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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Arndt, Sven W."
~person:"Gupta, Rangan"
~person:"Kanbur, Ravi"
~person:"McAleer, Michael"
~person:"Tirole, Jean"
~subject:"Nichtparametrisches Verfahren"
~subject:"USA"
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Nichtparametrisches Verfahren
USA
Volatility
17
Volatilität
17
Börsenkurs
14
Estimation
14
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14
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Arndt, Sven W.
Gupta, Rangan
Kanbur, Ravi
McAleer, Michael
Tirole, Jean
Wohar, Mark E.
8
Balcilar, Mehmet
6
Xuan Vinh Vo
4
Ji, Qiang
3
Lien, Da-hsiang Donald
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Marfatia, Hardik A.
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Pierdzioch, Christian
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Ur Rehman, Mobeen
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Cakan, Esin
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Chiang, Thomas C.
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Fisher, Douglas
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Hammoudeh, Shawkat
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Kanda, Patrick
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Kang, Sang Hoon
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Liu, Fang
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McDaniel, Christine
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Mensi, Walid
2
Plakandaras, Vasilios
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Plastun, Alex
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Robinson, Sherman
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Serletis, Apostolos
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Ahmed, Sheraz
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Ahmeda, Huson Joher Ali
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Aksoy, Yunus
1
Al Rababa'a, Abdel Razzaq
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Albuquerque, Bruno
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The North American journal of economics and finance : a journal of financial economics studies
Department of Economics working paper series
24
Working papers / University of Connecticut, Department of Economics
21
Econometric Institute research papers
19
Working paper
16
Applied economics
10
International review of economics & finance : IREF
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Applied economics letters
6
Economics letters
6
Annals of financial economics
5
Energy economics
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The journal of real estate finance and economics
5
International journal of finance & economics : IJFE
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School of Accounting, Finance and Economics & FEMARC working paper series
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Working papers / Cornell University, Department of Applied Economics and Management
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Defence and peace economics
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Economics / Discussion papers : the open-access, open-assessment e-journal
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Economics and Business Letters : EBL
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Global Research Unit working paper
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Journal of applied economics
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Journal of economics and finance
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Working paper series / Claremont Institute for Economic Policy Studies
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Working papers in quantitative economics and econometrics
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Economics and finance working paper series
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Economics, management and financial markets
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Empirica : journal of european economics
1
Empirical Economics, Forthcoming
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ECONIS (ZBW)
18
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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
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:
3
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:
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
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
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
Time-varying predictability of oil market movements over a century of data : The role of US financial stress
Gupta, Rangan
;
Kanda, Patrick
;
Tiwari, Aviral Kumar
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012201357
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