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The predictive power of the term spread on inequality in the United Kingdom : An empirical analysis

Balcilar, Mehmet; Berisha, Edmond; Çepni, Oğuzhan; … - In: International Journal of Finance & Economics 27 (2020) 2, pp. 1979-1988

Persistent link: https://www.econbiz.de/10013203331

REVISITING PURCHASING POWER PARITY FOR 15 LATIN AMERICAN COUNTRIES: THRESHOLD UNIT ROOT TEST

Lu Yang‐Cheng; Tsangyao, Chang; Lee Chia‐Hao; Su … - In: International Journal of Finance & Economics 18 (2013) 2, pp. 165-174

Persistent link: https://www.econbiz.de/10011005764

Dynamic return and volatility spillovers among S&P 500, crude oil, and gold

Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Ozdemir, Huseyin - In: International Journal of Finance & Economics 26 (2019) 1, pp. 153-170

Persistent link: https://www.econbiz.de/10012189270

On the time-varying links between oil and gold: New insights from the rolling and recursive rolling approaches

Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Shahbaz, Muhammad - In: International Journal of Finance & Economics 24 (2018) 3, pp. 1047-1065

Persistent link: https://www.econbiz.de/10012082707

Is causality between globalization and energy consumption bidirectional or unidirectional in top and bottom globalized economies?

Shahbaz, Muhammad; Balcilar, Mehmet; Mahalik, Mantu Kumar; … - In: International Journal of Finance & Economics (2021)

Persistent link: https://www.econbiz.de/10012535436

PURCHASING POWER PARITY IN NINE TRANSITION COUNTRIES: PANEL SURKSS TEST

Chang, Tsangyao; Han‐Wen Tzeng - In: International Journal of Finance & Economics 18 (2013) 1, pp. 74-81

Persistent link: https://www.econbiz.de/10011005797

Long-run purchasing power parity with asymmetric adjustment: evidence from nine major oil-exporting countries

Chang, Tsangyao; Liu, Wen-Chi - In: International Journal of Finance & Economics 15 (2010) 3, pp. 263-274

In this study, we apply threshold cointegration test advanced by Enders and Siklos (2001) to investigate the properties of asymmetric adjustment in long-run purchasing power parity (PPP) in nine major oil-exporting countries. Although there is evidence of long-run PPP for these nine...

Persistent link: https://www.econbiz.de/10008542837

A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : Evidence from over a century of data

Salisu, Afees A.; Gupta, Rangan; Ogbonna, Ahamuefula E. - In: International Journal of Finance & Economics 27 (2020) 1, pp. 384-400

Persistent link: https://www.econbiz.de/10012273378

On the transmission mechanism of Asia‐Pacific yield curve characteristics

Gabauer, David; Subramaniam, Sowmya; Gupta, Rangan - In: International Journal of Finance & Economics 27 (2020) 1, pp. 473-488

Persistent link: https://www.econbiz.de/10012273382

Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks

Bouri, Elie; Gil-Alana, Luis A.; Gupta, Rangan; … - In: International Journal of Finance & Economics 24 (2018) 1, pp. 412-426

Persistent link: https://www.econbiz.de/10012082673