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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:"Market integration"
~subject:"South Africa"
~subject:"Volatilität"
~subject:"long memory"
~subject:"Ölpreis"
~type_genre:"Article in journal"
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Cointegration
Market integration
South Africa
Volatilität
long memory
Ölpreis
Estimation
74
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
Zeitreihenanalyse
36
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33
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33
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33
Welt
32
World
32
Causality analysis
27
Kausalanalyse
27
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27
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21
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21
Immobilienpreis
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19
ARCH-Modell
19
Economic growth
19
Monetary policy
19
Spillover effect
19
Spillover-Effekt
19
Wirtschaftswachstum
19
Geldpolitik
18
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7
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Article
108
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Article in journal
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108
Arbeitspapier
5
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5
Non-commercial literature
5
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5
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English
108
Author
All
Al-Shayeb, Abdulrahman
Andersson, Per-Åke
Carlson, Mark
Gil-Alana, Luis A.
Gupta, Rangan
Hatemi-J, Abdulnasser
Zhou, Jian
Tiwari, Aviral Kumar
54
Ma, Feng
48
Bahmani-Oskooee, Mohsen
42
Bouri, Elie
39
Hammoudeh, Shawkat
38
Gil-Alaña, Luis A.
33
Mensi, Walid
31
Balcilar, Mehmet
30
Kang, Sang Hoon
30
Wang, Yudong
29
Ji, Qiang
28
Wohar, Mark E.
28
Demirer, Rıza
27
Shahbaz, Muhammad
22
Xuan Vinh Vo
22
Salisu, Afees A.
21
Shahzad, Syed Jawad Hussain
21
Wen, Fenghua
21
Zhang, Yaojie
21
Lee, Chien-chiang
20
Yin, Libo
19
Zhu, Huiming
19
Lucey, Brian M.
18
Roubaud, David
18
Uddin, Mohammed Gazi Salah
18
Wei, Yu
18
Yoon, Seong-min
17
Liang, Chao
16
Pierdzioch, Christian
16
Apergēs, Nikolaos
15
Caporale, Guglielmo Maria
14
Umar, Zaghum
14
Dai, Zhifeng
13
Hamori, Shigeyuki
13
Kumar, Dilip
13
Lin, Boqiang
13
Liu, Li
13
Maghyereh, Aktham I.
13
Abakah, Emmanuel Joel Aikins
12
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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
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Applied economics
8
Economics letters
6
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 journal of finance & economics : IJFE
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
International economics and economic policy : IEEP
1
Journal of behavioral and experimental economics
1
Research in international business and finance
1
The journal of real estate finance and economics
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ECONIS (ZBW)
108
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1
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10
of
108
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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
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:
4
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:
5
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:
6
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:
7
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:
8
Jumps in geopolitical risk and the cryptocurrency market : the singularity of bitcoin
Bouri, Elie
;
Gupta, Rangan
;
Xuan Vinh Vo
- In:
Defence and peace economics
33
(
2022
)
2
,
pp. 150-161
Persistent link: https://www.econbiz.de/10013167286
Saved in:
9
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
10
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
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