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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Applied economics letters"
~subject:"Stock market"
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Time series analysis
United States
Stock market
Estimation
1,173
Schätzung
1,173
Theorie
169
Theory
169
USA
140
Welt
124
World
124
Börsenkurs
113
Share price
113
Kaufkraftparität
103
Purchasing power parity
103
Cointegration
94
Kointegration
94
Panel
91
Panel study
91
Economic growth
88
Wirtschaftswachstum
88
Capital income
86
Kapitaleinkommen
86
Aktienmarkt
78
Volatility
77
Volatilität
77
Zeitreihenanalyse
76
Einheitswurzeltest
70
Unit root test
70
Deutschland
61
Germany
61
Business cycle
59
Konjunktur
59
EU countries
57
EU-Staaten
56
Forecasting model
56
Prognoseverfahren
56
Estimation theory
55
Schätztheorie
55
China
46
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46
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Article
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275
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English
275
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Gil-Alaña, Luis A.
10
Caporale, Guglielmo Maria
6
Chang, Tsangyao
5
Bahmani-Oskooee, Mohsen
4
Gupta, Rangan
4
Tiwari, Aviral Kumar
4
Cai, Yifei
3
Goel, Rajeev K.
3
Huang, Ho-chuan
3
Arouri, Mohamed
2
Bhaskara Rao, Buddhavarapu
2
Carcel, Hector
2
Ciner, Cetin
2
Cook, Steven
2
Grobys, Klaus
2
Haley, M. Ryan
2
Holmes, Mark J.
2
Jawadi, Fredj
2
Lim, Kian-Ping
2
Ma, Feng
2
McKenzie, Jordi
2
Morley, Bruce
2
Nguyen, Duc Khuong
2
Nieh, Chien-chung
2
Olson, Eric
2
Ranjbar, Omid
2
Ryu, Doojin
2
Sheng, Xin
2
Tobing, Elwin
2
Westerlund, Joakim
2
Wohar, Mark E.
2
Yamada, Hiroshi
2
Yeh, Chih-chuan
2
Yoon, Gawon
2
Aadland, David
1
Abedin, Md. Thasinul
1
Acharya, Ram N.
1
Ajilore, Olugbenga
1
Akashi-Ronquest, Naoko
1
Albulescu, Claudiu Tiberiu
1
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Applied economics letters
Working paper / National Bureau of Economic Research, Inc.
1,510
Discussion paper series / IZA
433
Discussion paper / Centre for Economic Policy Research
412
Applied economics
399
CESifo working papers
232
Economic modelling
227
NBER working paper series
204
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
178
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
177
The review of economics and statistics
173
Working paper
172
Finance and economics discussion series
171
Journal of econometrics
169
Applied financial economics
162
Finance research letters
159
International review of economics & finance : IREF
155
The American economic review
153
The journal of finance : the journal of the American Finance Association
150
Economics letters
148
NBER Working Paper
141
The North American journal of economics and finance : a journal of financial economics studies
124
Energy economics
123
Journal of applied econometrics
122
International review of financial analysis
121
Journal of international money and finance
117
Journal of banking & finance
113
Discussion paper / Tinbergen Institute
101
Research in international business and finance
96
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
93
The journal of futures markets
93
The review of financial studies
93
International journal of forecasting
90
Journal of international financial markets, institutions & money
90
Journal of money, credit and banking : JMCB
90
Discussion paper
89
Journal of empirical finance
86
International journal of finance & economics : IJFE
82
Journal of economic dynamics & control
80
Journal of financial economics
79
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ECONIS (ZBW)
275
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
The day-of-the-week effect on global stock market volatility after a market shock
Kang, Taehyeon
;
Cho, Eunyoung
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 696-701
Persistent link: https://www.econbiz.de/10014557841
Saved in:
3
Time-varying causal impacts of the continental US weather risks on food price
Cai, Yifei
;
Chang, Hao Wen
;
Chang, Tsangyao
;
Țăran, …
- In:
Applied economics letters
31
(
2024
)
14
,
pp. 1298-1304
Persistent link: https://www.econbiz.de/10014558853
Saved in:
4
Fourier nonlinear quantile unit root test of purchasing power parity in cryptocurrencies
Goswami, Gour G.
;
Saha, Tapas Kumar
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 312-322
Persistent link: https://www.econbiz.de/10014468817
Saved in:
5
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
6
Monetary policy spillovers : the impact of ECB conventional and unconventional monetary policies on the Swiss stock market
Fausch, Jürg
;
Sutter, Daniel
- In:
Applied economics letters
31
(
2024
)
2
,
pp. 122-127
Persistent link: https://www.econbiz.de/10014448257
Saved in:
7
Testing fiscal sustainability in OECD countries : new evidence from the past centuries
Saadaoui, Jamel
;
Lau, Chi Keung
;
Cai, Yifei
- In:
Applied economics letters
31
(
2024
)
7
,
pp. 676-682
Persistent link: https://www.econbiz.de/10014557825
Saved in:
8
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
9
Forecasting exchange rate markets' volatility of G7 countries : will stock market volatility help?
Zhang, Feipeng
;
Zhang, Zhao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 991-999
Persistent link: https://www.econbiz.de/10014303619
Saved in:
10
The VolCo index : a measure of the transition from pandemic to equity market
Wang, Kun
;
Han, Chuan-Hsiang
- In:
Applied economics letters
30
(
2023
)
15
,
pp. 2004-2008
Persistent link: https://www.econbiz.de/10014324852
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