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~isPartOf:"Applied economics quarterly"
~isPartOf:"Economia internazionale"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working Papers / Department of Economics, Faculty of Economic and Management Sciences"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Gil-Alana, Luis A."
~person:"Gupta, Rangan"
~person:"McMillan, David G."
~person:"Pierdzioch, Christian"
~subject:"Cointegration"
~subject:"Prognoseverfahren"
~subject:"South Africa"
~subject:"Zeitreihenanalyse"
~subject:"long memory"
~type_genre:"Article in journal"
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Cointegration
Prognoseverfahren
South Africa
Zeitreihenanalyse
long memory
Estimation
44
Schätzung
44
Volatility
31
Volatilität
31
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27
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Bahmani-Oskooee, Mohsen
Gil-Alana, Luis A.
Gupta, Rangan
McMillan, David G.
Pierdzioch, Christian
Gil-Alaña, Luis A.
12
Ma, Feng
8
Tronzano, Marco
7
Caporale, Guglielmo Maria
6
Dai, Zhifeng
6
Liang, Chao
6
Tiwari, Aviral Kumar
6
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5
Hatemi-J, Abdulnasser
5
Shahbaz, Muhammad
5
Wei, Yu
5
Wohar, Mark E.
5
Zhang, Yaojie
5
Balcilar, Mehmet
4
Chang, Tsangyao
4
Irandoust, Manuchehr
4
Li, Xiafei
4
Panagiōtidēs, Theodōros
4
Salisu, Afees A.
4
Thury, Gerhard
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Xuan Vinh Vo
4
Österholm, Pär
4
Al-Yahyaee, Khamis Hamed
3
Beckmann, Joscha
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3
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3
Karamelikli, Huseyin
3
Mensi, Walid
3
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3
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3
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Applied economics quarterly
Economia internazionale
Empirica : journal of european economics
International journal of finance & economics : IJFE
The North American journal of economics and finance : a journal of financial economics studies
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
Applied economics
39
Applied economics letters
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Energy economics
15
Applied financial economics
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Economics letters
11
International review of economics & finance : IREF
11
The South African journal of economics
8
International review of applied economics
6
The journal of real estate finance and economics
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5
International business and economics research journal
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3
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2
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2
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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 economics and economic policy : IEEP
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Journal of business economics and management
2
Oxford bulletin of economics and statistics
2
Applied financial economics letters
1
Asian African journal of economics and econometrics
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Contemporary economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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Finance a úvěr
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Finance research letters
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ECONIS (ZBW)
33
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1
The effects of exchange rate volatility on US-Chilean industry trade flows
Bahmani-Oskooee, Mohsen
;
Harvey, Hanafiah
;
Hegerty, Scott W.
- In:
Applied economics quarterly
61
(
2015
)
4
,
pp. 353-371
Persistent link: https://www.econbiz.de/10011472039
Saved in:
2
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
3
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
4
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
5
The predictive power of the term spread on inequality in the United Kingdom : an empirical analysis
Balcilar, Mehmet
;
Berisha, Edmond
;
Çepni, Oğuzhan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1979-1988
Persistent link: https://www.econbiz.de/10013184598
Saved in:
6
Does inequality help in forecasting equity premium in a panel of G7 countries?
Christou, Christina
;
Gupta, Rangan
;
Jawadi, Fredj
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822273
Saved in:
7
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
8
Time-varying predictability of oil market movements over a century of data : The role of US financial stress
Gupta, Rangan
;
Kanda, Patrick
;
Tiwari, Aviral Kumar
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012201357
Saved in:
9
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
10
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
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