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~isPartOf:"African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)"
~isPartOf:"Economia internazionale"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working Papers / Department of Economics, Faculty of Economic and Management Sciences"
~person:"Gil-Alana, Luis A."
~person:"Gil-Alaña, Luis A."
~person:"Gupta, Rangan"
~person:"Irandoust, Manuchehr"
~subject:"Cointegration"
~subject:"Prognoseverfahren"
~subject:"South Africa"
~subject:"Zeitreihenanalyse"
~subject:"long memory"
~type_genre:"Article in journal"
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Cointegration
Prognoseverfahren
South Africa
Zeitreihenanalyse
long memory
Volatility
16
Volatilität
16
Estimation
15
Schätzung
15
Börsenkurs
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Aktienmarkt
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Welt
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Monetary policy
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Nichtparametrisches Verfahren
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Gil-Alana, Luis A.
Gil-Alaña, Luis A.
Gupta, Rangan
Irandoust, Manuchehr
Tronzano, Marco
7
Dai, Zhifeng
5
Pierdzioch, Christian
5
Hatemi-J, Abdulnasser
4
Tiwari, Aviral Kumar
4
Al-Yahyaee, Khamis Hamed
3
Beckmann, Joscha
3
Chen, Cathy W. S.
3
Hammoudeh, Shawkat
3
Holmes, Mark J.
3
Mensi, Walid
3
Moosa, Imad A.
3
Nonejad, Nima
3
Qiao, Gaoxiu
3
Risse, Marian
3
Salisu, Afees A.
3
Shahbaz, Muhammad
3
Ur Rehman, Mobeen
3
Wohar, Mark E.
3
Wu, Xinyu
3
Zhang, Yaojie
3
Al-Jarrah, Idries Mohammad Wanas
2
Balcilar, Mehmet
2
Belke, Ansgar
2
Biyase, Mduduzi
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Bonga-Bonga, Lumengo
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Chan, Chia-Ying
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Chang, Chia-Lin
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De Mello, Lurion
2
Ewing, Bradley T.
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Feridun, Mete
2
Guo, Shuxin
2
Hau, Liya
2
Ho, Kin-Yip
2
Kanda, Patrick
2
Kok Haur Ng
2
Li, Weiping
2
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
Economia internazionale
The North American journal of economics and finance : a journal of financial economics studies
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
Applied economics
40
Applied economics letters
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
Energy economics
19
International review of economics & finance : IREF
13
The South African journal of economics
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
International journal of finance & economics : IJFE
8
Applied financial economics
7
Empirica : journal of european economics
7
Tourism economics : the business and finance of tourism and recreation
7
Economics letters
6
The journal of real estate finance and economics
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
International business and economics research journal
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
Journal of economics and finance
5
Annals of financial economics
4
Defence and peace economics
4
Journal of economics and finance : JEF
4
Computational economics
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
Oxford bulletin of economics and statistics
3
Review of financial economics : RFE
3
Economic modelling
2
Economics / Journal articles : the open-access, open-assessment journal
2
Economics and Business Letters : EBL
2
European review of economics and finance
2
Journal of applied economics
2
Journal of business economics and management
2
Studies in economics and finance
2
Applied financial economics letters
1
Canadian journal of agricultural economics : CJAE
1
Contemporary economics
1
Economics & finance notes
1
Economics bulletin : EB
1
Economics, management and financial markets
1
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ECONIS (ZBW)
18
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18
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1
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:
2
Does inequality help in forecasting equity premium in a panel of G7 countries?
Christou, Christina
;
Gupta, Rangan
;
Jawadi, Fredj
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822273
Saved in:
3
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
4
A fractional cointegration var analysis of exchange rate dynamics
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
Saved in:
5
Time-varying predictability of oil market movements over a century of data : The role of US financial stress
Gupta, Rangan
;
Kanda, Patrick
;
Tiwari, Aviral Kumar
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012201357
Saved in:
6
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
7
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
8
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
9
Modelling persistence in the conditional mean of inflation using the ARFIMA process with GARCH and GJR-GARCH innovations : the case of Ghana and South Africa
Boateng, Alexander
;
Lesaoana, Maseka
;
Siweya, Hlengani
; …
- In:
African review of economics & finance : AREF : (a …
9
(
2017
)
2
,
pp. 96-130
Persistent link: https://www.econbiz.de/10011780438
Saved in:
10
Do precious metal prices help in forecasting South African inflation?
Balcilar, Mehmet
;
Katzke, Nico
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 63-72
Persistent link: https://www.econbiz.de/10011878788
Saved in:
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