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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Public choice"
~isPartOf:"Real estate economics : journal of the American Real Estate and Urban Economics Association"
~language:"eng"
~language:"sqi"
~person:"Farmer, Roger E. A."
~person:"Hammoudeh, Shawkat"
~person:"Wu, Chunchi"
~person:"Zhou, Guofu"
~subject:"CAPM"
~subject:"Dynamic equilibrium"
~subject:"EU-Staaten"
~subject:"Kapitaleinkommen"
~subject:"Monetary policy"
~subject:"Rational expectations"
~subject:"United States"
~subject:"World"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"No longer published / No longer aquired"
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Farmer, Roger E. A.
Hammoudeh, Shawkat
Wu, Chunchi
Zhou, Guofu
Ambrose, Brent William
15
Gupta, Rangan
14
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13
Sirmans, Clemon F.
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International review of economics & finance : IREF
Journal of economic dynamics & control
Journal of financial and quantitative analysis : JFQA
Public choice
Real estate economics : journal of the American Real Estate and Urban Economics Association
Energy economics
28
Journal of financial economics
11
Applied economics
7
Journal of international financial markets, institutions & money
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Pacific-Basin finance journal
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The journal of finance : the journal of the American Finance Association
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
The review of financial studies
5
International review of financial analysis
4
Journal of empirical finance
4
Macroeconomic dynamics
4
Review of quantitative finance and accounting
4
The American economic review
4
The North American journal of economics and finance : a journal of financial economics studies
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Advances in Pacific Basin business, economics, and finance
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Annals of economics and finance
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Review of Pacific Basin financial markets and policies
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Contemporary economic policy : a journal of Western Economic Association International
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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The journal of portfolio management : a publication of Institutional Investor
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The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
34
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11
Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting
Lahiani, Amine
;
Hammoudeh, Shawkat
;
Gupta, Rangan
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 443-456
Persistent link: https://www.econbiz.de/10011625854
Saved in:
12
Advances in financial risk management and economic policy uncertainty : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 1-7
Persistent link: https://www.econbiz.de/10011571823
Saved in:
13
A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates
Balcilar, Mehmet
;
Hammoudeh, Shawkat
;
Asaba, Nwin-Anefo Fru
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 72-89
Persistent link: https://www.econbiz.de/10011571898
Saved in:
14
Solving and estimating indeterminate DSGE models
Farmer, Roger E. A.
;
Khramov, Vadim
;
Nicolò, Giovanni
- In:
Journal of economic dynamics & control
54
(
2015
),
pp. 17-36
Persistent link: https://www.econbiz.de/10011587015
Saved in:
15
The time-varying causality between spot and futures crude oil prices : a regime switching approach
Balcilar, Mehmet
;
Gungor, Hasan
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 51-71
Persistent link: https://www.econbiz.de/10011571896
Saved in:
16
Patterns of volatility transmissions within regime switching across GCC and global markets
Khalifa, Ahmed A. A.
;
Hammoudeh, Shawkat
;
Ortranto, Edoardo
- In:
International review of economics & finance : IREF
29
(
2014
),
pp. 512-524
Persistent link: https://www.econbiz.de/10010432303
Saved in:
17
A new anomaly : the cross-sectional profitability of technical analysis
Han, Yufeng
;
Yang, Ke
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
5
,
pp. 1433-1461
Persistent link: https://www.econbiz.de/10010343641
Saved in:
18
The stock market crash of 2008 caused the Great Recession : theory and evidence
Farmer, Roger E. A.
- In:
Journal of economic dynamics & control
36
(
2012
)
5
,
pp. 693-707
Persistent link: https://www.econbiz.de/10009554317
Saved in:
19
Minimal state variable solutions to Markov-switching rational expectations models
Farmer, Roger E. A.
;
Waggoner, Daniel F.
;
Zha, Tao
- In:
Journal of economic dynamics & control
35
(
2011
)
12
,
pp. 2150-2166
Persistent link: https://www.econbiz.de/10009413509
Saved in:
20
Incorporating economic objectives into Bayesian priors : portfolio choice under parameter uncertainty
Tu, Jun
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
4
,
pp. 959-986
Persistent link: https://www.econbiz.de/10008758064
Saved in:
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