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Predicting stock returns and volatility using consumption-aggregate wealth ratios : a nonlinear approach

Bekiros, Stelios; Gupta, Rangan - In: Economics letters 131 (2015), pp. 83-85

Persistent link: https://www.econbiz.de/10011422667

Linkages between the US and European stock markets : a fractional cointegration approach

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: International journal of finance & economics : IJFE 21 (2016) 2, pp. 143-153

Persistent link: https://www.econbiz.de/10011560168

The footprints of COVID-19 on Central Eastern European stock markets : an intraday analysis

Aslam, Faheem; Nogueiro, Francisca; Brasil, Mariana; … - In: Post-communist economies 33 (2021) 6, pp. 751-769

Persistent link: https://www.econbiz.de/10012609486

COVID-19 pandemic and the dependence structure of global stock markets

Aslam, Faheem; Mughal, Khurrum Shahzad; Aziz, Saqib; … - In: Applied economics 54 (2022) 18, pp. 2013-2031

Persistent link: https://www.econbiz.de/10012875715

A non-linear approach for predicting, stock returns and volatility with the use of investor sentiment indices

Bekiros, Stelios; Gupta, Rangan; Kyei, Clement - In: Applied economics 48 (2016) 31/33, pp. 2895-2898

Persistent link: https://www.econbiz.de/10011614191

Financial integration in the GCC region : market size versus national effects

Arin, Kerim Peren; Caporale, Guglielmo Maria; Kyriacou, … - In: Open economies review 31 (2020) 2, pp. 309-316

Persistent link: https://www.econbiz.de/10012229747

On economic uncertainty, stock market predictability and nonlinear spillover effects

Bekiros, Stelios; Gupta, Rangan; Kyeid, Clement - In: The North American journal of economics and finance : a … 36 (2016), pp. 184-191

Persistent link: https://www.econbiz.de/10011672656

Directional predictability and time-varying spillovers between stock markets and economic cycles

Bekiros, Stelios; Shahzad, Syed Jawad Hussain; … - In: Economic modelling 69 (2018), pp. 301-312

Persistent link: https://www.econbiz.de/10012016183

Incorporating economic policy uncertainty in US equity premium models : a nonlinear predictability analysis

Bekiros, Stelios; Gupta, Rangan; Majumdar, Anandamayee - In: Finance research letters 18 (2016), pp. 291-296

Persistent link: https://www.econbiz.de/10011657223

Stock market, economic growth and EU accession: evidence from three CEECs

Caporale, Guglielmo Maria; Spagnolo, Nicola - In: International Journal of Monetary Economics and Finance 5 (2012) 2, pp. 183-191

This paper estimates a bivariate VAR-GARCH (1,1) model to examine linkages between the stock market and economic growth in three CEEC countries (the Czech Republic, Hungary and Poland). The empirical findings suggest that there is unidirectional causality running from stock markets to growth in...

Persistent link: https://www.econbiz.de/10010669724