//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Time series analysis"
~subject:"Aktienmarkt"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Applied Economics Letters"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Aktienmarkt
Estimation
1,156
Schätzung
1,156
Theorie
1,069
Theory
1,069
Welt
500
World
500
United States
467
USA
466
China
465
Börsenkurs
378
Share price
378
Economic growth
323
Wirtschaftswachstum
323
EU countries
293
EU-Staaten
292
Capital income
276
Kapitaleinkommen
276
Volatility
260
Volatilität
260
Stock market
258
Impact assessment
240
Wirkungsanalyse
240
Forecasting model
221
Prognoseverfahren
221
Geldpolitik
220
Monetary policy
220
Zeitreihenanalyse
216
Estimation theory
198
Schätztheorie
198
Panel
191
Panel study
191
Cointegration
177
Kointegration
177
Financial crisis
170
Finanzkrise
170
Kaufkraftparität
154
Purchasing power parity
154
Einkommensverteilung
151
more ...
less ...
Online availability
All
Undetermined
201
Free
5
Type of publication
All
Article
469
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
469
Aufsatz in Zeitschrift
469
Language
All
English
471
Author
All
Gil-Alaña, Luis A.
13
Caporale, Guglielmo Maria
7
Chang, Tsangyao
7
Cook, Steven
7
Ryu, Doojin
6
Grobys, Klaus
5
Tiwari, Aviral Kumar
5
Alagidede, Paul
4
Kim, Hyeyoen
4
Yoon, Gawon
4
Zhang, Bing
4
Agiakloglou, Christos N.
3
Bahmani-Oskooee, Mohsen
3
Cuestas, Juan Carlos
3
Dajcman, Silvo
3
Espinosa Méndez, Christian
3
Fukuda, Kosei
3
Gupta, Rangan
3
Li, Xindan
3
Morana, Claudio
3
Ranjbar, Omid
3
Schaub, Mark
3
Sosvilla-Rivero, Simón
3
Vougas, Dimitrios V.
3
Yamada, Hiroshi
3
Zhuang, Xintian
3
Österholm, Pär
3
Agiropoulos, Charalampos
2
Albulescu, Claudiu Tiberiu
2
Andrada Félix, Julián
2
Arouri, Mohamed
2
Baek, Changryong
2
Basher, Syed Abul
2
Belaire-Franch, Jorge
2
Bessler, David A.
2
Bonilla, Claudio A.
2
Bukenya, James
2
Burdekin, Richard C. K.
2
Cai, Yifei
2
Carcel, Hector
2
more ...
less ...
Published in...
All
Applied economics letters
469
Applied Economics Letters
2
Source
All
ECONIS (ZBW)
471
Showing
1
-
50
of
471
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
Did COVID-19 increase equity market risk exposure? : evidence from China, the UK, and the US
Li, Matthew C.
;
Lai, Catherine C.
;
Xiao, Ling
- In:
Applied economics letters
29
(
2022
)
6
,
pp. 567-571
Persistent link: https://www.econbiz.de/10012873353
Saved in:
3
The existence and historical development of the holiday effect on the Swedish stock market
Eidinejad, Shahin
;
Dahlem, Elena
- In:
Applied economics letters
29
(
2022
)
19
,
pp. 1855-1858
Persistent link: https://www.econbiz.de/10013412318
Saved in:
4
Do political events have an impact on stock indices? : Empirical research on emerging countries
Kwon, Yonghyun
;
Kim, Namil
- In:
Applied economics letters
31
(
2024
)
6
,
pp. 561-567
Persistent link: https://www.econbiz.de/10014470539
Saved in:
5
Fourier nonlinear quantile unit root test of purchasing power parity in cryptocurrencies
Goswami, Gour G.
