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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"bul"
~language:"eng"
~language:"nld"
~language:"spa"
~person:"Hau, Liya"
~person:"Pierdzioch, Christian"
~source:"econis"
~subject:"Forecasting model"
~subject:"Konsumentenverhalten"
~subject:"Shock"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Handbuch"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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Forecasting model
Konsumentenverhalten
Shock
Volatility
Estimation
11
Schätzung
11
Volatilität
9
Capital income
6
Kapitaleinkommen
6
Prognoseverfahren
6
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4
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4
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4
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Hau, Liya
Pierdzioch, Christian
Gupta, Rangan
16
Mensi, Walid
10
Kang, Sang Hoon
9
Hammoudeh, Shawkat
8
Zhu, Huiming
8
Wohar, Mark E.
7
Xuan Vinh Vo
7
Balcilar, Mehmet
6
Dai, Zhifeng
6
McAleer, Michael
6
Ur Rehman, Mobeen
6
Zhuang, Xintian
6
Al-Yahyaee, Khamis Hamed
4
Chang, Chia-Lin
4
Gao, Yang
4
Li, Yanshuang
4
Qiao, Gaoxiu
4
Risse, Marian
4
Wang, Jian
4
Wu, Xinyu
4
Yin, Libo
4
Al-Jarrah, Idries Mohammad Wanas
3
Allen, David E.
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Chen, Cathy W. S.
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Guo, Shuxin
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Ho, Kin-Yip
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Lai, Yongzeng
3
Li, Shaoyu
3
Lien, Da-hsiang Donald
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3
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The North American journal of economics and finance : a journal of financial economics studies
Applied economics letters
11
Finance research letters
8
The European journal of finance
5
Applied economics
4
International review of economics & finance : IREF
4
International review of financial analysis
4
Journal of forecasting
4
Economics letters
3
International journal of forecasting
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied financial economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Energy economics
2
German economic review
2
International economic journal
2
International economics and economic policy : IEEP
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of financial markets
2
Journal of international financial markets, institutions & money
2
Journal of international money and finance
2
Macroeconomic dynamics
2
Review of international economics
2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
Annals of financial economics
1
Applied economics quarterly
1
Applied financial economics letters
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Computational economics
1
Credit and capital markets : Kredit und Kapital
1
Economic modelling
1
Economic systems
1
Economies : open access journal
1
Financial innovation : FIN
1
Global finance journal
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IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
International Journal of Financial Studies : open access journal
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International journal of finance & economics : IJFE
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Jahrbücher für Nationalökonomie und Statistik
1
Japan and the world economy : international journal of theory and policy
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ECONIS (ZBW)
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1
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
2
Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock : evidence from multiscale quantile perspectives
Zhu, Huiming
;
Chen, Yiwen
;
Ren, Ying-hua
;
Xing, Zhanming
; …
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-46
Persistent link: https://www.econbiz.de/10013449362
Saved in:
3
Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries : evidence from wavelet quantile regression analysis
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
;
Wu, Hao
;
Ye, Fangyu
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013449369
Saved in:
4
Does transaction activity predict Bitcoin returns? : evidence from quantile-on-quantile analysis
Hau, Liya
;
Zhu, Huiming
;
Shahbaz, Muhammad
;
Sun, Wuqin
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012667385
Saved in:
5
Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets : evidence from rolling window analysis
Zhu, Huiming
;
Chen, Weiyan
;
Hau, Liya
;
Chen, Qitong
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012822243
Saved in:
6
Dependent relationships between Chinese commodity markets and the international financial market : evidence from quantile time-frequency analysis
Zhu, Huiming
;
Meng, Liang
;
Ge, Yajing
;
Hau, Liya
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012664544
Saved in:
7
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
8
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
9
Do terror attacks affect the dollar-pound exchange rate? : a nonparametric causality-in-quantiles analysis
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 44-56
Persistent link: https://www.econbiz.de/10011878932
Saved in:
10
Are precious metals a hedge against exchange-rate movements? : an empirical exploration using bayesian additive regression trees
Pierdzioch, Christian
;
Risse, Marian
;
Rohloff, Sebastian
- In:
The North American journal of economics and finance : a …
38
(
2016
),
pp. 27-38
Persistent link: https://www.econbiz.de/10011673292
Saved in:
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