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Nonparametric estimation and inference for conditional density based Granger causality measures

Taamouti, Abderrahim; Bouezmarni, Taoufik; El Ghouch, Anouar - In: Journal of econometrics 180 (2014) 2, pp. 251-264

Persistent link: https://www.econbiz.de/10010433362

The role of news-based uncertainty indices in predicting oil markets : a hybrid nonparametric quantile causality method

Balcilar, Mehmet; Bekiros, Stelios; Gupta, Rangan - In: Empirical economics : a journal of the Institute for … 53 (2017) 3, pp. 879-889

Persistent link: https://www.econbiz.de/10011892898

Measuring nonlinear Granger causality in mean

Song, Xiaojun; Taamouti, Abderrahim - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 2, pp. 321-333

Persistent link: https://www.econbiz.de/10011895015

The causal relationships between inflation and inflation uncertainty

Barnett, William A.; Ftiti, Zied; Jawadi, Fredj - 2018

Persistent link: https://www.econbiz.de/10011965745

Causal relationships between inflation and inflation uncertainty

Barnett, William A.; Jawadi, Fredj; Ftiti, Zied - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 5, pp. 1-26

Persistent link: https://www.econbiz.de/10012406029

Causal relationships between inflation and inflation uncertainty

Barnett, William A.; Jawadi, Fredj; Ftiti, Zied - 2020

Persistent link: https://www.econbiz.de/10012312754

COVID-19 pandemic and Romanian stock market volatility : a GARCH approach

Gherghina, Ștefan Cristian; Armeanu, Daniel Ștefan; … - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-29

This paper investigates the volatility of daily returns on the Romanian stock market between January 2020 and April 2021. Volatility is analyzed by means of the representative index for Bucharest Stock Exchange (BSE), namely, the Bucharest Exchange Trading (BET) index, along with twelve...

Persistent link: https://www.econbiz.de/10012626337