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type_genre:"Article in journal"
type_genre:"Survey"
~accessRights:"restricted"
~subject:"Fractional integration"
~subject:"Geldpolitik"
~subject:"Risiko"
~subject:"VAR-Modell"
~type_genre:"Conference paper"
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Fractional integration
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Estimation
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18,358
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966
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Gupta, Rangan
56
Gil-Alaña, Luis A.
36
Balcilar, Mehmet
15
Caporale, Guglielmo Maria
14
Serletis, Apostolos
12
Wohar, Mark E.
12
Salisu, Afees A.
11
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10
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9
Gozgor, Giray
9
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9
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9
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8
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8
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8
Scharler, Johann
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Tiwari, Aviral Kumar
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Wang, Yudong
8
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7
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7
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7
Xuan Vinh Vo
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6
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Bali, Turan G.
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6
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6
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6
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6
Lütkepohl, Helmut
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Ma, Jun
6
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International review of economics & finance : IREF
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Journal of economic dynamics & control
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The North American journal of economics and finance : a journal of financial economics studies
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International review of financial analysis
46
Journal of banking & finance
40
European economic review : EER
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Macroeconomic dynamics
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Journal of monetary economics
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Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of econometrics
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Journal of empirical finance
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Open economies review
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Pacific-Basin finance journal
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
23
International journal of finance & economics : IJFE
22
Journal of financial economics
22
Journal of international economics
22
Journal of quantitative economics
21
Emerging markets, finance and trade : EMFT
19
International journal of forecasting
18
Journal of policy modeling : JPMOD ; a social science forum of world issues
17
Review of economic dynamics
17
The B.E. journal of macroeconomics
17
Journal of economic behavior & organization : JEBO
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Economic systems
15
Journal of applied econometrics
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ECONIS (ZBW)
2,631
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41
Global impacts of oil price shocks : the trade effect
Moshiri, Saeed
;
Kheirandish, Elham
- In:
Journal of economic studies
51
(
2024
)
1
,
pp. 126-144
Persistent link: https://www.econbiz.de/10014466441
Saved in:
42
Can market risk explain the systemic risk? : evidence from the US banking industry
Tzouvanas, Panagiotis
- In:
Journal of economic studies
51
(
2024
)
1
,
pp. 165-184
Persistent link: https://www.econbiz.de/10014466448
Saved in:
43
Does uncertainty promote exchange rate volatility? : global evidence
Aftab, Muhammad
;
Naeem, Maham
;
Ṭāhir, Muḥammad
; …
- In:
Studies in economics and finance
41
(
2024
)
1
,
pp. 177-191
Persistent link: https://www.econbiz.de/10014467196
Saved in:
44
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
45
How different are monetary unions to national economies according to prices?
Glushenkova, Marina
;
Zachariadis, Marios
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 684-702
Persistent link: https://www.econbiz.de/10014469049
Saved in:
46
How far can the long-run risk model with durable goods explain the variation of the yield curve?
Ikeda, Ryoichi
;
Igarashi, Yoske
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 444-459
Persistent link: https://www.econbiz.de/10014446473
Saved in:
47
Is the exchange rate a shock absorber? : the shocks matter
Beckmann, Joscha
;
Breitenlechner, Max
;
Scharler, Johann
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 114-130
Persistent link: https://www.econbiz.de/10014446730
Saved in:
48
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
49
Economic integration and consumption risk sharing : a comparison of Eurozone and OECD countries
Beck, Krzysztof
;
Yersh, Valeryia
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 784-803
Persistent link: https://www.econbiz.de/10014446814
Saved in:
50
Is downside risk priced in cryptocurrency market?
Dobrynskaja, V. V.
- In:
International review of financial analysis
91
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014446931
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