;
Saha, Tapas Kumar
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 312-322
Persistent link: https://www.econbiz.de/10014468817
Saved in:
6
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
7
The effect of technological developments on the stock market : evidence from emerging market
Celik, Mehmet Sinan
;
Ozturk, Mutlu Basaran
;
Haykir, Ozkan
- In:
Applied economics letters
31
(
2024
)
2
,
pp. 118-121
Persistent link: https://www.econbiz.de/10014448256
Saved in:
8
Monetary policy spillovers : the impact of ECB conventional and unconventional monetary policies on the Swiss stock market
Fausch, Jürg
;
Sutter, Daniel
- In:
Applied economics letters
31
(
2024
)
2
,
pp. 122-127
Persistent link: https://www.econbiz.de/10014448257
Saved in:
9
Inclusion of older annual data into time series models for recent quarterly data
Franses, Philip Hans
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1717-1721
Persistent link: https://www.econbiz.de/10012652580
Saved in:
10
Comprehensive analysis of global stock market reactions to the Russia-Ukraine war
Sun, Meihong
;
Zhang, Chao
- In:
Applied economics letters
30
(
2023
)
18
,
pp. 2673-2680
Persistent link: https://www.econbiz.de/10014368465
Saved in:
11
Nowcasting domestic demand using a dynamic factor model : the case of Ireland
Egan, Paul
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2711-2716
Persistent link: https://www.econbiz.de/10014368525
Saved in:
12
Price co-movements in decentralized financial markets
Park, Seongwan
;
Lee, Seungju
;
Lee, Yunyoung
;
Ko, Hyungjin
; …
- In:
Applied economics letters
30
(
2023
)
21
,
pp. 3075-3082
Persistent link: https://www.econbiz.de/10014441906
Saved in:
13
The reaction of financial markets to Russia’s invasion of Ukraine : evidence from gold, oil, bitcoin, and major stock markets
Diaconaşu, Delia-Elena
;
Mehdian, Seyed M.
;
Stoica, Ovidiu
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2792-2796
Persistent link: https://www.econbiz.de/10014369456
Saved in:
14
Identifying inconsistency in short-term reversal : evidence from the Chinese stock market
Jiang, Lu
;
Lao, LanJun
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2894-2901
Persistent link: https://www.econbiz.de/10014414033
Saved in:
15
Four types of tail dependence structures between U.S. dollar index and S&P 500 stock returns : 1990-2019
Chang, Kuang-Liang
;
Lee, Chingnun
;
He, Chi-Wei
- In:
Applied economics letters
30
(
2023
)
16
,
pp. 2189-2194
Persistent link: https://www.econbiz.de/10014364640
Saved in:
16
Trend breaks and the long-run implications of investment-specific technological progress
Moura, Alban
- In:
Applied economics letters
30
(
2023
)
16
,
pp. 2270-2275
Persistent link: https://www.econbiz.de/10014364840
Saved in:
17
Financial market analogies of the COVID-19 pandemic : evidence from the Dow Jones Industrial Average Index
Andrada Félix, Julián
;
Fernández-Rodríguez, Fernando
; …
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2364-2369
Persistent link: https://www.econbiz.de/10014365812
Saved in:
18
On the convergence of metals price - a series of Fourier DF unit root tests
Cai, Yifei
;
Chang, Tsangyao
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2450-2454
Persistent link: https://www.econbiz.de/10014365933
Saved in:
19
Identification of crisis in the Chinese stock market based on complex network
Huang, Chuangxia
;
Liu, Shijie
;
Yang, Xiaoguang
;
Yang, Xin
- In:
Applied economics letters
30
(
2023
)
18
,
pp. 2536-2542
Persistent link: https://www.econbiz.de/10014366716
Saved in:
20
The VolCo index : a measure of the transition from pandemic to equity market
Wang, Kun
;
Han, Chuan-Hsiang
- In:
Applied economics letters
30
(
2023
)
15
,
pp. 2004-2008
Persistent link: https://www.econbiz.de/10014324852
Saved in:
21
Forecasts of US housing starts : assessing the usefulness of nowcast data
Baghestani, Hamid
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 955-959
Persistent link: https://www.econbiz.de/10014303606
Saved in:
22
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
23
Realized volatility forecasting based on rolling SW-SVR method : evidence from CSI 300 index
Li, Hongliang
;
Qiao, Gaoxiu
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 975-980
Persistent link: https://www.econbiz.de/10014303610
Saved in:
24
Forecasting exchange rate markets' volatility of G7 countries : will stock market volatility help?
