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~isPartOf:"Econometric reviews"
~isPartOf:"Journal of international financial markets, institutions & money"
~language:"eng"
~language:"ron"
~person:"Dagum, Estela Bee"
~person:"Hamori, Shigeyuki"
~person:"Kilian, Lutz"
~person:"Nguyen, Duc Khuong"
~person:"Psaradakis, Zacharias G."
~subject:"Börsenkurs"
~subject:"EU countries"
~subject:"Entwicklungsländer"
~subject:"Lieferkette"
~subject:"Schätzung"
~subject:"Stochastic process"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Case study"
~type_genre:"Handbuch"
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Börsenkurs
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Theorie
18
Time series analysis
17
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17
Estimation theory
8
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Dagum, Estela Bee
Hamori, Shigeyuki
Kilian, Lutz
Nguyen, Duc Khuong
Psaradakis, Zacharias G.
Maasoumi, Esfandiar
16
Narayan, Paresh Kumar
16
McAleer, Michael
15
Taylor, Robert
11
Hammoudeh, Shawkat
10
Ullah, Aman
9
Baltagi, Badi H.
8
Franses, Philip Hans
8
Phillips, Peter C. B.
8
Spanos, Aris
8
Kumbhakar, Subal
7
Li, Qi
7
MacDonald, Ronald
7
Pesaran, M. Hashem
7
Westerlund, Joakim
7
Brooks, Robert
6
Geweke, John
6
Gregoriou, Andros
6
Jawadi, Fredj
6
Medeiros, Marcelo C.
6
Sharma, Susan Sunila
6
Stenfors, Alexis
6
An, Sungbae
5
Asai, Manabu
5
Cavaliere, Giuseppe
5
Dijk, Herman K. van
5
Fung, Hung-gay
5
Ge̜bka, Bartosz
5
Gupta, Rangan
5
Hudson, Robert
5
Kanas, Angelos
5
Palm, Franz C.
5
Pippenger, John E.
5
Schmidt, Peter
5
Schorfheide, Frank
5
Truong, Cameron
5
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Econometric reviews
Journal of international financial markets, institutions & money
Applied economics letters
12
Economic modelling
11
Economics letters
10
Energy economics
10
Applied economics
9
Applied financial economics
9
Journal of applied econometrics
9
Journal of international money and finance
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Japan and the world economy : international journal of theory and policy
4
Journal of banking & finance
4
Journal of econometrics
4
Journal of risk and financial management : JRFM
4
Kobe University economic review
4
Research in international business and finance
4
The review of economics and statistics
4
Journal of Asian economics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of economic behavior & organization : JEBO
3
Journal of economic dynamics & control
3
Journal of money, credit and banking : JMCB
3
Macroeconomic dynamics
3
Oxford bulletin of economics and statistics
3
Annals of financial economics
2
Asian economic and political issues
2
Current politics and economics of Asia
2
Economic systems
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Emerging markets review
2
European journal of operational research : EJOR
2
International journal of finance & economics : IJFE
2
International journal of financial research
2
International review of financial analysis
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Journal of economics and finance
2
Journal of forecasting
2
Journal of international economics
2
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
26
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1
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26
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1
Monitoring the direction of the short-term trend of economic indicators
Dagum, Estela Bee
;
Bianconcini, Silvia
- In:
Econometric reviews
42
(
2023
)
5
,
pp. 421-440
Persistent link: https://www.econbiz.de/10014305536
Saved in:
2
Financial development, government bond returns, and stability : international evidence
Boubaker, Sabri
;
Nguyen, Duc Khuong
;
Piljak, Vanja
; …
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 81-96
Persistent link: https://www.econbiz.de/10012128282
Saved in:
3
Portmanteau tests for linearity of stationary time series
Psaradakis, Zacharias G.
;
Vávra, Marián
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 248-262
Persistent link: https://www.econbiz.de/10012180732
Saved in:
4
Interdependence between oil and East Asian stock markets : evidence from wavelet coherence analysis
Cai, Xiao Jing
;
Tian, Shuairu
;
Yuan, Nannan
;
Hamori, …
- In:
Journal of international financial markets, …
48
(
2017
),
pp. 206-223
Persistent link: https://www.econbiz.de/10011892354
Saved in:
5
On the robustness of week-day effect to error distributional assumption : international evidence
Boubaker, Sabri
;
Essaddam, Naceur
;
Nguyen, Duc Khuong
; …
- In:
Journal of international financial markets, …
47
(
2017
),
pp. 114-130
Persistent link: https://www.econbiz.de/10011892258
Saved in:
6
A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices
Jammazi, Rania
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
Journal of international financial markets, …
34
(
2015
),
pp. 173-187
Persistent link: https://www.econbiz.de/10011474509
Saved in:
7
Can economic uncertainty, financial stress and consumer sentiments predict US equity premium?
Gupta, Rangan
;
Hammoudeh, Shawkat
;
Modise, Mampho P.
; …
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 367-378
Persistent link: https://www.econbiz.de/10011299816
Saved in:
8
Financial linkages between US sector credit default swaps markets
Arouri, Mohamed
;
Hammoudeh, Shawkat
;
Jawadi, Fredj
; …
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 223-243
Persistent link: https://www.econbiz.de/10011299835
Saved in:
9
Instabilities in the relationships and hedging strategies between crude oil and US stock markets : do long memory and asymmetry matter?
Chkili, Walid
;
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 354-366
Persistent link: https://www.econbiz.de/10011299818
Saved in:
10
Asymmetric dynamics in correlations of treasury and swap markets : evidence from the US market
Toyoshima, Yuki
;
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Journal of international financial markets, …
22
(
2012
)
2
,
pp. 381-394
Persistent link: https://www.econbiz.de/10009581695
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