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type_genre:"Article in journal"
type_genre:"Ranking"
~isPartOf:"Research in international business and finance"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Estimation
226
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226
Aktienmarkt
72
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72
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68
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68
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Caporale, Guglielmo Maria
2
Gil-Alaña, Luis A.
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Abakah, Emmanuel Joel Aikins
1
Altuntas, Mehmet
1
Altıntaş, Halil
1
Ben Omrane, Walid
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Research in international business and finance
Journal of econometrics
115
Economic modelling
100
Applied economics
98
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
94
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
78
Applied economics letters
75
International journal of forecasting
74
Economics letters
70
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Energy economics
54
Journal of forecasting
49
Econometric reviews
41
International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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Finance research letters
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International journal of finance & economics : IJFE
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Journal of international money and finance
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The empirical economics letters : a monthly international journal of economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of financial econometrics
22
Journal of risk and financial management : JRFM
21
International journal of economics and financial issues : IJEFI
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International review of financial analysis
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Econometrics : open access journal
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International journal of economics and finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international financial markets, institutions & money
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Quantitative finance
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The econometrics journal
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Econometric theory
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International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
18
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Financial market integration of emerging markets : heavy tails, structural shifts, nonlinearity, and asymmetric persistence
Nazlıoğlu, Şaban
;
Kucukkaplan, Ilhan
;
Kilic, Emre
; …
- In:
Research in international business and finance
62
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248566
Saved in:
3
Non-linear cointegration between oil and stock prices : the role of interest rates
Martínez Cañete, Ana Rosa
;
Márquez De la Cruz, Elena
; …
- In:
Research in international business and finance
59
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013402061
Saved in:
4
Value at risk and returns of cryptocurrencies before and after the crash : long-run relations and fractional cointegration
Tan, Zhengxun
;
Huang, Yilong
;
Xiao, Binuo
- In:
Research in international business and finance
56
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013266119
Saved in:
5
Nonlinear dynamic correlation between geopolitical risk and oil prices : a study based on high-frequency data
Huang, Jianbai
;
Ding, Qian
;
Zhang, Hongwei
;
Guo, Yaoqi
; …
- In:
Research in international business and finance
56
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013266166
Saved in:
6
Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
Saved in:
7
Threshold cointegration, nonlinearity, and frequency domain causality relationship between stock price and Turkish Lira
Kassouri, Yacouba
;
Altıntaş, Halil
- In:
Research in international business and finance
52
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012548194
Saved in:
8
Does the long-run monetary model hold for Sub-Saharan Africa? : a time series and panel-cointegration study
Ibhagui, Oyakhilome
- In:
Research in international business and finance
47
(
2019
),
pp. 279-303
Persistent link: https://www.econbiz.de/10012135734
Saved in:
9
Stock return predictability : using the cyclical component of the price ratio
McMillan, David G.
- In:
Research in international business and finance
48
(
2019
),
pp. 228-242
Persistent link: https://www.econbiz.de/10012135904
Saved in:
10
Nexus between the banking sector interest rate spread and interbank borrowing rate : an econometric investigation for Bangladesh
Kashem, Mohammad Abul
;
Rahman, Mohammad Mafizur
- In:
Research in international business and finance
43
(
2018
),
pp. 34-47
Persistent link: https://www.econbiz.de/10011982917
Saved in:
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