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~accessRights:"restricted"
~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:"Zeitreihenanalyse"
~subject:"long memory"
~subject:"Ölpreis"
~type_genre:"Article in journal"
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Cointegration
Prognoseverfahren
South Africa
Zeitreihenanalyse
long memory
Ölpreis
Estimation
88
Schätzung
88
Forecasting model
80
Volatility
74
Volatilität
74
Capital income
62
Kapitaleinkommen
62
USA
62
United States
62
Börsenkurs
52
Share price
52
Risiko
43
Risk
43
Aktienmarkt
37
Stock market
37
Welt
37
World
37
Theorie
36
Theory
36
Oil price
35
Time series analysis
35
VAR model
28
VAR-Modell
28
Schock
24
Shock
24
ARCH model
23
ARCH-Modell
23
Causality analysis
23
Kausalanalyse
23
Economic growth
22
Spillover effect
22
Spillover-Effekt
22
Wirtschaftswachstum
22
Immobilienpreis
20
Inflation
20
Real estate price
20
Monetary policy
19
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12
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Article
134
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Article in journal
Aufsatz in Zeitschrift
134
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Language
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English
134
Author
All
Gil-Alana, Luis A.
Gupta, Rangan
Hall, Stephen G.
McMillan, David G.
Pierdzioch, Christian
Gil-Alaña, Luis A.
54
Ma, Feng
49
Tiwari, Aviral Kumar
45
Hammoudeh, Shawkat
32
Wang, Yudong
30
Balcilar, Mehmet
28
Bahmani-Oskooee, Mohsen
27
Wohar, Mark E.
27
Bouri, Elie
23
Shahbaz, Muhammad
23
Chang, Tsangyao
22
Mensi, Walid
22
Salisu, Afees A.
22
Zhang, Yaojie
22
Shahzad, Syed Jawad Hussain
20
Wen, Fenghua
20
Demirer, Rıza
19
Ji, Qiang
19
Lee, Chien-chiang
19
Liang, Chao
19
Yin, Libo
18
Dai, Zhifeng
17
Wei, Yu
17
Kang, Sang Hoon
16
Omay, Tolga
16
Xuan Vinh Vo
16
Baghestani, Hamid
15
Moosa, Imad A.
14
Nonejad, Nima
14
Zhu, Huiming
14
Jawadi, Fredj
13
Liu, Li
13
Apergēs, Nikolaos
12
Blazsek, Szabolcs
12
Caporale, Guglielmo Maria
12
Narayan, Paresh Kumar
12
Perez de Gracia, Fernando
12
Smyth, Russell
12
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Energy economics
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
The North American journal of economics and finance : a journal of financial economics studies
13
Applied economics
12
Applied economics letters
12
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
9
Economics letters
7
Annals of financial economics
5
International journal of finance & economics : IJFE
5
The journal of real estate finance and economics
4
Computational economics
3
Defence and peace economics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Journal of economics and finance
3
Studies in economics and finance
3
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
Research in international business and finance
1
The quarterly review of economics and finance
1
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ECONIS (ZBW)
134
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1
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10
of
134
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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
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:
4
Oil price shocks and stock-bond correlation
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486268
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
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
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