//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics"
~isPartOf:"Applied financial economics"
~person:"Ghysels, Eric"
~person:"Leybourne, Stephen James"
~person:"Nguyen, Duc Khuong"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Rational bubbles and fractiona...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
6
Zeitreihenanalyse
6
Theorie
5
Theory
5
Aktienmarkt
4
Börsenkurs
4
Estimation
4
Schätzung
4
Share price
4
Stock market
4
Cointegration
3
Kointegration
3
Volatility
3
Volatilität
3
Capital income
2
Causality analysis
2
Financial crisis
2
Finanzkrise
2
Großbritannien
2
Kapitaleinkommen
2
Kausalanalyse
2
Oil price
2
Structural break
2
Strukturbruch
2
USA
2
United Kingdom
2
United States
2
Ölpreis
2
1972-1996
1
2007-2009
1
ARCH model
1
ARCH-Modell
1
Causality in return
1
Consumption theory
1
Financial market
1
Finanzmarkt
1
France
1
Frankreich
1
G7 countries
1
G7-Staaten
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Ghysels, Eric
Leybourne, Stephen James
Nguyen, Duc Khuong
Gil-Alaña, Luis A.
29
Moosa, Imad A.
21
Gupta, Rangan
19
McMillan, David G.
14
Chang, Tsangyao
12
Narayan, Paresh Kumar
12
Speight, Alan E. H.
12
Jawadi, Fredj
11
Roca, Eduardo
11
Wohar, Mark E.
11
Bahmani-Oskooee, Mohsen
10
Hatemi-J, Abdulnasser
10
Caporale, Guglielmo Maria
9
Mills, Terence C.
9
Allen, David E.
8
Brooks, Chris
8
Balcilar, Mehmet
7
Peel, David
7
Turner, Paul
7
Bhaskara Rao, Buddhavarapu
6
Blake, David
6
Chelley-Steeley, Patricia L.
6
Holden, Kenneth
6
Leslie, Derek G.
6
Ma, Feng
6
McAleer, Michael
6
Power, David M.
6
Sloane, Peter J.
6
Sosvilla-Rivero, Simón
6
Steeley, James M.
6
Taylor, Mark P.
6
Tiwari, Aviral Kumar
6
Weir, Charlie
6
Brown, Sarah
5
Danbolt, Jo
5
Fraser, Patricia
5
Ftiti, Zied
5
Hartley, Keith
5
Kim, Jong-Min
5
more ...
less ...
Published in...
All
Applied economics
Applied financial economics
Journal of econometrics
23
CIRANO Working Papers
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG)
14
Econometric theory
11
Discussion paper / Centre for Economic Policy Research
8
Economics letters
7
Oxford bulletin of economics and statistics
7
Journal of empirical finance
6
Energy economics
5
CEPR Discussion Papers
4
Econometric reviews
4
Economic research paper / Loughborough University, Department of Economics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of international financial markets, institutions & money
4
Research paper series / Swiss Finance Institute
4
The econometrics journal
4
An Elgar reference collection
3
Economic modelling
3
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
3
Energy Economics
3
Journal of applied econometrics
3
Journal of banking & finance
3
Macroeconomic dynamics
3
NBER Working Papers
3
NBER working paper series
3
Staff Report
3
Staff reports / Federal Reserve Bank of New York
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
Bank of Canada Working Paper
2
Contributions to Management Science
2
Department of Economics discussion paper / Department of Economics, The University of Birmingham
2
ECB Working Paper
2
EUI working paper / ECO
2
Econometric Society monographs
2
Economics discussion paper series / Loughborough University, Department of Economics
2
Emerging markets review
2
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling inflation shifts and persistence in Tunisia : perspectives from an evolutionary spectral approach
Ftiti, Zied
;
Guesmi, Khaled
;
Nguyen, Duc Khuong
; …
- In:
Applied economics
47
(
2015
)
55/57
,
pp. 6200-6210
Persistent link: https://www.econbiz.de/10011381288
Saved in:
2
Spurious rejections by cointegration tests induced by structural breaks
Leybourne, Stephen James
;
Newbold, Paul
- In:
Applied economics
35
(
2003
)
9
,
pp. 1117-1121
Persistent link: https://www.econbiz.de/10001761588
Saved in:
3
A more powerful modification of Johansen's cointegration tests
Leybourne, Stephen James
;
Kim, Tae-hwan
;
Newbold, Paul
- In:
Applied economics
40
(
2008
)
4/6
,
pp. 725-729
Persistent link: https://www.econbiz.de/10003722969
Saved in:
4
On the detection of extreme movements and persistent behaviour in Mediterranean stock markets : a wavelet-based approach
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Applied economics
46
(
2014
)
22/24
,
pp. 2611-2622
Persistent link: https://www.econbiz.de/10010417178
Saved in:
5
How great are the great ratios?
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Applied economics
35
(
2003
)
2
,
pp. 163-177
Persistent link: https://www.econbiz.de/10001726084
Saved in:
6
Testing for unit roots : a simple alternative to Dickey-Fuller
Leybourne, Stephen James
- In:
Applied economics
26
(
1994
)
7
,
pp. 721-729
Persistent link: https://www.econbiz.de/10001164780
Saved in:
7
Oil prices and MENA stock markets : new evidence from nonlinear and asymmetric causalities during and after the crisis period
Ajmi, Ahdi Noomen
;
El Montasser, Ghassen
;
Hammoudeh, Shawkat
- In:
Applied economics
46
(
2014
)
16/18
,
pp. 2167-2177
Persistent link: https://www.econbiz.de/10010413309
Saved in:
8
Responses of international stock markets to oil price surges : a regime-switching perspective
Jammazi, Rania
;
Nguyen, Duc Khuong
- In:
Applied economics
47
(
2015
)
40/42
,
pp. 4408-4422
Persistent link: https://www.econbiz.de/10011295360
Saved in:
9
Causal effects of the United States and Japan on Pacific-Rim stock markets : nonparametric quantile causality approach
Balcilar, Mehmet
;
Gupta, Rangan
;
Nguyen, Duc Khuong
; …
- In:
Applied economics
50
(
2018
)
53
,
pp. 5712-5727
Persistent link: https://www.econbiz.de/10012062898
Saved in:
10
Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions
Jawadi, Fredj
;
Arouri, Mohamed Hedi
;
Nguyen, Duc Khuong
- In:
Applied financial economics
20
(
2010
)
7/9
,
pp. 669-680
Persistent link: https://www.econbiz.de/10009009314
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->