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~accessRights:"restricted"
~isPartOf:"Economia internazionale"
~isPartOf:"Economics letters"
~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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13
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13
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11
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11
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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
7
Liang, Chao
5
Demirer, Rıza
4
Li, Xiafei
4
Wei, Yu
4
Bahmani-Oskooee, Mohsen
3
Bekiros, Stelios
3
Gong, Xu
3
Lin, Boqiang
3
Salisu, Afees A.
3
Shahbaz, Muhammad
3
Suleman, Muhammad Tahir
3
Tiwari, Aviral Kumar
3
Tu, Yundong
3
Yin, Libo
3
Annaert, Jan
2
Arshian Sharif
2
Azhar Mohamad
2
Begiazi, Kyriaki
2
Caporale, Guglielmo Maria
2
Chang, Bisharat Hussain
2
Chen, Zhonglu
2
Corbet, Shaen
2
De Ceuster, Marc J.
2
Dimitrakopoulos, Stefanos
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Hammoudeh, Shawkat
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2
Kurita, Takamitsu
2
Kwon, Dohyoung
2
Lau, Chi Keung
2
Lee, Dongwon
2
Li, Yanglin
2
Lucey, Brian M.
2
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2
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Economia internazionale
Economics letters
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
20
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
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Applied economics
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Defence and peace economics
5
Journal of economics and finance
5
Annals of financial economics
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Computational economics
1
Contemporary economics
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Global business & economics review
1
Research in international business and finance
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The quarterly review of economics and finance
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ECONIS (ZBW)
12
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12
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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
Climate uncertainty and carbon emissions prices : the relative roles of transition and physical climate risks
Ozturk, Serda Selin
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Economics letters
217
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013465491
Saved in:
5
Bitcoin mining activity and volatility dynamics in the power market
Karmakar, Sayar
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Economics letters
209
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013209321
Saved in:
6
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:
7
Time-varying impact of uncertainty shocks on the US housing market
Christou, Christina
;
Gupta, Rangan
;
Nyakabawo, Wendy
- In:
Economics letters
180
(
2019
),
pp. 15-20
Persistent link: https://www.econbiz.de/10012121736
Saved in:
8
Presidential cycles and time-varying bond-stock market correlations : evidence from more than two centuries of data
Demirer, Rıza
;
Gupta, Rangan
- In:
Economics letters
167
(
2018
),
pp. 36-39
Persistent link: https://www.econbiz.de/10012015767
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
Inflation forecasts and forecaster herding : evidence from South African survey data
Pierdzioch, Christian
;
Reid, Monique B.
;
Gupta, Rangan
- In:
Journal of behavioral and experimental economics
62
(
2016
),
pp. 42-50
Persistent link: https://www.econbiz.de/10011640301
Saved in:
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