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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Marburger Volkswirtschaftliche Beiträge"
~isPartOf:"Working papers on finance"
~language:"eng"
~person:"Burger, Anže"
~person:"Caporin, Massimiliano"
~person:"Gupta, Rangan"
~person:"Hayo, Bernd"
~person:"Rossi, Luca"
~person:"Wohar, Mark E."
~subject:"Cointegration"
~subject:"Impact assessment"
~subject:"Schätzung"
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Cointegration
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Burger, Anže
Caporin, Massimiliano
Gupta, Rangan
Hayo, Bernd
Rossi, Luca
Wohar, Mark E.
Ammann, Manuel
13
Gil-Alaña, Luis A.
9
Lee, Chien-chiang
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Ranaldo, Angelo
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Xuan Vinh Vo
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Balli, Hatice Ozer
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International review of economics & finance : IREF
Marburger Volkswirtschaftliche Beiträge
Working papers on finance
Department of Economics working paper series
43
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
29
Applied economics
18
Working papers / University of Connecticut, Department of Economics
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Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
15
Applied economics letters
13
Energy economics
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
International journal of finance & economics : IJFE
10
Research in international business and finance
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
ZEI papers / Zentrum für Europäische Integrationsforschung
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ZEI papers / Zentrum für Europäische Integrationsforschung, Bonn
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Economics letters
8
Journal of macroeconomics
8
Economic modelling
7
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5
Empirica : journal of european economics
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Defence and peace economics
4
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
4
International economics and economic policy : IEEP
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International review of financial analysis
4
Journal of economic research
4
Journal of forecasting
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Journal of international financial markets, institutions & money
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Journal of multinational financial management
4
MAGKS Joint Discussion Paper Series in Economics
4
The European journal of finance
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
4
The journal of developing areas
4
ZEI Working Paper
4
Applied financial economics
3
CESifo working papers
3
Economia internazionale
3
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ECONIS (ZBW)
31
EconStor
2
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1
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33
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1
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
2
The impacts of oil price volatility on financial stress : is the COVID-19 period different?
Sheng, Xin
;
Kim, Won Joong
;
Gupta, Rangan
;
Ji, Qiang
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 520-532
Persistent link: https://www.econbiz.de/10014428155
Saved in:
3
Day-of-the-week effect and spread determinants : some international evidence from equity markets
Gillas, Konstantinos Gkillas
;
Vortelinos, Dimitrios I.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 268-288
Persistent link: https://www.econbiz.de/10012627781
Saved in:
4
Housing sector and economic policy uncertainty : a GMM panel VAR approach
Balcilar, Mehmet
;
Roubaud, David
;
Uzuner, Gizem
;
Wohar, …
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 114-126
Persistent link: https://www.econbiz.de/10013175755
Saved in:
5
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
6
125 Years of time-varying effects of fiscal policy on financial markets
Marfatia, Hardik A.
;
Gupta, Rangan
;
Miller, Stephen M.
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 303-320
Persistent link: https://www.econbiz.de/10012486794
Saved in:
7
Time-varying role of macroeconomic shocks on house prices in the US and UK : evidence from over 150 years of data
Plakandaras, Vasilios
;
Gupta, Rangan
;
Katrakilides, K.
; …
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2249-2285
Persistent link: https://www.econbiz.de/10012254637
Saved in:
8
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
9
Asymmetric dynamics of insurance premium : the impacts of output and economic policy uncertainty
Gupta, Rangan
;
Lahiani, Amine
;
Lee, Chi-Chuan
;
Lee, …
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
6
,
pp. 1959-1978
Persistent link: https://www.econbiz.de/10012215947
Saved in:
10
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
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