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type_genre:"Article in journal"
type_genre:"Survey"
~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
Geldpolitik
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USA
VAR-Modell
Estimation
296
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296
United States
81
Börsenkurs
80
Share price
80
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79
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79
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74
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73
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67
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165
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Caporale, Guglielmo Maria
Ghosh, Taniya
Gupta, Rangan
Salisu, Afees A.
Bahmani-Oskooee, Mohsen
76
Gil-Alaña, Luis A.
65
Wohar, Mark E.
42
Belke, Ansgar
35
Balcilar, Mehmet
32
Chang, Tsangyao
32
Tiwari, Aviral Kumar
32
Apergēs, Nikolaos
30
Shahbaz, Muhammad
29
Lee, Chien-chiang
25
Payne, James E.
25
Serletis, Apostolos
24
Beckmann, Joscha
22
Hsing, Yu
21
Pradhan, Rudra Prakash
21
Pesaran, M. Hashem
19
Hammoudeh, Shawkat
17
Bali, Turan G.
16
Bollerslev, Tim
16
Chiang, Thomas C.
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Herzer, Dierk
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Holmes, Mark J.
16
Koop, Gary
16
Arize, Augustine Chuck
15
Herwartz, Helmut
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Miller, Stephen M.
15
Rahman, A. K. M. Matiur
15
Shahzad, Syed Jawad Hussain
15
Xuan Vinh Vo
15
Cebula, Richard J.
14
Gozgor, Giray
14
Hamori, Shigeyuki
14
Heckman, James J.
14
Moosa, Imad A.
14
Mumtaz, Haroon
14
Pierdzioch, Christian
14
Sarno, Lucio
14
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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
7
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
6
Finance research letters
6
International journal of finance & economics : IJFE
5
Economics and Business Letters : EBL
4
Economics letters
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Energy economics
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Open economies review
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3
Journal for studies in economics and econometrics : SEE
3
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Empirica : journal of european economics
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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
2
Macroeconomic dynamics
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Macroeconomics and finance in emerging market economies
2
Review of financial economics : RFE
2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
Structural change and economic dynamics : SC+ED
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Comparative economic studies
1
Contemporary economics
1
Defence and peace economics
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ECONIS (ZBW)
165
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61
A fractional cointegration VAR analysis of Islamic stocks : a global perspective
Salisu, Afees A.
;
Ndako, Umar Bida
;
Adediran, Idris A.
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012659434
Saved in:
62
Time-varying role of macroeconomic shocks on house prices in the US and UK : evidence from over 150 years of data
Plakandaras, Vasilios
;
Gupta, Rangan
;
Katrakilides, K.
; …
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2249-2285
Persistent link: https://www.econbiz.de/10012254637
Saved in:
63
Inflation dynamics in Uganda : a quantile regression approach
Anguyo, Francis Leni
;
Gupta, Rangan
;
Kotzé, Kevin
- In:
Macroeconomics and finance in emerging market economies
13
(
2020
)
2
,
pp. 161-187
Persistent link: https://www.econbiz.de/10012256201
Saved in:
64
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:
65
Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions
Christou, Christina
;
Naraidoo, Ruthira
;
Gupta, Rangan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012289400
Saved in:
66
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
Saved in:
67
Threshold effects of inequality on economic growth in the US states : the role of human capital to physical capital ratio
Çepni, Oğuzhan
;
Gupta, Rangan
;
Lv, Zhihui
- In:
Applied economics letters
27
(
2020
)
19
,
pp. 1546-1551
Persistent link: https://www.econbiz.de/10012315664
Saved in:
68
Forecasting equity premium in a panel of OECD countries : the role of economic policy uncertainty
Christou, Christina
;
Gupta, Rangan
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 243-248
Persistent link: https://www.econbiz.de/10012417600
Saved in:
69
A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques
Tule, Moses Kpughur
;
Salisu, Afees A.
;
Ebuh, Godday …
- In:
Economic modelling
87
(
2020
),
pp. 225-237
Persistent link: https://www.econbiz.de/10012416444
Saved in:
70
High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
Saved in:
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