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~isPartOf:"Economia internazionale"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~isPartOf:"Working Papers / Department of Economics, Faculty of Economic and Management Sciences"
~person:"Al-Shayeb, Abdulrahman"
~person:"Andersson, Per-Åke"
~person:"Gupta, Rangan"
~person:"Hatemi-J, Abdulnasser"
~person:"Hau, Liya"
~subject:"Bayesian inference"
~subject:"Cointegration"
~subject:"Estimation"
~subject:"South Africa"
~subject:"long memory"
~type_genre:"Article in journal"
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Bayesian inference
Cointegration
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South Africa
long memory
Schätzung
28
Volatility
27
Volatilität
27
USA
24
United States
24
Börsenkurs
21
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Al-Shayeb, Abdulrahman
Andersson, Per-Åke
Gupta, Rangan
Hatemi-J, Abdulnasser
Hau, Liya
Gil-Alaña, Luis A.
8
Kang, Sang Hoon
8
Tronzano, Marco
8
Zhu, Huiming
8
Balcilar, Mehmet
7
Mensi, Walid
7
Pierdzioch, Christian
7
Wohar, Mark E.
6
Bohl, Martin T.
5
Cebula, Richard J.
5
Lien, Da-hsiang Donald
5
Salisu, Afees A.
5
Ur Rehman, Mobeen
5
Xuan Vinh Vo
5
Al-Yahyaee, Khamis Hamed
4
Bahmani-Oskooee, Mohsen
4
Beckmann, Joscha
4
Belke, Ansgar
4
Chen, Mei-Ping
4
Dai, Zhifeng
4
Homaifar, Ghassem
4
Lee, Chien-chiang
4
Mohammadi, Hassan
4
Payne, James E.
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Yoon, Seong-min
4
Alsamara, Mouyad
3
Bouri, Elie
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Caporale, Guglielmo Maria
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Christou, Christina
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Hadj Amor, Thouraya
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Hammoudeh, Shawkat
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Hamori, Shigeyuki
3
Ho, Kin-Yip
3
Ho, Tsung-wu
3
Holmes, Mark J.
3
Ji, Qiang
3
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Economia internazionale
The North American journal of economics and finance : a journal of financial economics studies
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
Applied economics
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Applied economics letters
12
The South African journal of economics
8
Economics letters
7
Energy economics
7
International journal of finance & economics : IJFE
6
International review of economics & finance : IREF
6
International business and economics research journal
5
Applied financial economics
3
Defence and peace economics
3
Economics and Business Letters : EBL
3
Empirica : journal of european economics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Journal of economics and finance
3
The journal of real estate finance and economics
3
Annals of economics and finance
2
Economic modelling
2
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2
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Journal of business economics and management
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Studies in economics and finance
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Contemporary economics
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Eurasian economic review : a journal in applied macroeconomics and finance
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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 economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International economics and economic policy : IEEP
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International journal of business and economics
1
International journal of production economics
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Journal of behavioral and experimental economics
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Journal of housing economics
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ECONIS (ZBW)
37
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1
Does transaction activity predict Bitcoin returns? : evidence from quantile-on-quantile analysis
Hau, Liya
;
Zhu, Huiming
;
Shahbaz, Muhammad
;
Sun, Wuqin
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012667385
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
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
4
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:
5
How does investor attention matter for crude oil prices and returns? : evidence from time-frequency quantile causality analysis
Chen, Qitong
;
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013413415
Saved in:
6
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:
7
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
8
Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock : evidence from multiscale quantile perspectives
Zhu, Huiming
;
Chen, Yiwen
;
Ren, Ying-hua
;
Xing, Zhanming
; …
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-46
Persistent link: https://www.econbiz.de/10013449362
Saved in:
9
Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries : evidence from wavelet quantile regression analysis
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
;
Wu, Hao
;
Ye, Fangyu
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013449369
Saved in:
10
Contagion between real estate and financial markets : a Bayesian quantile-on-quantile approach
Caporin, Massimiliano
;
Gupta, Rangan
;
Ravazzolo, Francesco
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012667335
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