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~isPartOf:"Applied economics"
~isPartOf:"Economic modelling"
~isPartOf:"Financial innovation : FIN"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of economics and finance : JEF"
~language:"eng"
~language:"fra"
~language:"nld"
~language:"pol"
~person:"Ajmi, Ahdi Noomen"
~person:"Caporale, Guglielmo Maria"
~person:"Gil-Alaña, Luis A."
~person:"Gong, Xu"
~person:"Ma, Feng"
~subject:"Kointegration"
~subject:"Schock"
~type_genre:"Article in journal"
~type_genre:"Government document"
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Kointegration
Schock
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39
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39
Time series analysis
34
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34
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32
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32
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26
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Ajmi, Ahdi Noomen
Caporale, Guglielmo Maria
Gil-Alaña, Luis A.
Gong, Xu
Ma, Feng
Shahbaz, Muhammad
13
Chang, Tsangyao
10
Narayan, Paresh Kumar
10
Bahmani-Oskooee, Mohsen
9
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Rault, Christophe
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Bhaskara Rao, Buddhavarapu
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Kouretas, Georgios P.
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Mignon, Valérie
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Azali, Mohamed
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Hatemi-J, Abdulnasser
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Hur, Joonyoung
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Applied economics
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Financial innovation : FIN
International journal of finance & economics : IJFE
Journal of economics and finance : JEF
Research in international business and finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Applied economics letters
4
Energy economics
4
International review of financial analysis
4
Applied financial economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Review of development finance
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The journal of international trade & economic development
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African development review
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Emerging markets, finance and trade : EMFT
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Empirica : journal of european economics
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Finance research letters
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International review of economics & finance : IREF
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Journal of international money and finance
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Oxford bulletin of economics and statistics
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2
Asian Journal of Empirical Research
1
Cogent economics & finance
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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Ekonomia : the journal of the Cyprus Economic Society
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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Global economy journal : GEJ
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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Journal of banking & finance
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Journal of business economics and management
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Journal of comparative economics : the journal of the Association for Comparative Economic Studies
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ECONIS (ZBW)
19
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1
Do extreme shocks help forecast oil price volatility? : the augmented GARCH-MIDAS approach
Wang, Lu
;
Ma, Feng
;
Liu, Guoshan
;
Lang, Qiaoqi
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 2056-2073
Persistent link: https://www.econbiz.de/10014253654
Saved in:
2
The influence of economic policy uncertainty shocks on art market
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Applied economics
55
(
2023
)
29
,
pp. 3404-3421
Persistent link: https://www.econbiz.de/10014299160
Saved in:
3
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
4
The short-run and long-run effects of trade openness on financial development : some panel evidence for Europe
Caporale, Guglielmo Maria
;
Sova, Anamaria Diana
;
Sova, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3891-3901
Persistent link: https://www.econbiz.de/10014429199
Saved in:
5
The impact of macro economy on the oil price volatility from the perspective of mixing frequency
Gong, Xu
;
Wang, Mingchao
;
Shao, Liuguo
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4487-4514
Persistent link: https://www.econbiz.de/10013461342
Saved in:
6
Are central bank policy rates in Africa cointegrated? : evidence from a fractional cointegration approach
Gil-Alaña, Luis A.
;
Mudida, Robert
;
Abakah, Emmanuel …
- In:
Applied economics
52
(
2020
)
57
,
pp. 6171-6182
Persistent link: https://www.econbiz.de/10012308840
Saved in:
7
Crude oil and BRICS stock markets under extreme shocks : new evidence
Wang, Lu
;
Ma, Feng
;
Niu, Tianjiao
;
He, Chengting
- In:
Economic modelling
86
(
2020
),
pp. 54-68
Persistent link: https://www.econbiz.de/10012415223
Saved in:
8
Time series analysis of economic growth rate series in Nigeria : structural breaks, non-linearities and reasons behind the recent recession
Awe, Olushina Olawale
;
Gil-Alaña, Luis A.
- In:
Applied economics
51
(
2019
)
50
,
pp. 5482-5489
Persistent link: https://www.econbiz.de/10012197247
Saved in:
9
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
10
Investment and saving in Angola and the Feldstein-Horioka puzzle
Barros, Carlos Pestana
;
Gil-Alaña, Luis A.
- In:
Applied economics
47
(
2015
)
43/45
,
pp. 4793-4800
Persistent link: https://www.econbiz.de/10011380841
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