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~language:"eng"
~language:"fra"
~language:"nld"
~language:"pol"
~person:"Aguayo, Eva"
~person:"Dittrich, Ludwig O."
~person:"Dēmelē, Sophias P."
~person:"Gil-Alaña, Luis A."
~person:"Grubaugh, Stephen G."
~person:"Ramírez, Miguel D."
~person:"Umar, Zaghum"
~source:"econis"
~subject:"Asia"
~subject:"Developing countries"
~subject:"Fractional integration"
~subject:"Großbritannien"
~subject:"KPSS unit root test"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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Asia
Developing countries
Fractional integration
Großbritannien
KPSS unit root test
Time series analysis
Volatility
Zeitreihenanalyse
192
Estimation
172
Schätzung
172
Cointegration
96
Kointegration
96
USA
85
United States
85
Theorie
78
Theory
78
Welt
60
World
60
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59
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Volatilität
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fractional integration
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Coronavirus
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37
Long memory
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Spillover-Effekt
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278
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Working Paper
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Aguayo, Eva
Dittrich, Ludwig O.
Dēmelē, Sophias P.
Gil-Alaña, Luis A.
Grubaugh, Stephen G.
Ramírez, Miguel D.
Umar, Zaghum
Gupta, Rangan
225
Bahmani-Oskooee, Mohsen
152
Caporale, Guglielmo Maria
113
Tiwari, Aviral Kumar
108
McAleer, Michael
96
Bouri, Elie
93
Phillips, Peter C. B.
93
Gnangnon, Sèna Kimm
91
Ma, Feng
91
Machin, Stephen
91
Franses, Philip Hans
89
Wohar, Mark E.
83
McMillan, David G.
79
Hammoudeh, Shawkat
77
Moosa, Imad A.
72
Taylor, Mark P.
70
Blundell, Richard W.
68
Mills, Terence C.
68
Taylor, Robert
67
Wright, Mike
67
Serletis, Apostolos
65
Apergēs, Nikolaos
64
Nunnenkamp, Peter
64
Narayan, Paresh Kumar
63
Leybourne, Stephen James
60
Bollerslev, Tim
59
Greenaway, David
58
Kang, Sang Hoon
58
Crafts, Nicholas
57
MacDonald, Ronald
56
Peel, David
56
Balcilar, Mehmet
55
Hall, Stephen G.
54
Chang, Tsangyao
53
Lee, Chien-chiang
53
Harris, Richard I. D.
52
Harvey, Andrew C.
52
Xuan Vinh Vo
52
Bryson, Alex
51
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Applied economics
24
Applied economics letters
14
Research in international business and finance
12
Applied econometrics and international development
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
9
Energy economics
7
Finance research letters
7
International journal of finance & economics : IJFE
6
International review of economics & finance : IREF
6
International review of financial analysis
6
Tourism economics : the business and finance of tourism and recreation
6
Business and Economic Research : BER
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
Journal of economics and finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Applied financial economics
4
Economic modelling
4
Empirica : journal of european economics
4
Journal of economics and finance : JEF
4
Journal of forecasting
4
Review of development finance
4
Atlantic economic journal : AEJ
3
Economics letters
3
Emerging markets, finance and trade : EMFT
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
European review of economics and finance
3
International journal of theoretical and applied finance
3
Oxford bulletin of economics and statistics
3
African journal of economic and sustainable development
2
Bulletin of applied economics
2
CBN journal of applied statistics
2
Defence and peace economics
2
Economia internazionale
2
Journal of behavioral and experimental finance
2
Journal of economic studies
2
Journal of international money and finance
2
Modern economy
2
Pacific-Basin finance journal
2
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ECONIS (ZBW)
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278
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1
Connectedness between (un)conventional monetary policy and Islamic and advanced equity markets : a returns and volatility spillover analysis
Choi, Sun-Yong
;
Phiri, Andrew
;
Teplova, Tamara V.
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 348-363
Persistent link: https://www.econbiz.de/10014492157
Saved in:
2
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
3
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
4
The term structure of yield curve and connectedness among ESG investments
Iqbal, Najaf
;
Umar, Zaghum
;
Ruman, Asif M.
;
Jiang, Shaohua
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014451520
Saved in:
5
Analysis of the dynamic return and volatility connectedness for non-ferrous industrial metals during the COVID-19 pandemic crisis
Umar, Zaghum
;
Jareño, Francisco
;
Escribano, Ana
- In:
Studies in economics and finance
40
(
2023
)
2
,
pp. 313-333
Persistent link: https://www.econbiz.de/10014227419
Saved in:
6
Credit-to-GDP ratios – non-linear trends and persistence : evidence from 44 OECD economies
Cuestas, Juan Carlos
;
Gil-Alaña, Luis A.
;
Malmierca, María
- In:
Journal of economic studies
50
(
2023
)
3
,
pp. 448-463
Persistent link: https://www.econbiz.de/10014252396
Saved in:
7
Decoupling between the energy and semiconductor sectors during the pandemic : new evidence from wavelet analysis
Gubareva, Mariya
;
Umar, Zaghum
;
Teplova, Tamara V.
; …
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
6
,
pp. 1707-1719
Persistent link: https://www.econbiz.de/10014289784
Saved in:
8
Did David win a battle or the war against Goliath? : dynamic return and volatility connectedness between the GameStop stock and the high short interest indices
Aharon, David Y.
;
Kizys, Renatas
;
Umar, Zaghum
; …
- In:
Research in international business and finance
64
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014266177
Saved in:
9
Influence of unconventional monetary policy on agricultural commodities futures : network connectedness and dynamic spillovers of returns and volatility
Umar, Zaghum
;
Sayed, Ayesha
;
Gubareva, Mariya
;
Xuan Vinh Vo
- In:
Applied economics
55
(
2023
)
22
,
pp. 2521-2535
Persistent link: https://www.econbiz.de/10014294972
Saved in:
10
Persistence and dependence in geopolitical risks in various developed and developing countries
Solarin Sakiru Adebola
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1488-1496
Persistent link: https://www.econbiz.de/10014253418
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