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~isPartOf:"Economia internazionale"
~isPartOf:"Economics and Business Letters : EBL"
~isPartOf:"International economics and economic policy : IEEP"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"The journal of real estate finance and economics"
~isPartOf:"Working Papers / Department of Economics, Faculty of Economic and Management Sciences"
~person:"Al-Shayeb, Abdulrahman"
~person:"Andersson, Per-Åke"
~person:"Gil-Alana, Luis A."
~person:"Gupta, Rangan"
~person:"Hatemi-J, Abdulnasser"
~person:"Stevenson, Simon"
~subject:"Market integration"
~subject:"South Africa"
~subject:"Volatilität"
~subject:"long memory"
~subject:"Ölpreis"
~type_genre:"Article in journal"
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Market integration
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long memory
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Estimation
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15
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14
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Al-Shayeb, Abdulrahman
Andersson, Per-Åke
Gil-Alana, Luis A.
Gupta, Rangan
Hatemi-J, Abdulnasser
Stevenson, Simon
Ma, Feng
7
Liang, Chao
5
Liow, Kim Hiang
5
Cebula, Richard J.
4
Kanas, Angelos
4
Li, Xiafei
4
Salisu, Afees A.
4
Wei, Yu
4
Bonga-Bonga, Lumengo
3
Genberg, Hans
3
Gil-Alaña, Luis A.
3
Gong, Xu
3
Jawadi, Fredj
3
Kouretas, Georgios P.
3
Lin, Boqiang
3
Shahbaz, Muhammad
3
Tiwari, Aviral Kumar
3
Tseng, Hui-kuan
3
Xuan Vinh Vo
3
Zhou, Jian
3
Bahmani-Oskooee, Mohsen
2
Begiazi, Kyriaki
2
Belke, Ansgar
2
Biyase, Mduduzi
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Bredin, Donal
2
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2
Carlson, Mark
2
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2
Demirer, Rıza
2
Drakos, Anastassios A.
2
Edwards, Jeffrey A.
2
Gallo, Giampiero M.
2
Girardin, Eric
2
Hammoudeh, Shawkat
2
Huang, MeiChi
2
Ibrahim, Muhammad Faishal
2
Kwon, Dohyoung
2
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Economia internazionale
Economics and Business Letters : EBL
International economics and economic policy : IEEP
International journal of finance & economics : IJFE
The journal of real estate finance and economics
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
Energy economics
23
Applied economics
14
The North American journal of economics and finance : a journal of financial economics studies
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Applied economics letters
8
International review of economics & finance : IREF
8
The South African journal of economics
8
Economics letters
6
Defence and peace economics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of economics and finance
5
Applied financial economics
4
Annals of financial economics
3
International business and economics research journal
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of business economics and management
2
Studies in economics and finance
2
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1
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1
Economic modelling
1
Economics & finance notes
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Global business & economics review
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Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
International journal of production economics
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Journal of applied economics
1
Journal of behavioral and experimental economics
1
Journal of housing economics
1
Journal of international commerce, economics and policy
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Research in international business and finance
1
Tydskrif vir studies in ekonomie en ekonometrie : SEE
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ECONIS (ZBW)
19
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19
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1
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
2
Time-varying causality between bond and oil markets of the United States : evidence from over one and half centuries of data
Coronado, Semei
;
Gupta, Rangan
;
Nazlıoğlu, Şaban
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2239-2247
Persistent link: https://www.econbiz.de/10014327517
Saved in:
3
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:
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
Predicting firm-level volatility in the United States : the role of monetary policy uncertainty
Clance, Matthew W.
;
Demirer, Rıza
;
Gupta, Rangan
; …
- In:
Economics and Business Letters : EBL
9
(
2020
)
3
,
pp. 167-177
Persistent link: https://www.econbiz.de/10012420480
Saved in:
6
The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom : evidence from over 150 years of data
Gupta, Rangan
;
Wohar, Mark E.
- In:
Economics and Business Letters : EBL
8
(
2019
)
3
,
pp. 138-146
Persistent link: https://www.econbiz.de/10012156567
Saved in:
7
High-frequency volatility forecasting of US housing markets
Segnon, Mawuli
;
Gupta, Rangan
;
Lesame, Keagile
;
Wohar, …
- In:
The journal of real estate finance and economics
62
(
2021
)
2
,
pp. 283-317
Persistent link: https://www.econbiz.de/10012428404
Saved in:
8
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
Saved in:
9
Causal link between oil price and uncertainty in India
El Montasser, Ghassen
;
Aggad, Kenza
;
Clark, Louise
; …
- In:
Economia internazionale
68
(
2015
)
4
,
pp. 437-450
Persistent link: https://www.econbiz.de/10011428266
Saved in:
10
Does the price of oil help predict inflation in South Africa? : historical evidence using a frequency domain approach
Gupta, Rangan
;
Kanda, Patrick T.
- In:
Economia internazionale
68
(
2015
)
4
,
pp. 451-467
Persistent link: https://www.econbiz.de/10011428268
Saved in:
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