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~isPartOf:"Economia internazionale"
~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:"Zhou, Jian"
~subject:"Cointegration"
~subject:"Kausalanalyse"
~subject:"Market integration"
~subject:"South Africa"
~subject:"Spillover-Effekt"
~subject:"Volatilität"
~subject:"long memory"
~subject:"Ölpreis"
~type_genre:"Article in journal"
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Cointegration
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17
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12
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Al-Shayeb, Abdulrahman
Andersson, Per-Åke
Gil-Alana, Luis A.
Gupta, Rangan
Hatemi-J, Abdulnasser
Zhou, Jian
Tronzano, Marco
11
Caporale, Guglielmo Maria
8
Ma, Feng
7
Kanas, Angelos
6
Liow, Kim Hiang
6
Belke, Ansgar
5
Gil-Alaña, Luis A.
5
Liang, Chao
5
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4
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4
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4
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4
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4
Li, Xiafei
4
Shahbaz, Muhammad
4
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4
Tiwari, Aviral Kumar
4
Wei, Yu
4
Bonga-Bonga, Lumengo
3
Cheung, Yin-Wong
3
Genberg, Hans
3
Hoesli, Martin
3
Jawadi, Fredj
3
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3
Lin, Boqiang
3
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Panagiōtidēs, Theodōros
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3
Wilson, Patrick James
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Xuan Vinh Vo
3
Adewuyi, Adeolu O.
2
Afxentiou, Panos C.
2
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2
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Economia internazionale
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
Applied economics
23
Energy economics
23
The North American journal of economics and finance : a journal of financial economics studies
17
International review of economics & finance : IREF
14
Applied economics letters
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
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8
Economics letters
7
Applied financial economics
6
Defence and peace economics
6
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5
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4
Empirica : journal of european economics
4
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4
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2
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2
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2
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2
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2
Tydskrif vir studies in ekonomie en ekonometrie : SEE
2
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1
International journal of production economics
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Journal of international commerce, economics and policy
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ECONIS (ZBW)
27
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27
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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
Openness and growth : is the relationship non-linear?
Gupta, Rangan
;
Stander, Lardo
;
Vaona, Andrea
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3071-3099
Persistent link: https://www.econbiz.de/10014327719
Saved in:
5
Asymmetric panel causality tests with an application to the impact of fiscal policy on economic performance in Scandinavia
Hatemi-J, Abdulnasser
- In:
Economia internazionale
73
(
2020
)
3
,
pp. 389-404
Persistent link: https://www.econbiz.de/10012421244
Saved in:
6
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:
7
On the transmission mechanism of Asia-Pacific yield curve characteristics
Gabauer, David
;
Subramaniam, Sowmya
;
Gupta, Rangan
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 473-488
Persistent link: https://www.econbiz.de/10012814607
Saved in:
8
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:
9
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:
10
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:
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