Zhang, Feipeng
;
Zhang, Zhao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 991-999
Persistent link: https://www.econbiz.de/10014303619
Saved in:
25
A note on stock market response to elections in the post-communist countries of the European Union
Tavşanlı, Melike Betül
;
Tiniç, Murat
- In:
Applied economics letters
30
(
2023
)
11
,
pp. 1483-1487
Persistent link: https://www.econbiz.de/10014304392
Saved in:
26
Volatility changes in cryptocurrencies : evidence from sparse VHAR-MGARCH model
Lee, Seungwon
;
Baek, Changryong
- In:
Applied economics letters
30
(
2023
)
11
,
pp. 1496-1504
Persistent link: https://www.econbiz.de/10014304401
Saved in:
27
The effectiveness of Covid-19 vaccination : time series evidence from the UK
Moosa, Imad A.
;
Merza, Ebrahim
;
Alsabah, Duaij
- In:
Applied economics letters
30
(
2023
)
13
,
pp. 1728-1733
Persistent link: https://www.econbiz.de/10014304997
Saved in:
28
Financial distress and value of cash holdings : evidence from the Korean stock market
Ryu, Haeyoung
;
Choi, Hyunjung
- In:
Applied economics letters
30
(
2023
)
13
,
pp. 1833-1837
Persistent link: https://www.econbiz.de/10014305152
Saved in:
29
Asymmetric ambiguity spillover among international equity markets
Qin, Xiao
;
Wang, Yuwen
- In:
Applied economics letters
30
(
2023
)
13
,
pp. 1843-1849
Persistent link: https://www.econbiz.de/10014305155
Saved in:
30
Flight-to-quality or not? : evidence from China's green bond and green equity markets during COVID-19 crisis
Hau, Liya
;
Zhu, Huiming
;
Sun, Wuqin
;
Yu, Keming
- In:
Applied economics letters
30
(
2023
)
13
,
pp. 1798-1804
Persistent link: https://www.econbiz.de/10014305164
Saved in:
31
Digital finance, stock market participation and asset allocation of Chinese households
Wang, Jiancheng
;
Zhang, Donghao
;
Wang, Zerong
- In:
Applied economics letters
30
(
2023
)
14
,
pp. 1870-1873
Persistent link: https://www.econbiz.de/10014305368
Saved in:
32
A note on financial vulnerability and volatility in emerging stock markets : evidence from GARCH-MIDAS models
Demirer, Rıza
;
Gupta, Rangan
;
Li, He
;
You, Yu
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 37-42
Persistent link: https://www.econbiz.de/10013552965
Saved in:
33
Integration of financial markets during COVID-19 : a dynamic correlation analysis on Euronext
Espinosa Méndez, Christian
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 264-268
Persistent link: https://www.econbiz.de/10013553137
Saved in:
34
COVID-19 and the forward-looking stock-bond return relationship
Cai, Xiaojing
;
Cong, Yingnan
;
Sakemoto, Ryuta
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 297-301
Persistent link: https://www.econbiz.de/10013553396
Saved in:
35
Junk stocks vs quality stocks, a perspective from mood seasonality
Li, Rui
;
Liu, Ruozhou
;
Zhang, Zili
;
Zhao, Xuejun
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 349-354
Persistent link: https://www.econbiz.de/10013553464
Saved in:
36
Time-varying Granger causality between the stock market and unemployment in the United States
Fromentin, Vincent
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 371-378
Persistent link: https://www.econbiz.de/10013553475
Saved in:
37
Firm-specific investor sentiment, stock price synchronicity, and crash risk
Zhang, Zhida
;
Chen, Runqiu
;
Luo, Qi
- In:
Applied economics letters
30
(
2023
)
4
,
pp. 450-455
Persistent link: https://www.econbiz.de/10013553637
