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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"
~subject:"Cointegration"
~subject:"Estimation"
~subject:"South Africa"
~subject:"long memory"
~type_genre:"Article in journal"
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Cointegration
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long memory
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Volatilität
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20
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19
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Al-Shayeb, Abdulrahman
Andersson, Per-Åke
Gupta, Rangan
Gil-Alaña, Luis A.
8
Kang, Sang Hoon
8
Tronzano, Marco
8
Zhu, Huiming
8
Balcilar, Mehmet
7
Mensi, Walid
7
Pierdzioch, Christian
7
Hau, Liya
6
Wohar, Mark E.
6
Bohl, Martin T.
5
Cebula, Richard J.
5
Hatemi-J, Abdulnasser
5
Lien, Da-hsiang Donald
5
Salisu, Afees A.
5
Ur Rehman, Mobeen
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Xuan Vinh Vo
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Al-Yahyaee, Khamis Hamed
4
Bahmani-Oskooee, Mohsen
4
Beckmann, Joscha
4
Belke, Ansgar
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Chen, Mei-Ping
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Dai, Zhifeng
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Homaifar, Ghassem
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Lee, Chien-chiang
4
Mohammadi, Hassan
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Payne, James E.
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Yoon, Seong-min
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Alsamara, Mouyad
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Bouri, Elie
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Demirer, Rıza
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Hadj Amor, Thouraya
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Hamori, Shigeyuki
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Ho, Kin-Yip
3
Ho, Tsung-wu
3
Holmes, Mark J.
3
Ji, Qiang
3
Lucey, Brian M.
3
Moosa, Imad A.
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
15
Applied economics letters
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
The South African journal of economics
8
Energy economics
7
Economics letters
6
International journal of finance & economics : IJFE
6
International review of economics & finance : IREF
5
International business and economics research journal
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Defence and peace economics
3
Economics and Business Letters : EBL
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Journal of economics and finance
3
Annals of economics and finance
2
Applied financial economics
2
Economic modelling
2
Economics / Journal articles : the open-access, open-assessment journal
2
Economics, management and financial markets
2
Empirica : journal of european economics
2
Journal of applied economics
2
Journal of business economics and management
2
Studies in economics and finance
2
Annals of financial economics
1
Contemporary economics
1
Economics & finance notes
1
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
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 behavioral and experimental economics
1
Journal of housing economics
1
Journal of international commerce, economics and policy
1
Research in international business and finance
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ECONIS (ZBW)
25
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1
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:
2
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:
3
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:
4
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
Saved in:
5
House price synchronization across the US states : the role of structural oil shocks
Sheng, Xin
;
Marfatia, Hardik A.
;
Gupta, Rangan
;
Ji, Qiang
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012821423
Saved in:
6
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:
7
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
Saved in:
8
Dynamic impact of the US monetary policy on oil market returns and volatility
Marfatia, Hardik A.
;
Gupta, Rangan
;
Cakan, Esin
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 159-169
Persistent link: https://www.econbiz.de/10012655291
Saved in:
9
Uncertainty and daily predictability of housing returns and volatility of the United States : evidence from a higher-order nonparametric causality-in-quantiles test
Bouri, Elie
;
Gupta, Rangan
;
Kyei, Clement Kweku
; …
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 200-206
Persistent link: https://www.econbiz.de/10013258467
Saved in:
10
Time-varying impact of monetary policy shocks on US stock returns : the role of investor sentiment
Cepni, Oguzhan
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013188349
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