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~language:"bos"
~language:"eng"
~person:"Wohar, Mark E."
~subject:"Share price"
~subject:"Shock"
~subject:"VAR model"
~type_genre:"Article in journal"
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Share price
Shock
VAR model
Estimation
80
Schätzung
80
USA
71
United States
71
Capital income
58
Kapitaleinkommen
58
Börsenkurs
55
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49
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14
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74
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6
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Wohar, Mark E.
Gupta, Rangan
194
Narayan, Paresh Kumar
86
Tiwari, Aviral Kumar
64
Zaremba, Adam
63
Ryu, Doojin
59
Hammoudeh, Shawkat
58
McMillan, David G.
56
Caporale, Guglielmo Maria
55
Ma, Feng
54
Madura, Jeff
50
Pierdzioch, Christian
48
Gil-Alaña, Luis A.
47
Balcilar, Mehmet
46
Apergēs, Nikolaos
45
Salisu, Afees A.
45
Kim, So-yŏng
42
Faff, Robert W.
41
Bouri, Elie
40
Lütkepohl, Helmut
39
Xuan Vinh Vo
38
Zhang, Wei
38
Hassan, M. Kabir
37
Nguyen, Duc Khuong
37
Pesaran, M. Hashem
37
Xiong, Xiong
37
Demirer, Rıza
36
Chiang, Thomas C.
35
Corbet, Shaen
35
Hsing, Yu
33
Koop, Gary
33
Lee, Chien-chiang
33
Mumtaz, Haroon
33
Wong, Wing Keung
33
Blau, Benjamin
32
Kim, Jeong-bon
32
Lien, Da-hsiang Donald
32
Lucey, Brian M.
32
Shahzad, Syed Jawad Hussain
32
Brooks, Robert
31
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International review of economics & finance : IREF
7
Applied economics
5
The North American journal of economics and finance : a journal of financial economics studies
5
Finance research letters
4
The European journal of finance
4
Applied financial economics
3
Energy economics
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of financial analysis
2
Journal of applied econometrics
2
Journal of international financial markets, institutions & money
2
Macroeconomic dynamics
2
Research in international business and finance
2
The financial review : the official publication of the Eastern Finance Association
2
Applied economics letters
1
Economic & financial review
1
Economic inquiry : journal of the Western Economic Association International
1
Economic modelling
1
Economics and Business Letters : EBL
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of finance & economics : IJFE
1
Journal of central banking theory and practice
1
Journal of commodity markets
1
Journal of economic research
1
Journal of economics & business
1
Journal of economics and finance
1
Journal of forecasting
1
Journal of international trade & economic development : an international and comparative review
1
Journal of macroeconomics
1
Journal of multinational financial management
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Open economies review
1
Review of financial economics : RFE
1
Review of quantitative finance and accounting
1
Southern economic journal
1
Structural change and economic dynamics : SC+ED
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Chinese economy
1
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ECONIS (ZBW)
74
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74
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1
Volatility spillovers across the spot and futures oil markets after news announcements
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014445527
Saved in:
2
Estimation of value at risk for copper
Gillas, Konstantinos Gkillas
;
Konstantatos, Christoforos
; …
- In:
Journal of commodity markets
32
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014495711
Saved in:
3
Heterogenous responses of stock markets to covid related news and sentiments : evidence from the 1st year of pandemic
Bin Kamal, Javed
;
Wohar, Mark E.
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 68-85
Persistent link: https://www.econbiz.de/10014373709
Saved in:
4
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
5
Global evidence of the COVID-19 shock on real equity prices and real exchange rates : a counterfactual analysis with a threshold-augmented GVAR model
Salisu, Afees A.
;
Ayinde, Taofeek Olusola
;
Gupta, Rangan
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013455599
Saved in:
6
The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress
Balcilar, Mehmet
;
Ozdemir, Zeynel Abidin
;
Ozdemir, Huseyin
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014225739
Saved in:
7
Cyclically adjusted price to earnings (CAPE) ratio and the federal funds rate
Dorminey, Jack
;
Olson, Eric
;
Wohar, Mark E.
- In:
Journal of economic research
26
(
2021
)
2
,
pp. 191-208
Persistent link: https://www.econbiz.de/10013454943
Saved in:
8
Day-of-the-week effect and spread determinants : some international evidence from equity markets
Gillas, Konstantinos Gkillas
;
Vortelinos, Dimitrios I.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 268-288
Persistent link: https://www.econbiz.de/10012627781
Saved in:
9
The dynamics of US REITs returns to uncertainty shocks : a proxy SVAR approach
Cepni, Oguzhan
;
Dul, Wiehan
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Research in international business and finance
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013286183
Saved in:
10
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
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