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~isPartOf:"Economia internazionale"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~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:"Zeitreihenanalyse"
~subject:"long memory"
~type_genre:"Article in journal"
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Cointegration
Prognoseverfahren
South Africa
Zeitreihenanalyse
long memory
Estimation
16
Schätzung
16
Volatility
15
Volatilität
15
Börsenkurs
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Nichtparametrisches Verfahren
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Gil-Alana, Luis A.
Gupta, Rangan
Pierdzioch, Christian
Gil-Alaña, Luis A.
7
Tronzano, Marco
7
Dai, Zhifeng
5
Nonejad, Nima
5
Hatemi-J, Abdulnasser
4
Qiao, Gaoxiu
4
Tiwari, Aviral Kumar
4
Zhang, Yaojie
4
Al-Yahyaee, Khamis Hamed
3
Balcilar, Mehmet
3
Beckmann, Joscha
3
Chen, Cathy W. S.
3
Hammoudeh, Shawkat
3
Holmes, Mark J.
3
Li, Weiping
3
Ma, Feng
3
Mensi, Walid
3
Moosa, Imad A.
3
Pérez Rodríguez, Jorge V.
3
Risse, Marian
3
Salisu, Afees A.
3
Shahbaz, Muhammad
3
Ur Rehman, Mobeen
3
Wohar, Mark E.
3
Wu, Xinyu
3
Adekoya, Oluwasegun B.
2
Al-Jarrah, Idries Mohammad Wanas
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Belke, Ansgar
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Biyase, Mduduzi
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Bonga-Bonga, Lumengo
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Chan, Chia-Ying
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Chang, Chia-Lin
2
De Mello, Lurion
2
Di Iorio, Francesca
2
Ewing, Bradley T.
2
Fachin, Stefano
2
Feridun, Mete
2
González-Astudillo, Manuel
2
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Economia internazionale
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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
26
Applied economics letters
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Energy economics
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
International review of economics & finance : IREF
8
The South African journal of economics
8
Economics letters
7
The journal of real estate finance and economics
6
Annals of financial economics
5
Applied financial economics
5
International business and economics research journal
5
Computational economics
3
Defence and peace economics
3
International journal of finance & economics : IJFE
3
Economic modelling
2
Economics / Journal articles : the open-access, open-assessment journal
2
Economics and Business Letters : EBL
2
Journal of business economics and management
2
Journal of economics and finance
2
Studies in economics and finance
2
Applied economics quarterly
1
Contemporary economics
1
Economics & finance notes
1
Economics, management and financial markets
1
Empirica : journal of european economics
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 economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International economics and economic policy : IEEP
1
International journal of business and economics
1
International journal of production economics
1
Journal of applied economics
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Journal of behavioral and experimental economics
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ECONIS (ZBW)
17
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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
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:
3
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
4
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:
5
Globalization, long memory, and real interest rate convergence : a historical perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2331-2355
Persistent link: https://www.econbiz.de/10013440481
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Time-varying influence of household debt on inequality in United Kingdom
Berisha, Edmond
;
Gabauer, David
;
Gupta, Rangan
;
Lau, …
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
4
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10012622453
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