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~accessRights:"restricted"
~person:"Dai, Zhifeng"
~person:"Gil-Alana, Luis A."
~person:"Gupta, Rangan"
~person:"Hall, Stephen G."
~person:"McMillan, David G."
~person:"Pierdzioch, Christian"
~subject:"Cointegration"
~subject:"Prognoseverfahren"
~subject:"South Africa"
~subject:"United States"
~subject:"Zeitreihenanalyse"
~subject:"long memory"
~type_genre:"Article in journal"
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Cointegration
Prognoseverfahren
South Africa
United States
Zeitreihenanalyse
long memory
Estimation
95
Schätzung
95
Forecasting model
92
Volatility
85
Volatilität
85
Capital income
70
Kapitaleinkommen
70
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62
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62
USA
62
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49
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49
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46
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46
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43
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Kausalanalyse
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155
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155
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155
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Dai, Zhifeng
Gil-Alana, Luis A.
Gupta, Rangan
Hall, Stephen G.
McMillan, David G.
Pierdzioch, Christian
Gil-Alaña, Luis A.
57
Ma, Feng
48
Bahmani-Oskooee, Mohsen
42
Tiwari, Aviral Kumar
33
Wohar, Mark E.
33
Balcilar, Mehmet
32
Chang, Tsangyao
24
Hammoudeh, Shawkat
22
Wang, Yudong
22
Zhang, Yaojie
22
Apergēs, Nikolaos
20
Liang, Chao
19
Shahbaz, Muhammad
19
Baghestani, Hamid
18
Salisu, Afees A.
18
Bouri, Elie
17
Cebula, Richard J.
17
Payne, James E.
17
Lee, Chien-chiang
16
Omay, Tolga
16
Shahzad, Syed Jawad Hussain
15
Wei, Yu
15
Moosa, Imad A.
14
Nonejad, Nima
14
Blazsek, Szabolcs
13
Caporin, Massimiliano
13
Demirer, Rıza
13
Ji, Qiang
13
Xuan Vinh Vo
13
Caporale, Guglielmo Maria
12
Kang, Sang Hoon
12
Liu, Li
12
Mensi, Walid
12
Miller, Stephen M.
12
Panagiōtidēs, Theodōros
12
Yin, Libo
12
Jawadi, Fredj
11
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The North American journal of economics and finance : a journal of financial economics studies
23
Energy economics
18
Applied economics
14
Applied economics letters
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Economics letters
11
International review of economics & finance : IREF
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Annals of financial economics
6
International journal of finance & economics : IJFE
6
The journal of real estate finance and economics
5
Computational economics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Journal of economics and finance
3
Defence and peace economics
2
Studies in economics and finance
2
Contemporary economics
1
Empirica : journal of european economics
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Finance research letters
1
Global business & economics review
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of monetary economics and finance : IJMEF
1
International review of applied economics
1
Journal of behavioral and experimental economics
1
Journal of international business and economics : JIBE
1
The quarterly review of economics and finance
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ECONIS (ZBW)
155
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1
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10
of
155
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date (oldest first)
1
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:
2
Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period
Yousaf, Imran
;
Plakandaras, Vasilios
;
Bouri, Elie
; …
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246762
Saved in:
3
Forecasting stock return volatility in data-rich environment : a new powerful predictor
Dai, Zhifeng
;
Zhang, Xiaotong
;
Li, Tingyu
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246821
Saved in:
4
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:
5
Income inequality and house prices across US states
Berisha, Edmond
;
Meszaros, John
;
Gupta, Rangan
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 192-197
Persistent link: https://www.econbiz.de/10014461562
Saved in:
6
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:
7
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:
8
Forecasting equity risk premium : a new method based on wavelet de-noising
Dai, Zhifeng
;
Kang, Jie
;
Yin, Hua
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4331-4352
Persistent link: https://www.econbiz.de/10014429334
Saved in:
9
The predictive power of the term spread on inequality in the United Kingdom : an empirical analysis
Balcilar, Mehmet
;
Berisha, Edmond
;
Çepni, Oğuzhan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1979-1988
Persistent link: https://www.econbiz.de/10013184598
Saved in:
10
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
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