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~isPartOf:"Economia internazionale"
~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:"Chan, Chia-Ying"
~person:"Gil-Alana, Luis A."
~person:"Gupta, Rangan"
~subject:"Cointegration"
~subject:"Prognoseverfahren"
~subject:"South Africa"
~subject:"long memory"
~type_genre:"Article in journal"
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Cointegration
Prognoseverfahren
South Africa
long memory
Börsenkurs
15
Share price
15
Volatility
14
Volatilität
14
Capital income
13
Kapitaleinkommen
13
USA
13
United States
13
Estimation
12
Schätzung
12
Aktienmarkt
11
Forecasting model
11
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11
Causality analysis
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Oil price
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Spillover-Effekt
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World
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Nichtparametrisches Verfahren
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Risiko
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Risk
4
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4
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Article in journal
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13
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Chan, Chia-Ying
Gil-Alana, Luis A.
Gupta, Rangan
Tronzano, Marco
7
Dai, Zhifeng
5
Pierdzioch, Christian
5
Hatemi-J, Abdulnasser
4
Al-Yahyaee, Khamis Hamed
3
Beckmann, Joscha
3
Chen, Cathy W. S.
3
Holmes, Mark J.
3
Mensi, Walid
3
Nonejad, Nima
3
Qiao, Gaoxiu
3
Risse, Marian
3
Salisu, Afees A.
3
Ur Rehman, Mobeen
3
Wohar, Mark E.
3
Wu, Xinyu
3
Zhang, Yaojie
3
Al-Jarrah, Idries Mohammad Wanas
2
Balcilar, Mehmet
2
Belke, Ansgar
2
Biyase, Mduduzi
2
Bonga-Bonga, Lumengo
2
Feridun, Mete
2
Gil-Alaña, Luis A.
2
Guo, Shuxin
2
Hammoudeh, Shawkat
2
Hau, Liya
2
Ho, Kin-Yip
2
Irandoust, Manuchehr
2
Kanda, Patrick
2
Kok Haur Ng
2
Li, Weiping
2
Liu, Li
2
Ma, Feng
2
Masih, Mansur
2
Moosa, Imad A.
2
Odhiambo, Nicholas M.
2
Otero, Jesús G.
2
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Economia internazionale
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
19
Energy economics
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
The South African journal of economics
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied economics letters
6
International review of economics & finance : IREF
6
International business and economics research journal
5
Annals of financial economics
4
Economics letters
4
The journal of real estate finance and economics
4
Applied financial economics
3
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
Studies in economics and finance
2
Contemporary economics
1
Economics & finance notes
1
Economics, management and financial markets
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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 journal of business and economics
1
International journal of production economics
1
Journal of applied economics
1
Journal of behavioral and experimental economics
1
Journal of economics and finance
1
Journal of forecasting
1
Journal of housing economics
1
Journal of international commerce, economics and policy
1
Tydskrif vir studies in ekonomie en ekonometrie : SEE
1
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ECONIS (ZBW)
13
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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
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:
4
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:
5
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:
6
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:
7
Do precious metal prices help in forecasting South African inflation?
Balcilar, Mehmet
;
Katzke, Nico
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 63-72
Persistent link: https://www.econbiz.de/10011878788
Saved in:
8
The revision frequency of earnings forecasts and firm characteristics
Chan, Chia-Ying
;
Lo, Huai-Chun
;
Yang, Ming Jing
- In:
The North American journal of economics and finance : a …
35
(
2016
),
pp. 116-132
Persistent link: https://www.econbiz.de/10011672306
Saved in:
9
The role of corporate governance in forecasting bankruptcy : pre- and post-SOX enactment
Chan, Chia-Ying
;
Chou, De-wai
;
Lin, Jane Raung
;
Liu, …
- In:
The North American journal of economics and finance : a …
35
(
2016
),
pp. 166-188
Persistent link: https://www.econbiz.de/10011672312
Saved in:
10
Temporal causality between house prices and output in the US : a bootstrap rolling-window approach
Nyakabawo, Wendy
;
Miller, Stephen M.
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 55-73
Persistent link: https://www.econbiz.de/10011534355
Saved in:
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