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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~person:"Bhatti, Razzaque H."
~person:"Chisadza, Carolyn"
~person:"Gil-Alana, Luis A."
~person:"Gupta, Rangan"
~person:"Masih, Mansur"
~person:"Nanda, Anupam"
~subject:"Cointegration"
~subject:"Immobilienpreis"
~subject:"Risk"
~subject:"South Africa"
~subject:"USA"
~subject:"long memory"
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Cointegration
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Bhatti, Razzaque H.
Chisadza, Carolyn
Gil-Alana, Luis A.
Gupta, Rangan
Masih, Mansur
Nanda, Anupam
Wohar, Mark E.
7
Balcilar, Mehmet
6
Hammoudeh, Shawkat
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Mensi, Walid
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Ur Rehman, Mobeen
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Lee, Chien-chiang
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Lien, Da-hsiang Donald
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Xuan Vinh Vo
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Beckmann, Joscha
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Chen, Mei-Ping
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Ji, Qiang
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Kang, Sang Hoon
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Marfatia, Hardik A.
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Qadan, Mahmoud
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Salisu, Afees A.
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Tsai, I-Chun
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Yin, Libo
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Al-Yahyaee, Khamis Hamed
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Anwar, Sajid
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Balistreri, Edward J.
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Belke, Ansgar
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Bianconi, Marcelo
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Caporin, Massimiliano
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Chang, Kuang-Liang
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Chen, Na
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Dai, Zhifeng
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Ewing, Bradley T.
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Fisher, Douglas
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Haensly, Paul J.
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Hamori, Shigeyuki
2
He, Zhifang
2
Jiang, Yong
2
Jiang, Yonghong
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2
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The North American journal of economics and finance : a journal of financial economics studies
Department of Economics working paper series
52
Working papers / University of Connecticut, Department of Economics
32
Applied economics
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Energy economics
12
Applied economics letters
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
The journal of real estate finance and economics
10
Economics letters
9
Economia internazionale
8
International review of economics & finance : IREF
8
The South African journal of economics
8
Annals of financial economics
6
Defence and peace economics
5
International business and economics research journal
5
Applied financial economics
3
Economics : the open-access, open-assessment e-journal
3
Economics : the open-access, open-assessment journal
3
Economics and Business Letters : EBL
3
International journal of finance & economics : IJFE
3
Journal of economics and finance
3
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
3
Economics and finance working paper series
2
Economics, management and financial markets
2
Global Research Unit working paper
2
Journal of applied economics
2
Journal of behavioral and experimental economics
2
Journal of business economics and management
2
Studies in economics and finance
2
Tourism economics : the business and finance of tourism and recreation
2
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper
2
Applied economics quarterly
1
CESifo Working Paper Series
1
CREATES research paper
1
Cardiff economics working papers
1
Computational economics
1
Contemporary economics
1
DIW Berlin Discussion Paper
1
Econometric Institute research papers
1
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ECONIS (ZBW)
15
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1
Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period
Yousaf, Imran
;
Plakandaras, Vasilios
;
Bouri, Elie
; …
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246762
Saved in:
2
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
3
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:
4
House price synchronization across the US states : the role of structural oil shocks
Sheng, Xin
;
Marfatia, Hardik A.
;
Gupta, Rangan
;
Ji, Qiang
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012821423
Saved in:
5
Evolution of price effects after one-day abnormal returns in the US stock market
Plastun, Alex
;
Sibande, Xolani
;
Gupta, Rangan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012822169
Saved in:
6
Time-varying impact of monetary policy shocks on US stock returns : the role of investor sentiment
Cepni, Oguzhan
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013188349
Saved in:
7
Contagion between real estate and financial markets : a Bayesian quantile-on-quantile approach
Caporin, Massimiliano
;
Gupta, Rangan
;
Ravazzolo, Francesco
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012667335
Saved in:
8
Oil price uncertainty and movements in the US government bond risk premia
Balcilar, Mehmet
;
Gupta, Rangan
;
Wang, Shixuan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012654789
Saved in:
9
Price gap anomaly in the US stock market : the whole story
Plastun, Alex
;
Sibande, Xolani
;
Gupta, Rangan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012654967
Saved in:
10
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
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