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McAleer, Michael
103
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87
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74
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59
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58
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57
Härdle, Wolfgang
51
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50
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42
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37
Asai, Manabu
34
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34
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34
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33
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32
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31
Hafner, Christian M.
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Hautsch, Nikolaus
29
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27
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Yu, Jun
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26
Bauwens, Luc
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Chan, Joshua
26
Dijk, Dick van
26
Engle, Robert F.
26
Hansen, Peter Reinhard
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25
Ghysels, Eric
25
Meddahi, Nour
25
Rodriguez, Gabriel
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Mumtaz, Haroon
24
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Svenska Handelshögskolan <Helsinki>
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The Wharton Financial Institutions Center
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Springer Fachmedien Wiesbaden
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Goethe-Universität Frankfurt am Main
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Journal of econometrics
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NBER working paper series
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NBER Working Paper
162
Finance research letters
145
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Journal of empirical finance
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Economics letters
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International review of economics & finance : IREF
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International review of financial analysis
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International journal of forecasting
93
The North American journal of economics and finance : a journal of financial economics studies
85
International journal of theoretical and applied finance
82
Journal of economic dynamics & control
81
Journal of international money and finance
78
Journal of financial economics
77
Applied economics letters
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Econometric reviews
69
Journal of forecasting
69
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Quantitative finance
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The European journal of finance
65
Journal of risk and financial management : JRFM
64
International Journal of Energy Economics and Policy : IJEEP
60
Research in international business and finance
60
The review of financial studies
60
Journal of financial econometrics : official journal of the Society for Financial Econometrics
58
CREATES research paper
57
Computational economics
54
International journal of finance & economics : IJFE
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Journal of international financial markets, institutions & money
53
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ECONIS (ZBW)
13,086
RePEc
23
EconStor
17
BASE
2
ArchiDok
2
Other ZBW resources
1
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1
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10
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13,131
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date (oldest first)
1
The nexus between oil prices and stock pricesof oil, technology and transportation companies under multiple regime shifts
Shaeri, Komeil
;
Katırcıoğlu, Salih Turan
- In:
Economic research
31
(
2018
)
1,1
,
pp. 681-702
Persistent link: https://www.econbiz.de/10012486544
Saved in:
2
The recent effects of exchange rate on international trade
Choi, Myoung Shik
- In:
Prague economic papers : a bimonthly journal of …
26
(
2017
)
6
,
pp. 661-689
Persistent link: https://www.econbiz.de/10011780227
Saved in:
3
Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano
;
Porqueddu, Mario
;
Venditti, …
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 118-127
Persistent link: https://www.econbiz.de/10011691233
Saved in:
4
Investigating new sources of information and nonlinearities on financial markets
Behrendt, Simon
-
2020
Persistent link: https://www.econbiz.de/10012415028
Saved in:
5
Interaction between oil and US dollar exchange rate : nonlinear causality, time-varying influence and structural breaks in volatility
Wen, Fenghua
;
Xiao, Jihong
;
Huang, Chuangxia
;
Xia, Xiaohua
- In:
Applied economics
50
(
2018
)
3
,
pp. 319-334
Persistent link: https://www.econbiz.de/10011846847
Saved in:
6
Dynamic associations between gdp and crude oil prices in Brazil : structural shifts and nonlinear causality
Oliveira, E. M. de
;
Oliveira, Fernando Luiz Cyrino
; …
- In:
Emerging markets, finance & trade : a journal of the …
57
(
2021
)
10
,
pp. 2767-2791
Persistent link: https://www.econbiz.de/10012607411
Saved in:
7
Time-varying causality between oil and commodity prices in the presence of structural breaks and nonlinearity
Gupta, Rangan
;
Kean, Gbeada Josiane Seu Epse
;
Tsebe, …
- In:
Economia internazionale
68
(
2015
)
4
,
pp. 469-491
Persistent link: https://www.econbiz.de/10011428286
Saved in:
8
Nonlinearity, breaks, and long-range dependence in time-series models
Hillebrand, Eric
;
Medeiros, Marcelo C.
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 23-41
Persistent link: https://www.econbiz.de/10011691143
Saved in:
9
Fiscal sustainability in the presence of structural breaks : does overconfidence on resource exports hurt government's ability to finance debt? ; evidence from Nigeria
Alhaji Jibrilla, Aliyu
- In:
Cogent economics & finance
4
(
2016
)
1
,
pp. 1-27
breaks, the study finds evidence of a
cointegration
relation between the government revenues and spending. The results did …
Persistent link: https://www.econbiz.de/10011487675
Saved in:
10
On the dynamic interactions between energy and stock markets under structural shifts : evidence from Egypt
Ahmed, Walid M. A.
- In:
Research in international business and finance
42
(
2017
),
pp. 61-74
Persistent link: https://www.econbiz.de/10011750186
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