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~isPartOf:"Economia internazionale"
~isPartOf:"International economics and economic policy : IEEP"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of behavioral and experimental economics"
~isPartOf:"Journal of economics and finance"
~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"
~subject:"Cointegration"
~subject:"Market integration"
~subject:"South Africa"
~subject:"Volatilität"
~subject:"long memory"
~subject:"Ölpreis"
~type_genre:"Article in journal"
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Cointegration
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Al-Shayeb, Abdulrahman
Andersson, Per-Åke
Gil-Alana, Luis A.
Gupta, Rangan
Hatemi-J, Abdulnasser
Tronzano, Marco
9
Bahmani-Oskooee, Mohsen
7
Caporale, Guglielmo Maria
7
Gil-Alaña, Luis A.
7
Kanas, Angelos
7
Liow, Kim Hiang
6
Ma, Feng
6
Liang, Chao
5
Balli, Faruk
4
Cebula, Richard J.
4
Demirer, Rıza
4
Li, Xiafei
4
Pierdzioch, Christian
4
Stevenson, Simon
4
Tiwari, Aviral Kumar
4
Wei, Yu
4
Balcilar, Mehmet
3
Belke, Ansgar
3
Bhatti, Razzaque H.
3
Bonga-Bonga, Lumengo
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Cheung, Yin-Wong
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Genberg, Hans
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Gong, Xu
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Hoesli, Martin
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Jawadi, Fredj
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Salisu, Afees A.
3
Shahbaz, Muhammad
3
Tseng, Hui-kuan
3
Wohar, Mark E.
3
Xuan Vinh Vo
3
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Economia internazionale
International economics and economic policy : IEEP
International journal of finance & economics : IJFE
Journal of behavioral and experimental economics
Journal of economics and finance
The journal of real estate finance and economics
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
Energy economics
23
Applied economics
16
The North American journal of economics and finance : a journal of financial economics studies
15
Applied economics letters
11
International review of economics & finance : IREF
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
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8
The South African journal of economics
8
Defence and peace economics
6
Economics letters
6
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5
International business and economics research journal
4
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3
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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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
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International journal of business and economics
1
International journal of production economics
1
Journal of housing economics
1
Journal of international commerce, economics and policy
1
Research in international business and finance
1
Tydskrif vir studies in ekonomie en ekonometrie : SEE
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ECONIS (ZBW)
23
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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
Testing for the tourism led economic growth hypothesis in Sweden with structural breaks
Hatemi-J, Abdulnasser
;
Maneschiöld, Per-Ola
- In:
Economia internazionale
74
(
2021
)
3
,
pp. 293-310
Persistent link: https://www.econbiz.de/10013164457
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Time-varying causality between oil and commodity prices in the presence of structural breaks and nonlinearity
Gupta, Rangan
;
Kean, Gbeada Josiane Seu Epse
;
Tsebe, …
- In:
Economia internazionale
68
(
2015
)
4
,
pp. 469-491
Persistent link: https://www.econbiz.de/10011428286
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