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~language:"eng"
~person:"Chang, Tsangyao"
~person:"Faff, Robert W."
~person:"Hammoudeh, Shawkat"
~subject:"Estimation"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Estimation
Zeitreihenanalyse
Schätzung
171
Aktienmarkt
102
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102
Australia
100
Australien
100
Welt
97
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97
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96
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Chang, Tsangyao
Faff, Robert W.
Hammoudeh, Shawkat
Gil-Alaña, Luis A.
225
Gupta, Rangan
223
Bahmani-Oskooee, Mohsen
167
Caporale, Guglielmo Maria
116
Tiwari, Aviral Kumar
108
Phillips, Peter C. B.
104
Wohar, Mark E.
93
Franses, Philip Hans
89
Apergēs, Nikolaos
88
Narayan, Paresh Kumar
82
Moosa, Imad A.
74
Lee, Chien-chiang
72
McAleer, Michael
69
Belke, Ansgar
65
Shahbaz, Muhammad
65
Zaremba, Adam
64
Herwartz, Helmut
63
Serletis, Apostolos
63
Su, Chi-Wei
61
Taylor, Robert
61
Balcilar, Mehmet
60
Kumbhakar, Subal
60
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59
Pierdzioch, Christian
57
Payne, James E.
56
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52
Koop, Gary
51
Koopman, Siem Jan
50
Wagner, Joachim
50
Perron, Pierre
48
Egger, Peter
47
Hsing, Yu
47
Xuan Vinh Vo
47
Teräsvirta, Timo
45
Westerlund, Joakim
45
Harvey, Andrew C.
44
Holmes, Mark J.
44
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44
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Applied economics letters
38
Applied economics
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International review of economics & finance : IREF
12
The empirical economics letters : a monthly international journal of economics
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11
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6
International journal of finance & economics : IJFE
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International review of financial analysis
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Romanian journal of economic forecasting
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Australian economic papers
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Defence and peace economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Economic analysis and policy : EAP ; journal of the Economic Society of Australia
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Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
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Emerging markets review
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Empirica : journal of european economics
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ECONIS (ZBW)
201
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1
Comparative analysis of responses of risky and safe haven assets to stock market risk before and after the yield curve inversions in the U.S.
Sokhanvar, Amin
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014582771
Saved in:
2
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
3
Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Sheikh, Umaid A.
;
Asadi, Mehrad
;
Roubaud, David
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492393
Saved in:
4
Has the COVID-19 pandemic shock transmitted to the U.S. stock market : evidence using bootstrap (a)symmetric fourier granger causality test in quantiles
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Xiang, Feiyun
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014534846
Saved in:
5
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
6
Revisiting the twin deficits hypothesis in the United States : further evidence based on system-equation ADL test for threshold cointegration
Chang, Tsangyao
;
Sethi, Dinabandhu
;
Tiwari, Aviral Kumar
; …
- In:
Journal of international trade & economic development : …
33
(
2024
)
4
,
pp. 723-737
Persistent link: https://www.econbiz.de/10014632758
Saved in:
7
Time-varying causal impacts of the continental US weather risks on food price
Cai, Yifei
;
Chang, Hao Wen
;
Chang, Tsangyao
;
Țăran, …
- In:
Applied economics letters
31
(
2024
)
14
,
pp. 1298-1304
Persistent link: https://www.econbiz.de/10014558853
Saved in:
8
Dynamical linkages between the Brent oil price and stock markets in BRICS using quantile connectedness approach
Chang, Hao Wen
;
Chang, Tsangyao
;
Ling, Yuan Hung
;
Yang, …
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472716
Saved in:
9
The financial Kuznets curve of energy consumption : global evidence
Doytch, Nadia
;
Elheddad, Mohamed
;
Hammoudeh, Shawkat
- In:
Energy policy
177
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014479031
Saved in:
10
How macroeconomic factors drive the linkages between inflation and oil markets in global economies? : a multiscale analysis
Mensi, Walid
;
Ur Rehman, Mobeen
;
Hammoudeh, Shawkat
; …
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 212-232
Persistent link: https://www.econbiz.de/10014373763
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