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International review of economics & finance : IREF
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673
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ECONIS (ZBW)
84
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1
If GPU(time) == money : sustainable crypto-asset market? : analysis of similarity among crypto-asset financial time series
Zięba, Damian
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 863-912
Persistent link: https://www.econbiz.de/10014446819
Saved in:
2
Forecasting stock volatility using pseudo-out-of-sample information
Li, Xiaodan
;
Gong, Xue
;
Ge, Futing
;
Huang, Jingjing
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 123-135
Persistent link: https://www.econbiz.de/10014446892
Saved in:
3
Forecasting the stock-cryptocurrency relationship : evidence from a dynamic GAS model
Ivanovski, Kris
;
Hailemariam, Abebe
- In:
International review of economics & finance : IREF
86
(
2023
),
pp. 97-111
Persistent link: https://www.econbiz.de/10014431156
Saved in:
4
The seasonality of lottery-like stock returns
Gould, John
;
Yang, Wenling
;
Singh, Ranjodh B.
;
Yeo, Ben
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 383-400
Persistent link: https://www.econbiz.de/10014246716
Saved in:
5
Measuring volatility persistence in leveraged loan markets in the presence of structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 141-152
Persistent link: https://www.econbiz.de/10013334550
Saved in:
6
Risk-return trade-off in the Australian Securities Exchange : accounting for overnight effects, realized higher moments, long-run relations, and fractional cointegration
Jayawardena, Nirodha I.
;
Todorova, Neda
;
Li, Bin
;
Su, Jen-je
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 384-401
Persistent link: https://www.econbiz.de/10013342033
Saved in:
7
An ocean apart? : the effects of US business cycles on Chinese business cycles
Shen, Jiancheng
;
Selover, David D.
;
Li, Chao
;
Yousefi, Hamed
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 677-698
Persistent link: https://www.econbiz.de/10013545854
Saved in:
8
Early market efficiency testing among hydrogen players
Corzo Santamaría, Teresa
;
Martin-Bujack, Karin
; …
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 723-742
Persistent link: https://www.econbiz.de/10013545888
Saved in:
9
Canadian stock market volatility under COVID-19
Xu, Dinghai
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 159-169
Persistent link: https://www.econbiz.de/10013330750
Saved in:
10
Mean reversion in Asia-Pacific stock prices : new evidence from quantile unit root tests
Nartea, Gilbert V.
;
Valera, Harold Glenn A.
;
Valera, …
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 214-230
Persistent link: https://www.econbiz.de/10012692224
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11
Let's take a smooth break : stock return predictability revisited
Luo, Shikong
;
Yan, Xinyan
;
Yang, Haoyi
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 300-314
Persistent link: https://www.econbiz.de/10012692492
Saved in:
12
Nonlinearity in stock returns : do risk aversion, investor sentiment and, monetary policy shocks matter?
Dahmene, Meriam
;
Boughrara, Adel
;
Slim, Skander
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 676-699
Persistent link: https://www.econbiz.de/10012628018
Saved in:
13
Modeling realized volatility of the EUR/USD exchange rate : does implied volatility really matter?
Plíhal, Tomáš
;
Lyócsa, Štefan
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 811-829
Persistent link: https://www.econbiz.de/10012630769
Saved in:
14
Dynamic interactions between financial cycles, business cycles and macroeconomic imbalances : a panel VAR analysis
Adarov, Amat
- In:
International review of economics & finance : IREF
74
(
2021
),
pp. 434-451
Persistent link: https://www.econbiz.de/10012792986
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15
Do credit conditions matter for the impact of oil price shocks on stock returns? : evidence from a structural threshold VAR model
Jiang, Yong
;
Wang, Gang-Jin
;
Ma, Chaoqun
;
Yang, Xiaoguang
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012671271
Saved in:
16
GDP per capita in Sub-Saharan Africa : a time series approach using long memory
Gil-Alaña, Luis A.
