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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:"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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26
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22
Schätzung
22
USA
21
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21
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Bouri, Elie
Gupta, Rangan
Yang, Lu
Lee, Chien-chiang
10
Mensi, Walid
8
Zhu, Huiming
8
Hamori, Shigeyuki
6
Kang, Sang Hoon
6
Salisu, Afees A.
6
Wohar, Mark E.
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Hau, Liya
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Roubaud, David
5
Tiwari, Aviral Kumar
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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
4
McAleer, Michael
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Nakhli, Mohamed Sahbi
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Quoc Trung Tran
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Ur Rehman, Mobeen
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Xuan Vinh Vo
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Al-Yahyaee, Khamis Hamed
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3
Hegerty, Scott W.
3
Lucey, Brian M.
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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
24
International review of economics & finance : IREF
11
International review of financial analysis
11
Applied economics letters
6
Journal of international financial markets, institutions & money
5
Research in international business and finance
5
The European journal of finance
5
Applied economics
4
Economic modelling
4
Emerging markets, finance and trade : EMFT
4
Financial innovation : FIN
4
Journal of risk and financial management : JRFM
4
Defence and peace economics
3
Economia internazionale
3
International journal of finance & economics : IJFE
3
Journal of forecasting
3
Risks : open access journal
3
Structural change and economic dynamics : SC+ED
3
Annals of financial economics
2
Economics letters
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of financial markets
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
Applied financial economics
1
Atlantic economic journal : AEJ
1
Borsa Istanbul Review
1
Contemporary economics
1
Economic research
1
Economics / Journal articles : the open-access, open-assessment journal
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
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ECONIS (ZBW)
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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
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
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:
5
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:
6
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:
7
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:
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
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:
10
Bitcoin, gold, and commodities as safe havens for stocks : new insight through wavelet analysis
Bouri, Elie
;
Shahzad, Syed Jawad Hussain
;
Roubaud, David
; …
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 156-164
Persistent link: https://www.econbiz.de/10012430915
Saved in:
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