Saved in:
38
Money, financial depth and economic growth in orthodox communist nations : the case of Cuba
Senra Hodelin, Reynaldo
- In:
Applied economics letters
30
(
2023
)
4
,
pp. 462-465
Persistent link: https://www.econbiz.de/10013553649
Saved in:
39
Forecasting Spanish economic activity in times of COVID-19 by means of the RT-LEI and machine learning techniques
Poza, Carlos
;
Monge González, Manuel
- In:
Applied economics letters
30
(
2023
)
4
,
pp. 472-477
Persistent link: https://www.econbiz.de/10013553654
Saved in:
40
The impacts of COVID-19 on the dependence structure of the stock market
Kim, Jong-Min
;
Jung, Hojin
- In:
Applied economics letters
30
(
2023
)
4
,
pp. 510-515
Persistent link: https://www.econbiz.de/10013553675
Saved in:
41
The connection between stock market prices and political support : evidence from Japan
Ohmura, Hanako
- In:
Applied economics letters
29
(
2022
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10012803303
Saved in:
42
Is there a pattern in how COVID-19 has affected Australia’s stock returns?
Narayan, Paresh Kumar
;
Gong, Qiang
;
Ali Ahmed, Huson Joher
- In:
Applied economics letters
29
(
2022
)
3
,
pp. 179-182
Persistent link: https://www.econbiz.de/10012803472
Saved in:
43
Early-warning signals of risk contagion among global stock markets : evidence from community-level
Liu, Chengcheng
;
Song, Peng
;
Huang, Bai
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 338-345
Persistent link: https://www.econbiz.de/10012803538
Saved in:
44
Seven centuries of commodity co-movement : a wavelet analysis approach
Umar, Zaghum
;
Zaremba, Adam
;
Olson, Dennis
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 355-359
Persistent link: https://www.econbiz.de/10012803546
Saved in:
45
Dealing with serially correlated errors in the context of spurious regression for two independent stationary AR(1) processes
Agiakloglou, Christos N.
;
Agiropoulos, Charalampos
- In:
Applied economics letters
29
(
2022
)
7
,
pp. 619-625
Persistent link: https://www.econbiz.de/10013170999
Saved in:
46
PPP in emerging markets : evidence from Fourier non-linear quantile unit root analysis
Nazlıoğlu, Şaban
;
Altuntas, Mehmet
;
Kilic, Emre
- In:
Applied economics letters
29
(
2022
)
8
,
pp. 731-737
Persistent link: https://www.econbiz.de/10013171045
Saved in:
47
Dynamic correlations and volatility spillovers between stock price and exchange rate in BRIICS economies : evidence from the COVID-19 outbreak period
Rai, Karan
;
Garg, Bhavesh
- In:
Applied economics letters
29
(
2022
)
8
,
pp. 738-745
Persistent link: https://www.econbiz.de/10013171046
Saved in:
48
Asymmetric effects of economic policy uncertainty on stock returns under different market conditions : evidence from G7 stock markets
Huang, Wei-Qiang
;
Liu, Peipei
- In:
Applied economics letters
29
(
2022
)
9
,
pp. 780-784
Persistent link: https://www.econbiz.de/10013411772
Saved in:
49
Extreme market movements, the disposition effect, and subsequent return spreads : evidence from China
Shen, Yujan
;
Shen, Kuanfu
- In:
Applied economics letters
29
(
2022
)
9
,
pp. 801-804
Persistent link: https://www.econbiz.de/10013411776
Saved in:
50
Tactical factor allocation for multifactor portfolios
Kim, Saejoon
- In:
Applied economics letters
29
(
2022
)
9
,
pp. 847-850
Persistent link: https://www.econbiz.de/10013411797
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->