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~isPartOf:"Applied economics quarterly"
~isPartOf:"Economia internazionale"
~isPartOf:"Empirica : journal of european economics"
~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:"Gil-Alana, Luis A."
~person:"Gupta, Rangan"
~person:"Pierdzioch, Christian"
~subject:"Cointegration"
~subject:"Prognoseverfahren"
~subject:"South Africa"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
~subject:"long memory"
~type_genre:"Article in journal"
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Cointegration
Prognoseverfahren
South Africa
Volatility
Zeitreihenanalyse
long memory
Estimation
16
Schätzung
16
Volatilität
15
Börsenkurs
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Gil-Alana, Luis A.
Gupta, Rangan
Pierdzioch, Christian
Bahmani-Oskooee, Mohsen
18
Mensi, Walid
11
Hammoudeh, Shawkat
9
Kang, Sang Hoon
9
Tronzano, Marco
9
Balcilar, Mehmet
8
Hegerty, Scott W.
8
Zhu, Huiming
8
Gil-Alaña, Luis A.
7
Ur Rehman, Mobeen
7
Xuan Vinh Vo
7
Dai, Zhifeng
6
McAleer, Michael
6
Wohar, Mark E.
6
Al-Yahyaee, Khamis Hamed
5
Belke, Ansgar
5
Hatemi-J, Abdulnasser
5
Hau, Liya
5
Moosa, Imad A.
5
Zhuang, Xintian
5
Beckmann, Joscha
4
Bonga-Bonga, Lumengo
4
Chang, Chia-Lin
4
Gao, Yang
4
Harvey, Hanafiah
4
Irandoust, Manuchehr
4
Panagiōtidēs, Theodōros
4
Qiao, Gaoxiu
4
Risse, Marian
4
Salisu, Afees A.
4
Shahbaz, Muhammad
4
Thury, Gerhard
4
Tiwari, Aviral Kumar
4
Wu, Xinyu
4
Yin, Libo
4
Al-Jarrah, Idries Mohammad Wanas
3
Allen, David E.
3
Chang, Kuang-Liang
3
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Applied economics quarterly
Economia internazionale
Empirica : journal of european economics
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
28
Applied economics letters
20
Energy economics
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
International review of economics & finance : IREF
13
Economics letters
11
The South African journal of economics
8
The journal of real estate finance and economics
6
Annals of financial economics
5
Applied financial economics
5
Defence and peace economics
5
International business and economics research journal
5
International journal of finance & economics : IJFE
5
Computational economics
4
Journal of economics and finance
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Economic modelling
2
Economics / Journal articles : the open-access, open-assessment journal
2
Economics and Business Letters : EBL
2
International economics and economic policy : IEEP
2
Journal of applied economics
2
Journal of business economics and management
2
Studies in economics and finance
2
Applied financial economics letters
1
Contemporary economics
1
Economics & finance notes
1
Economics, management and financial markets
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Finance a úvěr
1
Finance research letters
1
Global business & economics review
1
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
International journal of business and economics
1
International journal of production economics
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ECONIS (ZBW)
24
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1
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:
2
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
3
Risk spillover between Bitcoin and conventional financial markets : an expectile-based approach
Zhang, Yue-jun
;
Bouri, Elie
;
Gupta, Rangan
;
Ma, Shu-Jiao
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667384
Saved in:
4
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:
5
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:
6
Oil price uncertainty and movements in the US government bond risk premia
Balcilar, Mehmet
;
Gupta, Rangan
;
Wang, Shixuan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012654789
Saved in:
7
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:
8
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:
9
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
Saved in:
10
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
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