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~isPartOf:"Applied economics letters"
~isPartOf:"Economia internazionale"
~isPartOf:"International economics and economic policy : IEEP"
~isPartOf:"Working Papers / Department of Economics, Faculty of Economic and Management Sciences"
~person:"Al-Shayeb, Abdulrahman"
~person:"Alghalith, Moawia"
~person:"Andersson, Per-Åke"
~person:"Bhatti, Razzaque H."
~person:"Gil-Alana, Luis A."
~person:"Gupta, Rangan"
~person:"Hatemi-J, Abdulnasser"
~subject:"Cointegration"
~subject:"Market integration"
~subject:"South Africa"
~subject:"Volatilität"
~subject:"long memory"
~subject:"Ölpreis"
~type:"article"
~type_genre:"Article in journal"
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Cointegration
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Al-Shayeb, Abdulrahman
Alghalith, Moawia
Andersson, Per-Åke
Bhatti, Razzaque H.
Gil-Alana, Luis A.
Gupta, Rangan
Hatemi-J, Abdulnasser
Chang, Tsangyao
9
Tronzano, Marco
9
Bahmani-Oskooee, Mohsen
7
Gil-Alaña, Luis A.
6
Herzer, Dierk
5
Narayan, Paresh Kumar
5
Cebula, Richard J.
4
Chevallier, Julien
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Cook, Steven
4
Hamori, Shigeyuki
4
Lee, Chia-hao
4
Li, Ming-yuan Leon
4
Ma, Feng
4
Pierdzioch, Christian
4
Worthington, Andrew Charles
4
Belke, Ansgar
3
Bonga-Bonga, Lumengo
3
Caporale, Guglielmo Maria
3
Genberg, Hans
3
Grobys, Klaus
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Ielpo, Florian
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Irandoust, Manuchehr
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Jawadi, Fredj
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Panagiōtidēs, Theodōros
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3
Ryu, Doojin
3
Tang, Tuck Cheong
3
Tiwari, Aviral Kumar
3
Tseng, Hui-kuan
3
Wang, Xingchun
3
Wohar, Mark E.
3
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Applied economics letters
Economia internazionale
International economics and economic policy : IEEP
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
Energy economics
25
Applied economics
16
The North American journal of economics and finance : a journal of financial economics studies
15
International review of economics & finance : IREF
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
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8
Defence and peace economics
6
Economics letters
6
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5
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4
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4
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4
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2
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2
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2
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2
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2
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1
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1
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1
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1
Economics & finance notes
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Empirica : journal of european economics
1
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1
Global business & economics review
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Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
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International journal of computational economics and econometrics : IJCEE
1
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1
Journal of behavioral and experimental economics
1
Journal of housing economics
1
Journal of international commerce, economics and policy
1
Pakistan economic and social review : incorporating the Punjab University economist ; bi-annual journal of the Department of Economics, University of the Punjab
1
Research in international business and finance
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ECONIS (ZBW)
26
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1
South Africa's monetary policy independence : evidence from a Global New-Keynesian DSGE model
Waal, Annari de
;
Gupta, Rangan
;
Jooste, Charl
- In:
Applied economics letters
25
(
2018
)
12
,
pp. 840-846
Persistent link: https://www.econbiz.de/10012130449
Saved in:
2
Testing for the tourism led economic growth hypothesis in Sweden with structural breaks
Hatemi-J, Abdulnasser
;
Maneschiöld, Per-Ola
- In:
Economia internazionale
74
(
2021
)
3
,
pp. 293-310
Persistent link: https://www.econbiz.de/10013164457
Saved in:
3
A note on financial vulnerability and volatility in emerging stock markets : evidence from GARCH-MIDAS models
Demirer, Rıza
;
Gupta, Rangan
;
Li, He
;
You, Yu
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 37-42
Persistent link: https://www.econbiz.de/10013552965
Saved in:
4
The effect of oil uncertainty shock on real GDP of 33 countries : a global VAR approach
Salisu, Afees A.
;
Gupta, Rangan
;
Olaniran, Abeeb
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 269-274
Persistent link: https://www.econbiz.de/10013553138
Saved in:
5
The impact of disaggregated oil shocks on state-level consumption of the United States
Gupta, Rangan
;
Sheng, Xin
;
Van Eyden, Reneé
;
Wohar, Mark E.
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1818-1824
Persistent link: https://www.econbiz.de/10012697678
Saved in:
6
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
7
Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom
Salisu, Afees A.
;
Gupta, Rangan
- In:
Applied economics letters
28
(
2021
)
18
,
pp. 1594-1599
Persistent link: https://www.econbiz.de/10012626718
Saved in:
8
Movements in real estate uncertainty in the United States : the role of oil shocks
Gupta, Rangan
;
Sheng, Xin
;
Ji, Qiang
- In:
Applied economics letters
28
(
2021
)
13
,
pp. 1059-1065
Persistent link: https://www.econbiz.de/10012589935
Saved in:
9
Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
Saved in:
10
Modelling asymmetry in oil, gold and stock markets by a hidden cointegration technique
Hatemi-J, Abdulnasser
;
Irandoust, Manuchehr
- In:
Economia internazionale
68
(
2015
)
2
,
pp. 213-228
Persistent link: https://www.econbiz.de/10011304760
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