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~accessRights:"restricted"
~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:"Estimation"
~subject:"Market integration"
~subject:"South Africa"
~subject:"Volatilität"
~subject:"long memory"
~subject:"Ölpreis"
~type_genre:"Article in journal"
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Cointegration
Estimation
Market integration
South Africa
Volatilität
long memory
Ölpreis
Schätzung
74
Volatility
68
Forecasting model
67
Prognoseverfahren
67
USA
60
United States
60
Capital income
52
Kapitaleinkommen
52
Börsenkurs
47
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47
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43
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43
Time series analysis
36
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36
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33
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33
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32
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32
Causality analysis
27
Kausalanalyse
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21
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Economic growth
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Spillover-Effekt
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19
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Article
143
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Article in journal
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143
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5
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5
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143
Author
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Al-Shayeb, Abdulrahman
Andersson, Per-Åke
Carlson, Mark
Gil-Alana, Luis A.
Gupta, Rangan
Hatemi-J, Abdulnasser
Zhou, Jian
Tiwari, Aviral Kumar
69
Bahmani-Oskooee, Mohsen
58
Gil-Alaña, Luis A.
52
Hammoudeh, Shawkat
48
Ma, Feng
48
Bouri, Elie
42
Balcilar, Mehmet
40
Wohar, Mark E.
37
Shahbaz, Muhammad
36
Kang, Sang Hoon
35
Mensi, Walid
34
Apergēs, Nikolaos
30
Wang, Yudong
30
Ji, Qiang
29
Lee, Chien-chiang
29
Demirer, Rıza
28
Salisu, Afees A.
27
Shahzad, Syed Jawad Hussain
25
Yoon, Seong-min
25
Xuan Vinh Vo
24
Zhu, Huiming
24
Wen, Fenghua
23
Yin, Libo
23
Zhang, Yaojie
22
Caporale, Guglielmo Maria
21
Chang, Tsangyao
21
Pierdzioch, Christian
21
Roubaud, David
21
Umar, Zaghum
21
Zaremba, Adam
21
Uddin, Mohammed Gazi Salah
19
Lucey, Brian M.
18
Wei, Yu
18
Jawadi, Fredj
17
Dai, Zhifeng
16
Hamori, Shigeyuki
16
Liang, Chao
16
Ur Rehman, Mobeen
16
Smyth, Russell
15
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Energy economics
19
The North American journal of economics and finance : a journal of financial economics studies
19
Applied economics
14
International review of economics & finance : IREF
12
Applied economics letters
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Economics letters
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International journal of finance & economics : IJFE
6
Defence and peace economics
5
Journal of economics and finance
5
Annals of financial economics
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Empirica : journal of european economics
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
The journal of real estate finance and economics
2
Computational economics
1
Contemporary economics
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
Global business & economics review
1
International economics and economic policy : IEEP
1
Journal of behavioral and experimental economics
1
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1
Research in international business and finance
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ECONIS (ZBW)
143
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1
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143
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date (oldest first)
1
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48
economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
2
South Africa's monetary policy independence : evidence from a Global New-Keynesian DSGE model
Waal, Annari de
;
Gupta, Rangan
;
Jooste, Charl
- In:
Applied economics letters
25
(
2018
)
12
,
pp. 840-846
Persistent link: https://www.econbiz.de/10012130449
Saved in:
3
Effects of geopolitical risks on trade flows : evidence from the gravity model
Gupta, Rangan
;
Gozgor, Giray
;
Kaya, Huseyin
;
Demir, Ender
- In:
Eurasian economic review : a journal in applied …
9
(
2019
)
4
,
pp. 515-530
Persistent link: https://www.econbiz.de/10012134611
Saved in:
4
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
5
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 303-314
Persistent link: https://www.econbiz.de/10014428077
Saved in:
6
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:
7
Openness and growth : is the relationship non-linear?
Gupta, Rangan
;
Stander, Lardo
;
Vaona, Andrea
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3071-3099
Persistent link: https://www.econbiz.de/10014327719
Saved in:
8
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:
9
On the transmission mechanism of Asia-Pacific yield curve characteristics
Gabauer, David
;
Subramaniam, Sowmya
;
Gupta, Rangan
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 473-488
Persistent link: https://www.econbiz.de/10012814607
Saved in:
10
Out-of-sample predictability of gold market volatility : the role of US Nonfarm Payroll
Salisu, Afees A.
;
Bouri, Elie
;
Gupta, Rangan
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 482-488
Persistent link: https://www.econbiz.de/10014249177
Saved in:
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