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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Balcilar, Mehmet"
~person:"Bali, Turan G."
~person:"Caporale, Guglielmo Maria"
~person:"Hammoudeh, Shawkat"
~person:"Serletis, Apostolos"
~source:"econis"
~subject:"Estimation"
~subject:"Forecasting model"
~subject:"Share price"
~type_genre:"Aufsatz im Buch"
~type_genre:"Bibliography included"
~type_genre:"Statistik"
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United States
Estimation
Forecasting model
Share price
Schätzung
10
Capital income
4
Kapitaleinkommen
4
Immobilienpreis
3
Real estate price
3
Volatility
3
Volatilität
3
Börsenkurs
2
Causality analysis
2
Cointegration
2
Housing returns
2
Kausalanalyse
2
Kointegration
2
Markov chain
2
Markov-Kette
2
Oil price
2
Prognoseverfahren
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USA
2
Welt
2
World
2
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2
1999-2007
1
ARCH model
1
ARCH-Modell
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Aktienmarkt
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Ankündigungseffekt
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Announcement effect
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CAPM
1
Causality-in-quantiles test
1
Commodities
1
Commodity derivative
1
Consumption-wealth ratio
1
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1
EU countries
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Article in journal
Aufsatz im Buch
Bibliography included
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English
10
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Balcilar, Mehmet
Bali, Turan G.
Caporale, Guglielmo Maria
Hammoudeh, Shawkat
Serletis, Apostolos
Wohar, Mark E.
7
Xuan Vinh Vo
7
Gupta, Rangan
5
Salisu, Afees A.
5
Gil-Alaña, Luis A.
4
Kutan, Ali Mustafa
4
Agarwal, Sumit
3
Arize, Augustine Chuck
3
Balli, Faruk
3
Brooks, Robert
3
Chang, Tsangyao
3
Chen, Shyh-Wei
3
Chiang, Thomas C.
3
Hasler, Michael
3
Lee, Chien-chiang
3
Malindretos, John
3
McAleer, Michael
3
Narayan, Seema
3
Sosvilla-Rivero, Simón
3
Wang, Yudong
3
Wei, K. C. John
3
Wu, Po-chin
3
Xie, Zixiong
3
Yang, Liyan
3
Yin, Libo
3
Zeaiter, Hussein
3
Zhou, Guofu
3
Ahmad, Ahmad Hassan
2
Ahmad, Wasim
2
Ali, Syed Zahid
2
Balli, Hatice Ozer
2
Beckmann, Joscha
2
Ben-David, Itzhak
2
Bissoondoyal-Bheenick, Emawtee
2
Bouri, Elie
2
Caporin, Massimiliano
2
Cen, Ling
2
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International review of economics & finance : IREF
Management science : journal of the Institute for Operations Research and the Management Sciences
Energy economics
12
Applied economics
11
Open economies review
9
Research in international business and finance
8
Applied economics letters
7
Economic modelling
7
International journal of finance & economics : IJFE
7
Macroeconomic dynamics
7
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
6
International review of financial analysis
6
Journal of international money and finance
6
Empirica : journal of european economics
5
The North American journal of economics and finance : a journal of financial economics studies
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Finance research letters
4
Journal of economic dynamics & control
4
Journal of international financial markets, institutions & money
4
The energy journal
4
Applied financial economics
3
Economics letters
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Journal of economic studies
3
Journal of economics and finance
3
Journal of economics and finance : JEF
3
Journal of financial and quantitative analysis : JFQA
3
Journal of financial economics
3
Journal of money, credit and banking : JMCB
3
Review of international economics
3
Bulletin of economic research
2
Computational economics
2
Defence and peace economics
2
Emerging markets review
2
Journal of applied econometrics
2
Journal of economic integration
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Oxford bulletin of economics and statistics
2
Pacific-Basin finance journal
2
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ECONIS (ZBW)
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1
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:
2
Housing sector and economic policy uncertainty : a GMM panel VAR approach
Balcilar, Mehmet
;
Roubaud, David
;
Uzuner, Gizem
;
Wohar, …
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 114-126
Persistent link: https://www.econbiz.de/10013175755
Saved in:
3
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:
4
Unusual news flow and the cross section of stock returns
Bali, Turan G.
;
Bodnaruk, Andrij
;
Scherbina, Anna
;
Tang, Yi
- In:
Management science : journal of the Institute for …
64
(
2018
)
9
,
pp. 4137-4155
Persistent link: https://www.econbiz.de/10011921496
Saved in:
5
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:
6
Dynamic conditional beta is alive and well in the cross section of daily stock returns
Bali, Turan G.
;
Engle, Robert F.
;
Tang, Yi
- In:
Management science : journal of the Institute for …
63
(
2017
)
11
,
pp. 3760-3779
Persistent link: https://www.econbiz.de/10011772757
Saved in:
7
The time-varying causality between spot and futures crude oil prices : a regime switching approach
Balcilar, Mehmet
;
Gungor, Hasan
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 51-71
Persistent link: https://www.econbiz.de/10011571896
Saved in:
8
A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates
Balcilar, Mehmet
;
Hammoudeh, Shawkat
;
Asaba, Nwin-Anefo Fru
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 72-89
Persistent link: https://www.econbiz.de/10011571898
Saved in:
9
Commodities and financial variables : analyzing relationships in a changing regime environment
Bhar, Ramaprasad
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
20
(
2011
)
4
,
pp. 469-484
Persistent link: https://www.econbiz.de/10009304009
Saved in:
10
Precious metals-exchange rate volatility transmissions and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
; …
- In:
International review of economics & finance : IREF
19
(
2010
)
4
,
pp. 633-647
Persistent link: https://www.econbiz.de/10009007004
Saved in:
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