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~isPartOf:"Economia politica : journal of analytical and institutional economics"
~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"
~language:"bul"
~language:"eng"
~person:"Bouri, Elie"
~person:"Gupta, Rangan"
~person:"Yang, Lu"
~subject:"GARCH-MIDAS"
~subject:"Germany"
~subject:"Impact assessment"
~subject:"Wechselkurs"
~subject:"Ölpreis"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschriften"
~type_genre:"Rezension"
~type_genre:"Sammelwerk"
~type_genre:"Systematic review"
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GARCH-MIDAS
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Estimation
22
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22
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21
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Bouri, Elie
Gupta, Rangan
Yang, Lu
Balcilar, Mehmet
6
Hamori, Shigeyuki
5
Mensi, Walid
5
Wohar, Mark E.
5
Xuan Vinh Vo
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Zhu, Huiming
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Hau, Liya
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Jiang, Yong
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Kinkyō, Takuji
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Simpson, Marc W.
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Beckmann, Joscha
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Chang, Chia-Lin
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Gil-Alaña, Luis A.
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Kang, Sang Hoon
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Marfatia, Hardik A.
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McAleer, Michael
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Mendonça, Helder Ferreira de
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Roubaud, David
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Economia politica : journal of analytical and institutional economics
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
Energy economics
28
Finance research letters
9
International review of economics & finance : IREF
9
Applied economics letters
7
Economia internazionale
4
Economics letters
3
Emerging markets, finance and trade : EMFT
3
Journal of multinational financial management
3
Research in international business and finance
3
Risks : open access journal
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Applied economics
2
Defence and peace economics
2
Economic modelling
2
Economic research
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Financial innovation : FIN
2
International economics and economic policy : IEEP
2
International journal of finance & economics : IJFE
2
Journal of forecasting
2
Journal of macroeconomics
2
Journal of risk and financial management : JRFM
2
Review of quantitative finance and accounting
2
The European journal of finance
2
The journal of developing areas
2
African development review
1
Annals of financial economics
1
Applied financial economics
1
Atlantic economic journal : AEJ
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Borsa Istanbul Review
1
Contemporary economics
1
Economics / Journal articles : the open-access, open-assessment journal
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Global finance journal
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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)
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ECONIS (ZBW)
16
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1
Liquidity spillovers between cryptocurrency and foreign exchange markets
Nekhili, Ramzi
;
Sultan, Jahangir
;
Bouri, Elie
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014485287
Saved in:
2
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:
3
Out-of-sample predictability of gold market volatility : the role of US Nonfarm Payroll
Salisu, Afees A.
;
Bouri, Elie
;
Gupta, Rangan
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 482-488
Persistent link: https://www.econbiz.de/10014249177
Saved in:
4
Spillovers in higher-order moments of crude oil, gold, and bitcoin
Gillas, Konstantinos Gkillas
;
Bouri, Elie
;
Gupta, Rangan
; …
- In:
The quarterly review of economics and finance : journal …
84
(
2022
),
pp. 398-406
Persistent link: https://www.econbiz.de/10013335879
Saved in:
5
Causal nexus between crude oil and US corporate bonds
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Hernandez, …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 577-589
Persistent link: https://www.econbiz.de/10012655570
Saved in:
6
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:
7
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:
8
Can crude oil drive the co-movement in the international stock market? : evidence from partial wavelet coherence analysis
Wu, Kai
;
Zhu, Jingran
;
Xu, Mingli
;
Yang, Lu
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012632221
Saved in:
9
Oil price uncertainty and movements in the US government bond risk premia
Balcilar, Mehmet
;
Gupta, Rangan
;
Wang, Shixuan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012654789
Saved in:
10
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:
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