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~language:"cat"
~language:"eng"
~person:"Gupta, Rangan"
~person:"McAleer, Michael"
~subject:"Correlation"
~subject:"Kausalanalyse"
~subject:"South Africa"
~type_genre:"Article in journal"
~type_genre:"Übersichtsarbeit"
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Correlation
Kausalanalyse
South Africa
Volatility
228
Volatilität
228
Forecasting model
215
Prognoseverfahren
215
Estimation
214
Schätzung
213
Theorie
176
Theory
176
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148
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148
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142
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142
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140
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140
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116
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116
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105
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104
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104
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103
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94
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Gupta, Rangan
McAleer, Michael
Odhiambo, Nicholas M.
64
Tiwari, Aviral Kumar
61
Balcilar, Mehmet
59
Pradhan, Rudra Prakash
51
Chang, Tsangyao
50
Fedderke, Johannes W.
46
Shahbaz, Muhammad
42
Apergēs, Nikolaos
37
Urban, Boris
37
Su, Chi-Wei
35
Saayman, Melville
33
Lee, Chien-chiang
32
Phiri, Andrew
32
Muzindutsi, Paul-Francois
31
Hammoudeh, Shawkat
29
Tang, Chor Foon
29
Hatemi-J, Abdulnasser
28
Rogerson, Christian M.
28
Narayan, Paresh Kumar
25
Vink, Nick
24
Bonga-Bonga, Lumengo
23
Luiz, John M.
23
Naudé, Wim
23
Padayachee, Vishnu
23
Dickason Koekemoer, Zandri
22
Fourie, Johan
22
Jones, Stuart
22
Leibbrandt, Murray V.
22
Bhorat, Haroon
21
De Jager, Johan W.
21
Shahzad, Syed Jawad Hussain
21
Aye, Goodness C.
20
Bouri, Elie
20
Fourie, Frederick C. v. N.
20
Imbens, Guido
20
Zyl, Johan A. van
20
Akinboade, Oludele Akinloye
19
Dollery, Brian
19
Kabundi, Alain
19
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Applied economics
10
Economic modelling
8
The South African journal of economics
8
Journal of real estate literature : a publication of the American Real Estate Society
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of developing areas
5
Economic systems
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Energy economics
4
International review of economics & finance : IREF
4
Research in international business and finance
4
Applied economics letters
3
Defence and peace economics
3
Economia internazionale
3
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
3
Economics letters
3
Emerging markets, finance and trade : EMFT
3
International business and economics research journal
3
Journal of economics and finance
3
Journal of risk and financial management : JRFM
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied econometrics and international development
2
Econometric reviews
2
Econometrics : open access journal
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Empirica : journal of european economics
2
Finance research letters
2
International journal of economic policy in emerging economies
2
International journal of finance & economics : IJFE
2
Journal of applied economics
2
Journal of business economics and management
2
Journal of econometrics
2
Journal of economic studies
2
Journal of emerging market finance
2
Journal of forecasting
2
Journal of international financial markets, institutions & money
2
Journal of multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
OPEC energy review
2
Studies in economics and finance
2
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ECONIS (ZBW)
171
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1
Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests
Apergēs, Nikolaos
;
Gavriilidis, Konstantinos
;
Gupta, Rangan
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
6
,
pp. 1484-1498
Persistent link: https://www.econbiz.de/10014384510
Saved in:
2
Time-varying causality between bond and oil markets of the United States : evidence from over one and half centuries of data
Coronado, Semei
;
Gupta, Rangan
;
Nazlıoğlu, Şaban
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2239-2247
Persistent link: https://www.econbiz.de/10014327517
Saved in:
3
Commodity prices and forecastability of international stock returns over a century : sentiments versus fundamentals with focus on South Africa
Salisu, Afees A.
;
Gupta, Rangan
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
9
,
pp. 2620-2636
Persistent link: https://www.econbiz.de/10013354984
Saved in:
4
Nonlinear contagion between stock and real estate markets : international evidence from a local Gaussian correlation approach
Bouri, Elie
;
Gupta, Rangan
;
Wang, Shixuan
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2089-2109
Persistent link: https://www.econbiz.de/10013184682
Saved in:
5
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
6
The role of economic policy uncertainty in predicting output growth in emerging markets : a mixed-frequency granger causality approach
Balcilar, Mehmet
;
Ike, George
;
Gupta, Rangan
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
4
,
pp. 1008-1026
Persistent link: https://www.econbiz.de/10013167062
Saved in:
7
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
Saved in:
8
High-frequency predictability of housing market movements of the United States : the role of economic sentiment
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Kyei, …
- In:
The journal of behavioral finance : a publication of …
22
(
2021
)
4
,
pp. 490-498
Persistent link: https://www.econbiz.de/10012649950
Saved in:
9
Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities
Gupta, Rangan
;
Subramaniam, Sowmya
;
Bouri, Elie
;
Ji, Qiang
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 289-298
Persistent link: https://www.econbiz.de/10012627782
Saved in:
10
Investor sentiment connectedness : evidence from linear and nonlinear causality approaches
Tiwari, Aviral Kumar
;
Bathia, Deven
;
Bouri, Elie
; …
- In:
Annals of financial economics
16
(
2021
)
4
,
pp. 1-29
Persistent link: https://www.econbiz.de/10013185473
Saved in:
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