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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:"World"
~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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Bouri, Elie
Gupta, Rangan
Yang, Lu
Lee, Chien-chiang
10
Mensi, Walid
8
Wohar, Mark E.
8
Zhu, Huiming
8
Balcilar, Mehmet
7
Hamori, Shigeyuki
7
Kang, Sang Hoon
7
Salisu, Afees A.
6
Xuan Vinh Vo
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Hau, Liya
5
Roubaud, David
5
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Ur Rehman, Mobeen
5
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4
Chang, Chia-Lin
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Chen, Mei-Ping
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Hassan, M. Kabir
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Jiang, Yong
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Kinkyō, Takuji
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McAleer, Michael
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Nakhli, Mohamed Sahbi
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Quoc Trung Tran
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Eichengreen, Barry
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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
32
Finance research letters
27
International review of economics & finance : IREF
12
International review of financial analysis
11
Applied economics letters
7
Applied economics
6
Research in international business and finance
6
Economic modelling
5
Emerging markets, finance and trade : EMFT
5
Financial innovation : FIN
5
Journal of international financial markets, institutions & money
5
Journal of risk and financial management : JRFM
5
The European journal of finance
5
Defence and peace economics
4
Economia internazionale
4
Economics letters
4
Journal of forecasting
4
International journal of finance & economics : IJFE
3
Journal of multinational financial management
3
Risks : open access journal
3
Structural change and economic dynamics : SC+ED
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Annals of financial economics
2
Economic research
2
Economics / Journal articles : the open-access, open-assessment journal
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
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International economics and economic policy : IEEP
2
Journal of financial markets
2
Journal of international trade & economic development : an international and comparative review
2
Journal of macroeconomics
2
OPEC energy review
2
Pacific-Basin finance journal
2
Review of quantitative finance and accounting
2
The journal of developing areas
2
African development review
1
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ECONIS (ZBW)
22
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22
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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
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 303-314
Persistent link: https://www.econbiz.de/10014428077
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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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