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~isPartOf:"European journal of political economy"
~isPartOf:"Finance research letters"
~language:"eng"
~language:"fra"
~language:"hun"
~language:"ita"
~person:"De Grauwe, Paul"
~person:"Wohar, Mark E."
~subject:"Central banking"
~subject:"EU-Staaten"
~subject:"France"
~subject:"Monetary policy"
~subject:"Schock"
~subject:"Stock market"
~subject:"Switzerland"
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Conference proceedings"
~type_genre:"Konferenzschrift"
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De Grauwe, Paul
Wohar, Mark E.
Gupta, Rangan
13
Goodell, John W.
11
Bouri, Elie
10
Hillman, Arye L.
10
Haan, Jakob de
9
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European journal of political economy
Finance research letters
Intereconomics : review of European economic policy
13
Journal of macroeconomics
8
Applied economics
6
European economic review : EER
6
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6
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5
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Rivista internazionale di scienze sociali
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
10
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1
Global evidence of the COVID-19 shock on real equity prices and real exchange rates : a counterfactual analysis with a threshold-augmented GVAR model
Salisu, Afees A.
;
Ayinde, Taofeek Olusola
;
Gupta, Rangan
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013455599
Saved in:
2
Gold, platinum and the predictability of bond risk premia
Bouri, Elie
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Finance research letters
38
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012487757
Saved in:
3
Historical volatility of advanced equity markets : the role of local and global crises
Goswami, Samrat
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Finance research letters
34
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012436967
Saved in:
4
The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests
Gupta, Rangan
;
Pierdzioch, Christian
;
Vivian, Andrew J.
; …
- In:
Finance research letters
29
(
2019
),
pp. 315-322
Persistent link: https://www.econbiz.de/10012419133
Saved in:
5
Are Islamic stock markets efficient? : a multifractal detrended fluctuation analysis
Bouoiyour, Jamal
;
Selmi, Refk
;
Wohar, Mark E.
- In:
Finance research letters
26
(
2018
),
pp. 100-105
Persistent link: https://www.econbiz.de/10012005595
Saved in:
6
Volatility jumps : the role of geopolitical risks
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Finance research letters
27
(
2018
),
pp. 247-258
Persistent link: https://www.econbiz.de/10012006874
Saved in:
7
Time varying stock return predictability : evidence from US sectors
Guidolin, Massimo
;
McMillan, David G.
;
Wohar, Mark E.
- In:
Finance research letters
10
(
2013
)
1
,
pp. 34-40
Persistent link: https://www.econbiz.de/10009728606
Saved in:
8
Monetary policy design and transmission asymmetry in EMU : does uncertainty matter?
De Grauwe, Paul
;
Sénégas, Marc-Alexandre
- In:
European journal of political economy
22
(
2006
)
4
,
pp. 787-808
Persistent link: https://www.econbiz.de/10003387485
Saved in:
9
Symposium: Small countries and the EMU
Andersen, Torben M.
(
contributor
); …
- In:
European journal of political economy
11
(
1995
)
1
,
pp. 1-111
Persistent link: https://www.econbiz.de/10001180807
Saved in:
10
Monetary institutions, budget deficits and inflation : empirical results for eight countries
Burdekin, Richard C. K.
- In:
European journal of political economy
6
(
1990
)
4
,
pp. 531-551
Persistent link: https://www.econbiz.de/10001102567
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