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~isPartOf:"Annals of financial economics"
~isPartOf:"Applied economics"
~isPartOf:"Working Papers / Department of Economics, Faculty of Economic and Management Sciences"
~person:"Abul, Sadeq"
~person:"Al-Shayeb, Abdulrahman"
~person:"Andersson, Per-Åke"
~person:"Gil-Alana, Luis A."
~person:"Gupta, Rangan"
~person:"Hatemi-J, Abdulnasser"
~person:"Moosa, Imad A."
~person:"Tseng, Hui-kuan"
~subject:"Aktienmarkt"
~subject:"Causality"
~subject:"Cointegration"
~subject:"Market integration"
~subject:"Share price"
~subject:"South Africa"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Aktienmarkt
Causality
Cointegration
Market integration
Share price
South Africa
Volatilität
Forecasting model
30
Prognoseverfahren
30
Time series analysis
27
Zeitreihenanalyse
27
Estimation
26
Schätzung
26
Theorie
21
Theory
21
forecasting
18
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15
United States
15
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29
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29
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Abul, Sadeq
Al-Shayeb, Abdulrahman
Andersson, Per-Åke
Gil-Alana, Luis A.
Gupta, Rangan
Hatemi-J, Abdulnasser
Moosa, Imad A.
Tseng, Hui-kuan
Jawadi, Fredj
13
Tiwari, Aviral Kumar
13
Bahmani-Oskooee, Mohsen
12
Roca, Eduardo
11
Chang, Tsangyao
9
Apergēs, Nikolaos
8
Umar, Zaghum
8
Yoon, Seong-min
8
Balcilar, Mehmet
7
Ma, Feng
7
McAleer, Michael
7
Sosvilla-Rivero, Simón
7
Allen, David E.
6
Hammoudeh, Shawkat
6
Jawadi, Nabila
6
Kim, Jong-Min
6
Nguyen, Duc Khuong
6
Wong, Wing Keung
6
Zhang, Yaojie
6
Abakah, Emmanuel Joel Aikins
5
Chang, Bisharat Hussain
5
Cheffou, Abdoulkarim Idi
5
Gubareva, Mariya
5
Hamori, Shigeyuki
5
Herzer, Dierk
5
Kumar, Saten
5
Li, Bin
5
Narayan, Paresh Kumar
5
Paramati, Sudharshan Reddy
5
Ramiah, Vikash
5
Zaremba, Adam
5
Zhu, Huiming
5
Azali, Mohamed
4
Balli, Faruk
4
Balli, Hatice Ozer
4
Blau, Benjamin
4
Damette, Olivier
4
Ftiti, Zied
4
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Annals of financial economics
Applied economics
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
The North American journal of economics and finance : a journal of financial economics studies
22
Economia internazionale
20
Energy economics
20
International review of economics & finance : IREF
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Applied economics letters
9
Applied financial economics
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
The South African journal of economics
8
Defence and peace economics
5
Economics letters
5
Journal of economics and finance
5
International business and economics research journal
4
International journal of finance & economics : IJFE
4
Economics and Business Letters : EBL
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Economics : the open-access, open-assessment journal
2
Empirica : journal of european economics
2
Journal of applied economics
2
Journal of business economics and management
2
Studies in economics and finance
2
The journal of real estate finance and economics
2
Applied financial economics letters
1
Computational economics
1
Contemporary economics
1
Economic modelling
1
Economics & finance notes
1
Economics, management and financial markets
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Global business & economics review
1
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
International economics and economic policy : IEEP
1
International journal of business and economics
1
International journal of managerial finance : IJMF
1
International journal of production economics
1
Journal of Asian economics
1
Journal of behavioral and experimental economics
1
Journal of housing economics
1
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ECONIS (ZBW)
29
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1
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29
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date (oldest first)
1
Infectious diseases-related uncertainty and the predictability of foreign exchange and bitcoin futures realized volatility
Shiba, Sisa
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
; …
- In:
Annals of financial economics
18
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014442581
Saved in:
2
Uncertainty related to infectious diseases and forecastability of the realized volatility of US treasury securities
Shiba, Sisa
;
Gupta, Rangan
- In:
Annals of financial economics
16
(
2021
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10012656882
Saved in:
3
Forecasting core inflation : the case of South Africa
Ruch, Franz
;
Balcilar, Mehmet
;
Gupta, Rangan
;
Modise, …
- In:
Applied economics
52
(
2020
)
28
,
pp. 3004-3022
Persistent link: https://www.econbiz.de/10012221472
Saved in:
4
Historical forecasting of interest rate mean and volatility of the United States : is there a role of uncertainty?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
- In:
Annals of financial economics
15
(
2020
)
4
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012643036
Saved in:
5
The effect of quantitative easing on stock prices : a structural time series approach
Al-Jassar, Sulaiman A.
;
Moosa, Imad A.
- In:
Applied economics
51
(
2019
)
17
,
pp. 1817-1827
Persistent link: https://www.econbiz.de/10012196605
Saved in:
6
Causal effects of the United States and Japan on Pacific-Rim stock markets : nonparametric quantile causality approach
Balcilar, Mehmet
;
Gupta, Rangan
;
Nguyen, Duc Khuong
; …
- In:
Applied economics
50
(
2018
)
53
,
pp. 5712-5727
Persistent link: https://www.econbiz.de/10012062898
Saved in:
7
Spillovers between Bitcoin and other assets during bear and bull markets
Bouri, Elie
;
Das, Mahamitra
;
Gupta, Rangan
;
Roubaud, David
- In:
Applied economics
50
(
2018
)
55
,
pp. 5935-5949
Persistent link: https://www.econbiz.de/10012062940
Saved in:
8
The econometrics of the environmental Kuznets curve : an illustration using Australian CO2 emissions
Moosa, Imad A.
- In:
Applied economics
49
(
2017
)
49
,
pp. 4927-4945
Persistent link: https://www.econbiz.de/10011844839
Saved in:
9
Blaming suicide on NASA and divorce on margarine : the hazard of using cointegration to derive inference on spurious correlation
Moosa, Imad A.
- In:
Applied economics
49
(
2017
)
15
,
pp. 1483-1490
Persistent link: https://www.econbiz.de/10011813612
Saved in:
10
The effect of oil prices on stock prices : fresh evidence from asymmetric causality tests
Hatemi-J, Abdulnasser
;
Al-Shayeb, Abdulrahman
;
Roca, Eduardo
- In:
Applied economics
49
(
2017
)
16
,
pp. 1584-1592
Persistent link: https://www.econbiz.de/10011813648
Saved in:
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