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Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang; Liu, Bing-Yue; Cuñado Eizaguirre, Juncal; … - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
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On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks
Luo, Jiawen; Ji, Qiang; Klein, Tony; Todorova, Neda; … - In: Energy economics 89 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012517048
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Analysing dynamic dependence between gold and stock returns : evidence using stochastic and full-range tail dependence copula models
Boako, Gideon; Tiwari, Aviral Kumar; Ibrahim, Muazu; … - In: Finance research letters 31 (2019), pp. 391-397
Persistent link: https://www.econbiz.de/10012421744
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China's crude oil futures : introduction and some stylized facts
Ji, Qiang; Zhang, Dayong - In: Finance research letters 28 (2019), pp. 376-380
Persistent link: https://www.econbiz.de/10012388348
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Risk dependence of CoVaR and structural change between oil prices and exchange rates : a time-varying copula model
Ji, Qiang; Liu, Bing-Yue; Fan, Ying - In: Energy economics 77 (2019), pp. 80-92
Persistent link: https://www.econbiz.de/10012306349
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US inflation dynamics on long-range data
Plakandaras, Vasilios; Gkonkas, Periklēs; Gupta, Rangan; … - In: Applied economics 47 (2015) 34/36, pp. 3874-3890
Persistent link: https://www.econbiz.de/10011294308
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Persistence of economic uncertainty : a comprehensive analysis
Plakandaras, Vasilios; Gupta, Rangan; Wohar, Mark E. - In: Applied economics 51 (2019) 41, pp. 4477-4498
Persistent link: https://www.econbiz.de/10012197031
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The time-series properties on housing prices : a case study of the Southern California market
Gupta, Rangan; Miller, Stephen M. - 2009
Persistent link: https://www.econbiz.de/10003867032
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Do sunspot numbers cause global temperatures? : evidence from a frequency domain causality test
Gupta, Rangan; Gil-Alaña, Luis A.; Yaya, OlaOluwa S. - In: Applied economics 47 (2015) 7/9, pp. 798-808
Persistent link: https://www.econbiz.de/10010512114
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Do we need a global VAR model to forecast inflation and output in South Africa?
Waal, Annari de; Van Eyden, Reneé; Gupta, Rangan - In: Applied economics 47 (2015) 25/27, pp. 2649-2670
Persistent link: https://www.econbiz.de/10010519635