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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:"Gil-Alana, Luis A."
~person:"Gil-Alaña, Luis A."
~person:"Gupta, Rangan"
~subject:"Cointegration"
~subject:"Prognoseverfahren"
~subject:"South Africa"
~subject:"World"
~subject:"Zeitreihenanalyse"
~subject:"long memory"
~type_genre:"Article in journal"
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Cointegration
Prognoseverfahren
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long memory
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Volatilität
15
Börsenkurs
13
Estimation
13
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Gil-Alana, Luis A.
Gil-Alaña, Luis A.
Gupta, Rangan
Lee, Chien-chiang
9
Tronzano, Marco
8
Mensi, Walid
7
Zhu, Huiming
7
Pierdzioch, Christian
6
Amato, Amedeo
5
Dai, Zhifeng
5
Hammoudeh, Shawkat
5
Hau, Liya
5
Kang, Sang Hoon
5
Salisu, Afees A.
5
Tiwari, Aviral Kumar
5
Ur Rehman, Mobeen
5
Wohar, Mark E.
5
Balcilar, Mehmet
4
Hatemi-J, Abdulnasser
4
Seghezza, Elena
4
Al-Yahyaee, Khamis Hamed
3
Beckmann, Joscha
3
Chang, Chia-Lin
3
Chen, Cathy W. S.
3
Chen, Mei-Ping
3
Hamori, Shigeyuki
3
Holmes, Mark J.
3
Jiang, Yong
3
McAleer, Michael
3
Moosa, Imad A.
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Nonejad, Nima
3
Pérez Rodríguez, Jorge V.
3
Qiao, Gaoxiu
3
Quoc Trung Tran
3
Ram, Rati
3
Risse, Marian
3
Serletis, Apostolos
3
Shahbaz, Muhammad
3
Von Furstenberg, George M.
3
Wu, Xinyu
3
Xuan Vinh Vo
3
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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
41
Energy economics
22
Applied economics letters
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
International review of economics & finance : IREF
16
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
The South African journal of economics
12
Tourism economics : the business and finance of tourism and recreation
9
International journal of finance & economics : IJFE
8
Applied financial economics
7
Defence and peace economics
7
Economics letters
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
6
Journal of economics and finance
6
The journal of real estate finance and economics
6
Annals of financial economics
5
Empirica : journal of european economics
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
International business and economics research journal
5
Journal of economics and finance : JEF
4
Computational economics
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
Oxford bulletin of economics and statistics
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Review of financial economics : RFE
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Economics / Journal articles : the open-access, open-assessment journal
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Economics and Business Letters : EBL
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European review of economics and finance
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Journal of applied economics
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Journal of business economics and management
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Studies in economics and finance
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Applied financial economics letters
1
Canadian journal of agricultural economics : CJAE
1
Contemporary economics
1
Economics & finance notes
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Economics bulletin : EB
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Economics, management and financial markets
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ECONIS (ZBW)
18
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1
Price effects after one-day abnormal returns in developed and emerging markets : ESG versus traditional indices
Plastun, Alex
;
Bouri, Elie
;
Gupta, Rangan
;
Ji, Qiang
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013413403
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
The outbreak of COVID-19 and stock market liquidity : evidence from emerging and developed equity markets
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534137
Saved in:
4
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:
5
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
6
A fractional cointegration var analysis of exchange rate dynamics
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
Saved in:
7
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:
8
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:
9
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:
10
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:
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