;
Mudida, Robert
;
Zerbo, Eleazar
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 175-190
Persistent link: https://www.econbiz.de/10012671595
Saved in:
17
Disentangling the sources of inflation synchronization : evidence from a large panel dataset
Szafranek, Karol
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 229-245
Persistent link: https://www.econbiz.de/10013175802
Saved in:
18
Understanding the credit cycle and business cycle dynamics in India
Saini, Seema
;
Ahmad, Wasim
;
Bekiros, Stelios
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 988-1006
Persistent link: https://www.econbiz.de/10013176776
Saved in:
19
Analyzing slowdown and meltdowns in the African countries : new evidence using Fourier quantile unit root test
Lee, Yi-Lung
;
Ranjbar, Omid
;
Jahangard, Fateme
;
Chang, …
- In:
International review of economics & finance : IREF
65
(
2020
),
pp. 187-198
Persistent link: https://www.econbiz.de/10012385339
Saved in:
20
Forecasting oil price volatility using high-frequency data : new evidence
Chen, Wang
;
Ma, Feng
;
Wei, Yu
;
Liu, Jing
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012390514
Saved in:
21
Asymmetric volatility spillover between European equity and foreign exchange markets : evidence from the frequency domain
Warshaw, Evan
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012486281
Saved in:
22
The EHTS and the persistence in the spread reconsidered. A fractional cointegration approach
Vides, José Carlos
;
Golpe, Antonio A.
;
Iglesias, Jesús
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 124-137
Persistent link: https://www.econbiz.de/10012486490
Saved in:
23
Volatility persistence in cryptocurrency markets under structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 680-691
Persistent link: https://www.econbiz.de/10012487193
Saved in:
24
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
25
Global real interest rate dynamics from the late 19th century to today
Probst, Julius
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 522-547
Persistent link: https://www.econbiz.de/10012203284
Saved in:
26
Historical decoupling in the EU : evidence from time-frequency analysis
Kapounek, Svatopluk
;
Kučerová, Zuzana
- In:
International review of economics & finance : IREF
60
(
2019
),
pp. 265-280
Persistent link: https://www.econbiz.de/10012204370
Saved in:
27
It's not austerity. Or is it? : assessing the effect of austerity on growth in the European Union, 2010-15
Fragetta, Matteo
;
Tamborini, Roberto
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 196-212
Persistent link: https://www.econbiz.de/10012205538
Saved in:
28
Analyzing time-frequency co-movements across gold and oil prices with BRICS stock markets : a VaR based on wavelet approach
Mensi, Walid
;
Hkiri, Besma
;
Al-Yahyaee, Khamis Hamed
; …
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 74-102
Persistent link: https://www.econbiz.de/10012033348
Saved in:
29
Modeling and forecasting multifractal volatility established upon the heterogeneous market hypothesis
Tao, Qizhi
;
Wei, Yu
;
Liu, Jiapeng
;
Zhang, Ting
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 143-153
Persistent link: https://www.econbiz.de/10012033354
Saved in:
30
Asymmetric adjustment and smooth breaks in dividend yields : evidence from international stock markets
Chen, Shyh-Wei
;
Xie, Zixiong
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 339-354
Persistent link: https://www.econbiz.de/10011747311
Saved in:
31
Realized volatility transmission from crude oil to equity sectors : a study with economic significance analysis
Kumar, Dilip
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 149-167
Persistent link: https://www.econbiz.de/10011748390
Saved in:
32
Time-varying causality between crude oil and stock markets : what can we learn from a multiscale perspective?
