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~language:"eng"
~language:"tur"
~language:"ukr"
~person:"Balcilar, Mehmet"
~person:"Siklos, Pierre L."
~subject:"KMU"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Fallstudie"
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KMU
Volatilität
Zeitreihenanalyse
Monetary policy
82
Geldpolitik
81
Estimation
66
Schätzung
66
USA
65
United States
65
Volatility
48
Welt
44
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44
Causality analysis
43
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43
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39
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38
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Balcilar, Mehmet
Siklos, Pierre L.
Gupta, Rangan
216
Gil-Alaña, Luis A.
197
Tiwari, Aviral Kumar
103
Bahmani-Oskooee, Mohsen
99
Phillips, Peter C. B.
98
Bouri, Elie
97
McAleer, Michael
97
Ma, Feng
94
Caporale, Guglielmo Maria
93
Franses, Philip Hans
84
Hammoudeh, Shawkat
72
Wohar, Mark E.
65
McMillan, David G.
64
Taylor, Robert
64
Kraus, Sascha
63
Bollerslev, Tim
61
Koopman, Siem Jan
59
Kang, Sang Hoon
57
Leybourne, Stephen James
56
Moosa, Imad A.
55
Mensi, Walid
53
Ghysels, Eric
52
Harvey, Andrew C.
52
Serletis, Apostolos
52
Teräsvirta, Timo
52
Wang, Yudong
52
Xuan Vinh Vo
50
Pierdzioch, Christian
49
Perron, Pierre
48
Andersen, Torben
47
Engle, Robert F.
47
Dana, Leo Paul
46
Lucey, Brian M.
46
Kumar, Dilip
45
Audretsch, David B.
44
Chang, Tsangyao
44
Cowling, Marc
44
Serrasqueiro, Zélia
44
Zhang, Yaojie
44
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Applied economics
5
The North American journal of economics and finance : a journal of financial economics studies
5
International review of economics & finance : IREF
4
Economic modelling
3
Energy economics
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Economic systems
2
Economics letters
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of macroeconomics
2
Agrekon
1
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
1
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1
Belgian journal of operations research, statistics and computer science
1
China economic review : an international journal
1
Economics : the open-access, open-assessment journal
1
Emerging markets review
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Explorations in economic history : EEH
1
Finance research letters
1
Global finance journal
1
Information in financial asset prices : proceedings of a conference held by the Bank of Canada, May 1998
1
International economics and economic policy : IEEP
1
International journal of finance & economics : IJFE
1
International journal of production economics
1
Journal of Asian economics
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Journal of applied economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic studies
1
Journal of economics & business
1
Journal of economics and finance
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of international trade & economic development : an international and comparative review
1
Journal of multinational financial management
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of risk and financial management : JRFM
1
Macroeconomic dynamics
1
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ECONIS (ZBW)
69
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31
Do precious metal prices help in forecasting South African inflation?
Balcilar, Mehmet
;
Katzke, Nico
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 63-72
Persistent link: https://www.econbiz.de/10011878788
Saved in:
32
Do terror attacks affect the dollar-pound exchange rate? : a nonparametric causality-in-quantiles analysis
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 44-56
Persistent link: https://www.econbiz.de/10011878932
Saved in:
33
Does country risks predict stock returns and volatility? : evidence from a nonparametric approach
Suleman, Tahir
;
Gupta, Rangan
;
Balcilar, Mehmet
- In:
Research in international business and finance
42
(
2017
),
pp. 1173-1195
Persistent link: https://www.econbiz.de/10011760918
Saved in:
34
Does institutional trading drive commodities prices away from their fundamentals : evidence from a nonparametric causality-in-quantiles test
Babalos, Vassilios
;
Balcilar, Mehmet
- In:
Finance research letters
21
(
2017
),
pp. 126-131
Persistent link: https://www.econbiz.de/10011807522
Saved in:
35
Long memory, economic policy uncertainty and forecasting US inflation : a Bayesian VARFIMA approach
Balcilar, Mehmet
;
Gupta, Rangan
;
Jooste, Charl
- In:
Applied economics
49
(
2017
)
11
,
pp. 1047-1054
Persistent link: https://www.econbiz.de/10011811133
Saved in:
36
On exchange-rate movements and gold-price fluctuations : evidence for gold-producing countries from a nonparametric causality-in-quantiles test
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
International economics and economic policy : IEEP
14
(
2017
)
4
,
pp. 691-700
Persistent link: https://www.econbiz.de/10011878130
Saved in:
37
The role of news-based uncertainty indices in predicting oil markets : a hybrid nonparametric quantile causality method
Balcilar, Mehmet
;
Bekiros, Stelios
;
Gupta, Rangan
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
3
,
pp. 879-889
Persistent link: https://www.econbiz.de/10011892898
Saved in:
38
South Africa's economic response to monetary policy uncertainty
Balcilar, Mehmet
;
Gupta, Rangan
;
Jooste, Charl
- In:
Journal of economic studies
44
(
2017
)
2
,
pp. 282-293
Persistent link: https://www.econbiz.de/10011757456
Saved in:
39
Analyzing South Africa's inflation persistence using an arfima model with Markov-switching fractional differencing parameter
Balcilar, Mehmet
;
Gupta, Rangan
;
Jooste, Charl
- In:
The journal of developing areas
50
(
2016
)
1
,
pp. 47-57
Persistent link: https://www.econbiz.de/10011576379
Saved in:
40
Does economic policy uncertainty predict exchange rate returns and volatility? : evidence from a nonparametric causality-in-quantiles test
Balcilar, Mehmet
;
Gupta, Rangan
;
Kyei, Clement
;
Wohar, …
- In:
Open economies review
27
(
2016
)
2
,
pp. 229-250
Persistent link: https://www.econbiz.de/10011591762
Saved in:
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