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type_genre:"Article in journal"
type_genre:"Survey"
~accessRights:"restricted"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of multinational financial management"
~person:"Bian, Yang"
~person:"Caporale, Guglielmo Maria"
~person:"Ghosh, Taniya"
~person:"Gupta, Rangan"
~person:"Salisu, Afees A."
~subject:"Cointegration"
~subject:"Geldpolitik"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risiko"
~subject:"VAR-Modell"
~subject:"forecasting"
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Cointegration
Geldpolitik
Oil price
Prognoseverfahren
Risiko
VAR-Modell
forecasting
Estimation
11
Schätzung
11
Forecasting model
4
Risk
4
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4
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4
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4
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4
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Theory
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impulse response functions
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Bian, Yang
Caporale, Guglielmo Maria
Ghosh, Taniya
Gupta, Rangan
Salisu, Afees A.
Huang, Wei-Qiang
3
Sheng, Xin
3
Abedin, Md. Thasinul
2
Berument, Hakan
2
Blazsek, Szabolcs
2
Cai, Yifei
2
Chang, Tsangyao
2
Cuñado Eizaguirre, Juncal
2
Ji, Qiang
2
Liu, Peipei
2
Ma, Feng
2
Mitra, Rajarshi
2
Olson, Eric
2
Pierdzioch, Christian
2
Siliverstovs, Boriss
2
Tiwari, Aviral Kumar
2
Wohar, Mark E.
2
Acquaye, Ivy K.
1
Ahmad, Ahmad Hassan
1
Akosah, Nana Kwame
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Alfonso, António
1
Almudhaf, Fahad
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An, Zhen
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Anders, Sven
1
Aworinde, Olalekan Bashir
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Ayala, Astrid Loretta
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Barseghyan, Gayane
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Bawa, Jaslene Kaur
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1
Beyaert, Arielle
1
Białowolski, Piotr
1
Bittmann, Thomas
1
Bland, James R.
1
Bui Hoang Ngoc
1
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Applied economics letters
Journal of multinational financial management
Finance research letters
10
International review of economics & finance : IREF
9
The North American journal of economics and finance : a journal of financial economics studies
9
Research in international business and finance
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Energy economics
6
Economics letters
5
Applied economics
4
International journal of finance & economics : IJFE
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International review of financial analysis
3
Journal for studies in economics and econometrics : SEE
3
Open economies review
3
Annals of financial economics
2
Economic modelling
2
Emerging markets review
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of forecasting
2
Journal of macroeconomics
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Macroeconomic dynamics
2
Macroeconomics and finance in emerging market economies
2
Structural change and economic dynamics : SC+ED
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The European journal of finance
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Contemporary economics
1
Defence and peace economics
1
Economic change & restructuring
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Global finance journal
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of forecasting
1
International journal of strategic property management
1
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ECONIS (ZBW)
9
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1
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:
2
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:
3
The impact of disaggregated oil shocks on state-level consumption of the United States
Gupta, Rangan
;
Sheng, Xin
;
Van Eyden, Reneé
;
Wohar, Mark E.
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1818-1824
Persistent link: https://www.econbiz.de/10012697678
Saved in:
4
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
5
Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
Saved in:
6
Testing the Friedman-Schwartz hypothesis using time-varying correlation analysis
Ghosh, Taniya
;
Parab, Prashant Mehul
- In:
Applied economics letters
26
(
2019
)
20
,
pp. 1694-1699
Persistent link: https://www.econbiz.de/10012204884
Saved in:
7
The role of economic and financial uncertainties in predicting commodity futures returns and volatility : evidence from a nonparametric causality-in-quantiles test
Bahloul, Walid
;
Balcilar, Mehmet
;
Cuñado Eizaguirre, Juncal
- In:
Journal of multinational financial management
45
(
2018
),
pp. 52-71
Persistent link: https://www.econbiz.de/10012055774
Saved in:
8
Housing, consumption and monetary policy : how different are the first-, second- and third-tier cities in China?
Wu, Lili
;
Bian, Yang
- In:
Applied economics letters
25
(
2018
)
15
,
pp. 1107-1111
Persistent link: https://www.econbiz.de/10012132364
Saved in:
9
Economic policy uncertainty and stock market returns in PacificRim countries : evidence based on a Bayesian panel VAR model
Christou, Christina
;
Cuñado Eizaguirre, Juncal
;
Gupta, …
- In:
Journal of multinational financial management
40
(
2017
),
pp. 92-102
Persistent link: https://www.econbiz.de/10011927815
Saved in:
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