Jammazi, Rania
;
Ferrer, Román
;
Jareño, Francisco
; …
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 453-483
Persistent link: https://www.econbiz.de/10011748513
Saved in:
33
Further evidence on bear market predictability : the role of the external finance premium
Chen, Nan-kuang
;
Chen, Shiu-sheng
;
Chou, Yu-Hsi
- In:
International review of economics & finance : IREF
50
(
2017
),
pp. 106-121
Persistent link: https://www.econbiz.de/10011754115
Saved in:
34
Evaluating exchange rate forecasts along time and frequency
Caraiani, Petre
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 60-81
Persistent link: https://www.econbiz.de/10011754137
Saved in:
35
Macroeconomic factors and equity premium predictability
Buncic, Daniel
;
Tischhauser, Martin
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 621-644
Persistent link: https://www.econbiz.de/10011754673
Saved in:
36
Detecting speculative bubbles under considerations of the sign asymmetry and size non-linearity : new international evidence
Chen, Shyh-Wei
;
Xie, Zixiong
- In:
International review of economics & finance : IREF
52
(
2017
),
pp. 188-209
Persistent link: https://www.econbiz.de/10011791338
Saved in:
37
Does the US current account show a symmetric behavior over the business cycle?
Duncan, Roberto
- In:
International review of economics & finance : IREF
41
(
2016
),
pp. 202-219
Persistent link: https://www.econbiz.de/10011624701
Saved in:
38
Does the return-state-varying relationship between risk and return matter in modeling the time series process of stock return?
Chang, Kuang-Liang
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 72-87
Persistent link: https://www.econbiz.de/10011625059
Saved in:
39
Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
Saved in:
40
Gold, oil, and stocks : dynamic correlations
Baruník, Jozef
;
Kočenda, Evžen
;
Vácha, Lukáš
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 186-201
Persistent link: https://www.econbiz.de/10011625108
Saved in:
41
Interest rate changes and stock returns : a European multi-country study with wavelets
Ferrer, Román
;
Bolós, Vicente J.
;
Benítez, Rafael
- In:
International review of economics & finance : IREF
44
(
2016
),
pp. 1-12
Persistent link: https://www.econbiz.de/10011625975
Saved in:
42
Is the refining margin stationary?
Población, Javier
;
Serna, Gregorio
- In:
International review of economics & finance : IREF
44
(
2016
),
pp. 169-186
Persistent link: https://www.econbiz.de/10011626045
Saved in:
43
An examination of convergence hypothesis for EU-15 countries
Ceylan, Reşat
;
Abiyev, Vasif
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 96-105
Persistent link: https://www.econbiz.de/10011626328
Saved in:
44
The role of structural breaks, nonlinearity and asymmetric adjustments in African bilateral real exchange rates
Ahmad, Ahmad Hassan
;
Aworinde, Olalekan Bashir
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 144-159
Persistent link: https://www.econbiz.de/10011626334
Saved in:
45
Forecasting the volatility of the Dow Jones Islamic Stock Market Index : long memory vs. regime switching
Nasr, Adnen Ben
;
Lux, Thomas
;
Ajmi, Ahdi Noomen
;
Gupta, …
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 559-571
Persistent link: https://www.econbiz.de/10011626589
Saved in:
46
Mean reversion in stock prices of seven Asian stock markets : unit root test and stationary test with Fourier functions
Wang, Juan
;
Zhang, Dongxiang
;
Zhang, Jian
- In:
International review of economics & finance : IREF
37
(
2015
),
pp. 157-164
Persistent link: https://www.econbiz.de/10011538307
Saved in:
47
Money growth and inflation in China : new evidence from a wavelet analysis
Jiang, Chun
;
Chang, Tsangyao
;
Li, Xiao-Lin
- In:
International review of economics & finance : IREF
35
(
2015
),
pp. 249-261
Persistent link: https://www.econbiz.de/10011333667
Saved in:
48
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
49
The time-varying causality between spot and futures crude oil prices : a regime switching approach
Balcilar, Mehmet
;
Gungor, Hasan
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 51-71
Persistent link: https://www.econbiz.de/10011571896
Saved in:
50
Testing for current account sustainability under assumptions of smooth break and nonlinearity
Chen, Shyh-Wei
;
Xie, Zixiong
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 142-156
Persistent link: https://www.econbiz.de/10011572344
Saved in:
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