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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Caporale, Guglielmo Maria"
~person:"Ghosh, Taniya"
~person:"Gupta, Rangan"
~person:"Salisu, Afees A."
~subject:"Cointegration"
~subject:"Geldpolitik"
~subject:"Risiko"
~subject:"USA"
~subject:"VAR-Modell"
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Cointegration
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Estimation
10
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4
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4
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Caporale, Guglielmo Maria
Ghosh, Taniya
Gupta, Rangan
Salisu, Afees A.
Cheung, Yin-Wong
3
Bredin, Donal
2
Clarida, Richard H.
2
Gil-Alaña, Luis A.
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Nitzsche, Dirk
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Ogbonna, Ahamuefula E.
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Parhi, Mamata
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International journal of finance & economics : IJFE
Applied economics letters
8
Research in international business and finance
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Economic modelling
7
International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirica : journal of european economics
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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International review of financial analysis
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Journal of international financial markets, institutions & money
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Journal of multinational financial management
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Macroeconomics and finance in emerging market economies
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Review of financial economics : RFE
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Scottish journal of political economy : the journal of the Scottish Economic Society
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Structural change and economic dynamics : SC+ED
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Contemporary economics
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Defence and peace economics
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1
The short-run and long-run effects of trade openness on financial development : some panel evidence for Europe
Caporale, Guglielmo Maria
;
Sova, Anamaria Diana
;
Sova, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3891-3901
Persistent link: https://www.econbiz.de/10014429199
Saved in:
2
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
3
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
4
A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements
Salisu, Afees A.
;
Isah, Kazeem
;
Ogbonnaya-Orji, Nnenna
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1220-1239
Persistent link: https://www.econbiz.de/10012815021
Saved in:
5
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
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