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~isPartOf:"Applied economics letters"
~isPartOf:"Applied economics"
~language:"ara"
~language:"eng"
~person:"Chang, Tsangyao"
~person:"Kerr, William R."
~person:"Tiwari, Aviral Kumar"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Energiekonsum"
~subject:"India"
~subject:"USA"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Hochschulschrift"
~type_genre:"Konferenzschrift"
~type_genre:"Non-commercial literature"
~type_genre:"Rezension"
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ARCH model
Aktienmarkt
Energiekonsum
India
USA
Zeitreihenanalyse
Estimation
47
Schätzung
47
Kaufkraftparität
39
Purchasing power parity
39
Einheitswurzeltest
34
Unit root test
34
Cointegration
22
Kointegration
22
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20
Panel study
20
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20
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20
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14
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11
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34
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Konferenzschrift
Non-commercial literature
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34
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Chang, Tsangyao
Kerr, William R.
Tiwari, Aviral Kumar
Gil-Alaña, Luis A.
37
Gupta, Rangan
29
Bahmani-Oskooee, Mohsen
22
Moosa, Imad A.
20
Cebula, Richard J.
19
Goel, Rajeev K.
15
Jawadi, Fredj
14
Mixon, Franklin G.
14
Wohar, Mark E.
12
Baghestani, Hamid
11
Bhaskara Rao, Buddhavarapu
11
Blazsek, Szabolcs
11
Cook, Steven
11
Narayan, Paresh Kumar
11
Roca, Eduardo
11
Caporale, Guglielmo Maria
10
Ma, Feng
10
Nguyen, Duc Khuong
10
Apergēs, Nikolaos
9
Grobys, Klaus
9
Marlow, Michael L.
9
Upadhyaya, Kamal Prasad
9
Hammoudeh, Shawkat
8
Kim, Jong-Min
8
Paudel, Krishna P.
8
Payne, James E.
8
Singh, Tarlok
8
Yoon, Seong-min
8
Österholm, Pär
8
Balcilar, Mehmet
7
Devadoss, Stephen
7
Jawadi, Nabila
7
Mishra, Ashok K.
7
Omay, Tolga
7
Peel, David
7
Ryu, Doojin
7
Shahzad, Syed Jawad Hussain
7
Shumway, C. Richard
7
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Applied economics letters
Applied economics
Working paper / National Bureau of Economic Research, Inc.
35
Working papers / Harvard Business School, Division of Research
34
Policy research working paper : WPS
20
Energy economics
16
The empirical economics letters : a monthly international journal of economics
13
Finance research letters
11
International review of economics & finance : IREF
9
Economic modelling
8
Bank of Finland research discussion papers
7
Research in international business and finance
7
Harvard Business School Entrepreneurial Management Working Paper
6
NBER working paper series
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of finance & economics : IJFE
5
International review of financial analysis
5
CESifo working papers
4
Computational economics
4
Journal of labor economics
4
Journal of risk and financial management : JRFM
4
Romanian journal of economic forecasting
4
The North American journal of economics and finance : a journal of financial economics studies
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Theoretical economics letters
4
Economic systems
3
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
3
Iranian economic review : journal of University of Tehran
3
The North American journal of economics and finance : a journal of theory and practice
3
The economic journal : the journal of the Royal Economic Society
3
Working papers / Penn Institute for Economic Research
3
Applied econometrics and international development
2
Applied financial economics
2
Discussion paper / Centre for Economic Policy Research
2
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Global finance journal
2
Indian journal of economics & business : IJEB
2
Innovation policy and the economy
2
International journal of economics
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ECONIS (ZBW)
34
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1
Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? : evidence from transfer entropy
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Abakah, …
- In:
Applied economics
56
(
2024
)
2
,
pp. 186-201
Persistent link: https://www.econbiz.de/10014439885
Saved in:
2
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
3
Time-varying causal impacts of the continental US weather risks on food price
Cai, Yifei
;
Chang, Hao Wen
;
Chang, Tsangyao
;
Țăran, …
- In:
Applied economics letters
31
(
2024
)
14
,
pp. 1298-1304
Persistent link: https://www.econbiz.de/10014558853
Saved in:
4
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:
5
Integration between emerging market equity and global markets : is it fundamental or noisy? : evidence from wavelet denoised volatility spillover analysis in time and frequency dom...
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Applied economics
55
(
2023
)
12
,
pp. 1312-1327
Persistent link: https://www.econbiz.de/10013554892
Saved in:
6
On the convergence of metals price - a series of Fourier DF unit root tests
Cai, Yifei
;
Chang, Tsangyao
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2450-2454
Persistent link: https://www.econbiz.de/10014365933
Saved in:
7
Tail risk dependence, co-movement and predictability between green bond and green stocks
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Applied economics
55
(
2023
)
2
,
pp. 201-222
Persistent link: https://www.econbiz.de/10013494416
Saved in:
8
Conditional transmission of global shocks to emerging stock markets : evidence from the quantile connectedness network analysis
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Trabelsi, Nader
- In:
Applied economics
54
(
2022
)
31
,
pp. 3621-3634
Persistent link: https://www.econbiz.de/10013410801
Saved in:
9
Re-Investigating the degree of persistence of U.S. economic policy uncertainty using the Fourier non-linear quantile unit root test
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
Applied economics
54
(
2022
)
39
,
pp. 4586-4595
Persistent link: https://www.econbiz.de/10013411001
Saved in:
10
Dynamic correlations in bond markets between US and emerging countries
Yeh, Chun-Chieh
;
Chiu, Chien-Liang
;
Chang, Tsangyao
- In:
Applied economics letters
28
(
2021
)
16
,
pp. 1371-1376
Persistent link: https://www.econbiz.de/10012609680
Saved in:
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