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~isPartOf:"Research in international business and finance"
~language:"eng"
~source:"econis"
~subject:"Cointegration"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
~type_genre:"Übersichtsarbeit"
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Cointegration
Schätztheorie
Estimation
226
Schätzung
226
Aktienmarkt
72
Stock market
72
Volatility
68
Volatilität
68
Börsenkurs
67
Capital income
67
Kapitaleinkommen
67
Share price
67
Welt
44
World
44
ARCH model
33
ARCH-Modell
33
Kointegration
32
Emerging economies
24
Portfolio selection
24
Portfolio-Management
24
Schwellenländer
24
Forecasting model
20
Prognoseverfahren
20
Theorie
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Theory
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Anlageverhalten
19
Behavioural finance
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Exchange rate
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Bank
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Oil price
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Spillover-Effekt
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Time series analysis
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Zeitreihenanalyse
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18
CAPM
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Financial crisis
17
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Aufsatz in Zeitschrift
Book section
Übersichtsarbeit
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33
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English
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Gil-Alaña, Luis A.
4
Caporale, Guglielmo Maria
3
Abakah, Emmanuel Joel Aikins
2
Nazlıoğlu, Şaban
2
Ahmed, Walid M. A.
1
Albulescu, Claudiu Tiberiu
1
Altuntas, Mehmet
1
Altıntaş, Halil
1
Angelini, Eliana
1
Antypas, Antonios
1
Asongu, Simplice
1
Balcilar, Mehmet
1
Biekpe, Nicholas
1
Bokpin, Godfred A.
1
Brayek, Angham Ben
1
Camgöz, Mevlüt
1
Cartwright, Phillip A.
1
Chang, Bisharat Hussain
1
Chen, Shyh-Wei
1
Chkir, Imed Eddine
1
Claus, Edda
1
Costa, Antonio
1
Costamagna, Rodrigo
1
Dettoni, Robinson
1
Dionísio, Andreia Teixeira Marques
1
Doan, Minh-Phuong
1
Donou-Adonsou, Ficawoyi
1
Drakos, Anastassios A.
1
Economou, Fotini
1
Evgenidis, Anastasios
1
Ferreira, Paulo
1
Foglia, Matteo
1
Folarin, Oludele E.
1
Guesmi, Khaled
1
Gupta, Rangan
1
Hashmi, Shabir
1
Huang, Yilong
1
Ibhagui, Oyakhilome
1
Ionescu, Adrian Marius
1
Jooste, Charl
1
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Research in international business and finance
Journal of econometrics
223
Applied economics
164
Economic modelling
156
Applied economics letters
145
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
138
Economics letters
130
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
122
International journal of economics and financial issues : IJEFI
96
International Journal of Energy Economics and Policy : IJEEP
90
The empirical economics letters : a monthly international journal of economics
85
Energy economics
77
International journal of economics and finance
71
Econometric reviews
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
Journal of applied econometrics
54
Cogent economics & finance
51
International review of economics & finance : IREF
51
Theoretical and applied economics : GAER review
48
Journal of banking & finance
44
The North American journal of economics and finance : a journal of financial economics studies
44
Empirical economics : a quarterly journal of the Institute for Advanced Studies
38
The econometrics journal
36
Journal of risk and financial management : JRFM
35
Quantitative economics : QE ; journal of the Econometric Society
35
Finance research letters
34
Econometrics : open access journal
33
International journal of finance & economics : IJFE
33
Journal of international money and finance
32
Econometric theory
30
Journal of empirical finance
30
Economies : open access journal
29
Applied financial economics
27
Global business review
27
Modern economy
25
Economic research
24
International journal of forecasting
24
Journal of international financial markets, institutions & money
24
Journal of macroeconomics
24
Journal of the American Statistical Association : JASA
24
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1
Financial market integration of emerging markets : heavy tails, structural shifts, nonlinearity, and asymmetric persistence
Nazlıoğlu, Şaban
;
Kucukkaplan, Ilhan
;
Kilic, Emre
; …
- In:
Research in international business and finance
62
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248566
Saved in:
2
Identifying the asymmetric price dynamics of Islamic equities : implications for international investors
Camgöz, Mevlüt
;
Topal, Mehmet Hanefi
- In:
Research in international business and finance
60
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013412480
Saved in:
3
Non-linear cointegration between oil and stock prices : the role of interest rates
Martínez Cañete, Ana Rosa
;
Márquez De la Cruz, Elena
; …
- In:
Research in international business and finance
59
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013402061
Saved in:
4
Value at risk and returns of cryptocurrencies before and after the crash : long-run relations and fractional cointegration
Tan, Zhengxun
;
Huang, Yilong
;
Xiao, Binuo
- In:
Research in international business and finance
56
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013266119
Saved in:
5
Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
Saved in:
6
Asymmetric effect of COVID-19 pandemic on E7 stock indices : evidence from quantile-on-quantile regression approach
Hashmi, Shabir
;
Chang, Bisharat Hussain
;
Rong, Li
- In:
Research in international business and finance
58
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013286577
Saved in:
7
COVID-19, stock market and sectoral contagion in US : a time-frequency analysis
Matos, Paulo
;
Costa, Antonio
;
Silva, Cristiano da Costa da
- In:
Research in international business and finance
57
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013332941
Saved in:
8
Cryptocurrencies and stock market indices. Are they related?
Gil-Alaña, Luis A.
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Research in international business and finance
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012205484
Saved in:
9
Modelling the nonlinear relationship between oil prices, stock markets, and exchange rates in oil-exporting and oil-importing countries
Chkir, Imed Eddine
;
Guesmi, Khaled
;
Brayek, Angham Ben
; …
- In:
Research in international business and finance
54
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012581526
Saved in:
10
High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
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