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~accessRights:"restricted"
~isPartOf:"Applied economics"
~isPartOf:"Economia internazionale"
~isPartOf:"International economics and economic policy : IEEP"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of behavioral and experimental economics"
~isPartOf:"The journal of real estate finance and economics"
~isPartOf:"Working Papers / Department of Economics, Faculty of Economic and Management Sciences"
~person:"Al-Shayeb, Abdulrahman"
~person:"Andersson, Per-Åke"
~person:"Carlson, Mark"
~person:"Gil-Alana, Luis A."
~person:"Gupta, Rangan"
~person:"Hatemi-J, Abdulnasser"
~person:"Zhou, Jian"
~subject:"Cointegration"
~subject:"Market integration"
~subject:"South Africa"
~subject:"Volatilität"
~subject:"long memory"
~subject:"Ölpreis"
~type_genre:"Article in journal"
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Cointegration
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long memory
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Al-Shayeb, Abdulrahman
Andersson, Per-Åke
Carlson, Mark
Gil-Alana, Luis A.
Gupta, Rangan
Hatemi-J, Abdulnasser
Zhou, Jian
Ma, Feng
14
Tiwari, Aviral Kumar
13
Bahmani-Oskooee, Mohsen
9
Liang, Chao
8
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8
Gil-Alaña, Luis A.
7
Jawadi, Fredj
6
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6
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5
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5
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5
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5
Zhu, Huiming
5
Apergēs, Nikolaos
4
Gubareva, Mariya
4
Shahbaz, Muhammad
4
Xuan Vinh Vo
4
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3
Baek, Jungho
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Moosa, Imad A.
3
Panagiōtidēs, Theodōros
3
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3
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3
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3
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Applied economics
Economia internazionale
International economics and economic policy : IEEP
International journal of finance & economics : IJFE
Journal of behavioral and experimental economics
The journal of real estate finance and economics
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
Energy economics
19
The North American journal of economics and finance : a journal of financial economics studies
15
International review of economics & finance : IREF
10
Applied economics letters
9
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9
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6
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6
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5
Journal of economics and finance
5
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3
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Contemporary economics
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Global business & economics review
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ECONIS (ZBW)
14
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date (oldest first)
1
Time-varying causality between bond and oil markets of the United States : evidence from over one and half centuries of data
Coronado, Semei
;
Gupta, Rangan
;
Nazlıoğlu, Şaban
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2239-2247
Persistent link: https://www.econbiz.de/10014327517
Saved in:
2
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
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
High-frequency volatility forecasting of US housing markets
Segnon, Mawuli
;
Gupta, Rangan
;
Lesame, Keagile
;
Wohar, …
- In:
The journal of real estate finance and economics
62
(
2021
)
2
,
pp. 283-317
Persistent link: https://www.econbiz.de/10012428404
Saved in:
5
Forecasting core inflation : the case of South Africa
Ruch, Franz
;
Balcilar, Mehmet
;
Gupta, Rangan
;
Modise, …
- In:
Applied economics
52
(
2020
)
28
,
pp. 3004-3022
Persistent link: https://www.econbiz.de/10012221472
Saved in:
6
Spillovers between Bitcoin and other assets during bear and bull markets
Bouri, Elie
;
Das, Mahamitra
;
Gupta, Rangan
;
Roubaud, David
- In:
Applied economics
50
(
2018
)
55
,
pp. 5935-5949
Persistent link: https://www.econbiz.de/10012062940
Saved in:
7
The effect of oil prices on stock prices : fresh evidence from asymmetric causality tests
Hatemi-J, Abdulnasser
;
Al-Shayeb, Abdulrahman
;
Roca, Eduardo
- In:
Applied economics
49
(
2017
)
16
,
pp. 1584-1592
Persistent link: https://www.econbiz.de/10011813648
Saved in:
8
Forecasting inflation in an inflation targeting economy : structural versus nonstructural models
Gupta, Rangan
- In:
Applied economics
49
(
2017
)
24
,
pp. 2316-2321
Persistent link: https://www.econbiz.de/10011817369
Saved in:
9
On exchange-rate movements and gold-price fluctuations : evidence for gold-producing countries from a nonparametric causality-in-quantiles test
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
International economics and economic policy : IEEP
14
(
2017
)
4
,
pp. 691-700
Persistent link: https://www.econbiz.de/10011878130
Saved in:
10
Forecasting REIT volatility with high-frequency data : a comparison of alternative methods
Zhou, Jian
- In:
Applied economics
49
(
2017
)
26
,
pp. 2590-2605
Persistent link: https://www.econbiz.de/10011819614
Saved in:
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