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~isPartOf:"Applied econometrics and international development"
~isPartOf:"Applied economics"
~isPartOf:"International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society"
~isPartOf:"Modern economy"
~isPartOf:"Tourism economics : the business and finance of tourism and recreation"
~language:"eng"
~language:"fra"
~language:"nld"
~language:"pol"
~person:"Aguayo, Eva"
~person:"Dittrich, Ludwig O."
~person:"Dēmelē, Sophias P."
~person:"Gil-Alaña, Luis A."
~person:"Grubaugh, Stephen G."
~person:"Ramírez, Miguel D."
~person:"Umar, Zaghum"
~source:"econis"
~subject:"Asia"
~subject:"Developing countries"
~subject:"Fractional integration"
~subject:"Großbritannien"
~subject:"KPSS unit root test"
~subject:"Schätzung"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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Aguayo, Eva
Dittrich, Ludwig O.
Dēmelē, Sophias P.
Gil-Alaña, Luis A.
Grubaugh, Stephen G.
Ramírez, Miguel D.
Umar, Zaghum
Bahmani-Oskooee, Mohsen
29
Gupta, Rangan
22
Moosa, Imad A.
22
Guisán, María-Carmen
13
Apergēs, Nikolaos
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Zhu, Huiming
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Lee, Chien-chiang
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Narayan, Paresh Kumar
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Sosvilla-Rivero, Simón
9
Yoon, Seong-min
9
Bhaskara Rao, Buddhavarapu
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Blazsek, Szabolcs
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Salim, Ruhul A.
8
Zaremba, Adam
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Belke, Ansgar
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Holmes, Mark J.
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Peel, David
6
Roca, Eduardo
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Selvanathan, Saroja
6
Sloane, Peter J.
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Applied econometrics and international development
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
Modern economy
Tourism economics : the business and finance of tourism and recreation
Applied economics letters
15
Research in international business and finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Finance research letters
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Energy economics
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International journal of finance & economics : IJFE
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International review of economics & finance : IREF
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International review of financial analysis
6
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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African journal of economic and sustainable development
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Annales d'économie et de statistique
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Bulletin of applied economics
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CBN journal of applied statistics
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ECONIS (ZBW)
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1
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
2
Composite equity issuance and the cross-section of country and industry returns
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Applied economics
55
(
2023
)
56
,
pp. 6627-6645
Persistent link: https://www.econbiz.de/10014382720
Saved in:
3
Does global value chain participation induce economic growth? : evidence from panel threshold regression
Jithin P
;
Ashraf, Sania
;
Umar, Zaghum
- In:
Applied economics
55
(
2023
)
24
,
pp. 2788-2800
Persistent link: https://www.econbiz.de/10014295282
Saved in:
4
Influence of unconventional monetary policy on agricultural commodities futures : network connectedness and dynamic spillovers of returns and volatility
Umar, Zaghum
;
Sayed, Ayesha
;
Gubareva, Mariya
;
Xuan Vinh Vo
- In:
Applied economics
55
(
2023
)
22
,
pp. 2521-2535
Persistent link: https://www.econbiz.de/10014294972
Saved in:
5
Modelling dynamic connectedness between oil price shocks and exchange rates in ASEAN+3 economies
Umar, Zaghum
;
Mukhriz Izraf Azman Aziz
;
Zaremba, Adam
; …
- In:
Applied economics
55
(
2023
)
23
,
pp. 2676-2693
Persistent link: https://www.econbiz.de/10014295219
Saved in:
6
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
7
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
Saved in:
8
ASEAN-5 forex rates and crude oil : Markov regime-switching analysis
Mukhriz Izraf Azman Aziz
;
Umar, Zaghum
;
Gubareva, Mariya
; …
- In:
Applied economics
54
(
2022
)
54
,
pp. 6234-6253
Persistent link: https://www.econbiz.de/10013411364
Saved in:
9
Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era
Umar, Zaghum
;
Jareño, Francisco
;
Escribano, Ana
- In:
Applied economics
54
(
2022
)
9
,
pp. 1030-1054
Persistent link: https://www.econbiz.de/10012875032
Saved in:
10
Persistence, seasonality, and fractional integration within a nonlinear framework : evidence from US citizens' overseas travel
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Tourism economics : the business and finance of tourism …
28
(
2022
)
3
,
pp. 654-660
Persistent link: https://www.econbiz.de/10013267944
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