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type_genre:"Article in journal"
~isPartOf:"Econometric reviews"
~isPartOf:"International advances in economic research"
~isPartOf:"International review of financial analysis"
~person:"Azad, A. S. M. Sohel"
~person:"Caporale, Guglielmo Maria"
~person:"Charles, Amélie"
~person:"McAleer, Michael"
~person:"Yarovaya, Larisa"
~subject:"Cointegration"
~subject:"Deutschland"
~subject:"Estimation"
~subject:"Financial economics"
~subject:"Panel"
~subject:"United Kingdom"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Fallstudie"
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Azad, A. S. M. Sohel
Caporale, Guglielmo Maria
Charles, Amélie
McAleer, Michael
Yarovaya, Larisa
Ma, Feng
5
Narayan, Paresh Kumar
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Xuan Vinh Vo
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ECONIS (ZBW)
16
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1
U.S. house prices by Census Division : persistence, trends and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International advances in economic research
29
(
2023
)
1/2
,
pp. 79-90
Persistent link: https://www.econbiz.de/10014251676
Saved in:
2
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
Saved in:
3
Non-linear relationship between oil and cryptocurrencies : evidence from returns and shocks
Naeem, Muhammad Abubakr
;
Sitara Karim
;
Abrar, Afsheen
; …
- In:
International review of financial analysis
89
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014465059
Saved in:
4
Is there a CSI-leverage nexus?
Ali Ahmed, Huson Joher
;
Azad, A. S. M. Sohel
;
Poon, Wai …
- In:
International review of financial analysis
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014467053
Saved in:
5
Inflation targeting & implications of oil shocks for inflation expectations in oil-importing and exporting economies : evidence from three Nordic Kingdoms
Nasir, Muhammad Ali
;
Toan Luu Duc Huynh
;
Yarovaya, Larisa
- In:
International review of financial analysis
72
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012437435
Saved in:
6
Global and regional stock market integration in Asia : a panel convergence approach
Caporale, Guglielmo Maria
;
You, Kefei
;
Chen, Lei
- In:
International review of financial analysis
65
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012208866
Saved in:
7
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
8
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
9
Persistence and cycles in the us federal funds rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
52
(
2017
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011868684
Saved in:
10
International stock return predictability : evidence from new statistical tests
Charles, Amélie
;
Darné, Olivier
;
Kim, Jae H.
- In:
International review of financial analysis
54
(
2017
),
pp. 97-113
Persistent link: https://www.econbiz.de/10011878164
Saved in:
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