9
Volatilität
9
Schock
7
Impact assessment
6
Wirkungsanalyse
6
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5
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5
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5
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5
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5
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VAR-Modell
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14
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Acemoglu, Daron
Cumby, Robert E.
Ji, Qiang
Jordà, Òscar
Jovanovic, Boyan
Gupta, Rangan
60
Gil-Alaña, Luis A.
46
Serletis, Apostolos
21
Tiwari, Aviral Kumar
20
Bahmani-Oskooee, Mohsen
17
Chang, Tsangyao
17
Caporale, Guglielmo Maria
16
Apergēs, Nikolaos
15
Jawadi, Fredj
14
Ma, Feng
14
Wohar, Mark E.
14
Jalles, João Tovar
13
Salisu, Afees A.
13
Li, Jia
12
Moosa, Imad A.
12
Narayan, Paresh Kumar
12
Nonejad, Nima
12
Balcilar, Mehmet
11
Chan, Joshua
11
Kumbhakar, Subal
11
Miller, Stephen M.
11
Mumtaz, Haroon
11
Ranjbar, Omid
11
Demirer, Rıza
10
Hammoudeh, Shawkat
10
Lee, Chien-chiang
10
Liu, Xiaochun
10
Marcellino, Massimiliano
10
Pierdzioch, Christian
10
Tsionas, Efthymios G.
10
Yin, Libo
10
Afonso, António
9
Caporin, Massimiliano
9
Herwartz, Helmut
9
Huber, Florian
9
Koopman, Siem Jan
9
Todorov, Viktor
9
Wang, Yudong
9
Xu, Libo
9
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Applied economics letters
2
Energy economics
2
The North American journal of economics and finance : a journal of financial economics studies
2
Economic policy : a European forum
1
Financial management : FM
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of monetary economics
1
Research in international business and finance
1
The economic journal : the journal of the Royal Economic Society
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The review of economic studies : RES
1
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1
Sentiment regimes and reaction of stock markets to conventional and unconventional monetary policies : evidence from OECD countries
Cepni, Oguzhan
;
Gupta, Rangan
;
Ji, Qiang
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
3
,
pp. 365-381
Persistent link: https://www.econbiz.de/10014330982
Saved in:
2
Structural breaks in an endogenous growth model
Cogley, Timothy
;
Jovanovic, Boyan
- In:
The review of economic studies : RES
89
(
2022
)
2
,
pp. 666-694
Persistent link: https://www.econbiz.de/10013188852
Saved in:
3
Oil price shocks and stock market anomalies
Zhu, Zhaobo
;
Sun, Licheng
;
Tu, Jun
;
Ji, Qiang
- In:
Financial management : FM
51
(
2022
)
2
,
pp. 573-612
Persistent link: https://www.econbiz.de/10013348534
Saved in:
4
Forecasting charge-off rates with a panel Tobit model : the role of uncertainty
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 927-931
Persistent link: https://www.econbiz.de/10013411847
Saved in:
5
House price synchronization across the US states : the role of structural oil shocks
Sheng, Xin
;
Marfatia, Hardik A.
;
Gupta, Rangan
;
Ji, Qiang
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012821423
Saved in:
6
Movements in real estate uncertainty in the United States : the role of oil shocks
Gupta, Rangan
;
Sheng, Xin
;
Ji, Qiang
- In:
Applied economics letters
28
(
2021
)
13
,
pp. 1059-1065
Persistent link: https://www.econbiz.de/10012589935
Saved in:
7
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48 economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
8
On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks
Luo, Jiawen
;
Ji, Qiang
;
Klein, Tony
;
Todorova, Neda
; …
- In:
Energy economics
89
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012517048
Saved in:
9
The impacts of structural oil shocks on macroeconomic uncertainty : evidence from a large panel of 45 countries
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
91
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012518658
Saved in:
10
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
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