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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:"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:"Bahmani-Oskooee, Mohsen"
~person:"Gil-Alana, Luis A."
~person:"Gupta, Rangan"
~person:"Hatemi-J, Abdulnasser"
~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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19
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14
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Al-Shayeb, Abdulrahman
Andersson, Per-Åke
Bahmani-Oskooee, Mohsen
Gil-Alana, Luis A.
Gupta, Rangan
Hatemi-J, Abdulnasser
Ma, Feng
14
Tiwari, Aviral Kumar
12
Zhang, Yaojie
8
Gil-Alaña, Luis A.
7
Liang, Chao
7
Jawadi, Fredj
6
Wei, Yu
6
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5
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5
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5
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4
Xuan Vinh Vo
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Abakah, Emmanuel Joel Aikins
3
Baek, Jungho
3
Bouri, Elie
3
Caporale, Guglielmo Maria
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Chang, Tsangyao
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Coronado, Semei
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Panagiōtidēs, Theodōros
3
Paramati, Sudharshan Reddy
3
Pathak, Rajesh
3
Qiao, Gaoxiu
3
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3
Salisu, Afees A.
3
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Applied economics
Economia internazionale
International economics and economic policy : IEEP
International journal of finance & economics : IJFE
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
Applied economics letters
11
International review of economics & finance : IREF
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Empirica : journal of european economics
7
Economics letters
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6
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6
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5
Applied economics quarterly
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4
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Journal of economics and finance : JEF
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Macroeconomics and finance in emerging market economies
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Research in economics : an international review of economics
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ECONIS (ZBW)
21
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21
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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
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:
3
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:
4
Asymmetric relationship between money supply and house prices in states across the US
Bahmani-Oskooee, Mohsen
;
Ghodsi, Hesam
;
Hadzic, Muris
; …
- In:
Applied economics
55
(
2023
)
31
,
pp. 3580-3608
Persistent link: https://www.econbiz.de/10014299178
Saved in:
5
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:
6
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:
7
Exchange-rate volatility and commodity trade between the U.S. and Germany : asymmetry analysis
Bahmani-Oskooee, Mohsen
;
Nouira, Ridha
;
Saafi, Sami
- In:
International economics and economic policy : IEEP
17
(
2020
)
1
,
pp. 67-124
Persistent link: https://www.econbiz.de/10012223894
Saved in:
8
Asymmetric cointegration and the J-curve : new evidence from commodity trade between the U.S. and Canada
Bahmani-Oskooee, Mohsen
;
Fariditavana, Hadiseh
- In:
International economics and economic policy : IEEP
17
(
2020
)
2
,
pp. 427-482
Persistent link: https://www.econbiz.de/10012256839
Saved in:
9
Asymmetric effects of exchange rate changes on the demand for money in Africa
Bahmani-Oskooee, Mohsen
;
Gelan, Abera
- In:
Applied economics
51
(
2019
)
31
,
pp. 3365-3375
Persistent link: https://www.econbiz.de/10012196837
Saved in:
10
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
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