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~language:"eng"
~person:"Wohar, Mark E."
~subject:"Aktienmarkt"
~subject:"VAR-Modell"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
~type_genre:"Case study"
~type_genre:"Congress report"
~type_genre:"Hochschulschrift"
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Aktienmarkt
VAR-Modell
Estimation
80
Schätzung
80
USA
70
United States
70
Capital income
58
Kapitaleinkommen
58
Börsenkurs
55
Share price
55
Volatility
48
Volatilität
48
Forecasting model
44
Prognoseverfahren
44
Stock market
38
Theorie
38
Theory
38
Welt
35
World
35
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22
Time series analysis
22
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22
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20
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20
Geldpolitik
19
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19
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18
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17
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15
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15
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Article
55
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Article in journal
Bibliography included
Case study
Congress report
Hochschulschrift
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55
Arbeitspapier
4
Graue Literatur
4
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4
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English
Author
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Wohar, Mark E.
Gupta, Rangan
153
Hammoudeh, Shawkat
67
Tiwari, Aviral Kumar
57
Xuan Vinh Vo
52
Zaremba, Adam
46
Nguyen, Duc Khuong
42
Bouri, Elie
41
Kang, Sang Hoon
41
Lütkepohl, Helmut
41
Mensi, Walid
41
Demirer, Rıza
40
Lucey, Brian M.
40
Wong, Wing Keung
40
Ma, Feng
39
McMillan, David G.
39
Gil-Alaña, Luis A.
38
Narayan, Paresh Kumar
38
Balcilar, Mehmet
37
Guesmi, Khaled
37
Caporale, Guglielmo Maria
36
Hassan, M. Kabir
36
Brooks, Robert
35
Shahzad, Syed Jawad Hussain
35
Kim, So-yŏng
33
Ryu, Doojin
32
Arouri, Mohamed
31
Chiang, Thomas C.
31
Jawadi, Fredj
30
Pesaran, M. Hashem
30
Salisu, Afees A.
30
Faff, Robert W.
29
Sehgal, Sanjay
29
Koop, Gary
27
Marcellino, Massimiliano
27
Yoon, Seong-min
27
Kutan, Ali Mustafa
26
Lee, Chien-chiang
26
Umar, Zaghum
26
Ur Rehman, Mobeen
26
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Applied economics
5
Finance research letters
5
International review of economics & finance : IREF
5
The North American journal of economics and finance : a journal of financial economics studies
4
Energy economics
3
Research in international business and finance
3
The European journal of finance
3
Applied financial economics
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of international financial markets, institutions & money
2
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 integration : jei
1
Journal of economic research
1
Journal of economics & business
1
Journal of economics and finance
1
Journal of forecasting
1
Journal of international money and finance
1
Journal of multinational financial management
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Macroeconomic dynamics
1
Open economies review
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
The Manchester School
1
The North American journal of economics and finance : a journal of theory and practice
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
55
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55
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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
Dynamic inflation hedging performance and downside risk : a comparison between Islamic and conventional stock indices
Selmi, Refk
;
Wohar, Mark E.
;
Deisting, Florent
; …
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 56-67
Persistent link: https://www.econbiz.de/10014461539
Saved in:
3
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:
4
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:
5
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:
6
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:
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
Saved in:
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