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subject:"USA"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Kointegration"
~type_genre:"Article in journal"
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USA
Kointegration
Estimation
307
Schätzung
307
Financial crisis
144
Finanzkrise
144
Volatility
133
Volatilität
133
Börsenkurs
123
Share price
123
Capital income
114
Kapitaleinkommen
114
Welt
109
World
109
Aktienmarkt
100
Stock market
100
Theorie
91
Theory
91
United States
67
Emerging economies
62
Schwellenländer
62
Forecasting model
57
Prognoseverfahren
57
Spillover effect
57
Spillover-Effekt
57
ARCH model
55
ARCH-Modell
55
Geldpolitik
54
Monetary policy
54
Exchange rate
52
Wechselkurs
52
Portfolio selection
47
Portfolio-Management
47
China
37
Time series analysis
37
Zeitreihenanalyse
37
Cointegration
36
Risk
36
VAR model
36
VAR-Modell
36
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Article in journal
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English
97
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Gupta, Rangan
10
Wohar, Mark E.
5
Balcilar, Mehmet
3
Beckmann, Joscha
3
Ji, Qiang
3
Anwar, Sajid
2
Belke, Ansgar
2
Jiang, Yong
2
Kanda, Patrick
2
Panagiōtidēs, Theodōros
2
Pierdzioch, Christian
2
Plakandaras, Vasilios
2
Pérez Rodríguez, Jorge V.
2
Salisu, Afees A.
2
Ur Rehman, Mobeen
2
Xuan Vinh Vo
2
Adediran, Idris A.
1
Ahmad, Ahmad Hassan
1
Ahmad, Nasir
1
Al Rababa'a, Abdel Razzaq
1
Al-Shboul, Mohammad
1
Alomari, Mohammad
1
Andrada Félix, Julián
1
Anjum, Hassan
1
Aworinde, Olalekan Bashir
1
Aygun, Gurcan
1
Bai, Ye
1
Balistreri, Edward J.
1
Bampinas, Georgios
1
Bec, Frédérique
1
Becker, Ralf
1
Beg, Rabiul Alam
1
Bellos, Sotirios K.
1
Bezemer, Dirk Johan
1
Bianconi, Marcelo
1
Bordon, Ingo G.
1
Bouri, Elie
1
Brox, James A.
1
Buranavityawut, Nonthipoth
1
Cai, Nianyun
1
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The North American journal of economics and finance : a journal of financial economics studies
Applied economics
400
Applied economics letters
246
The journal of finance : the journal of the American Finance Association
197
Economic modelling
195
The review of economics and statistics
192
The American economic review
191
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
177
The review of financial studies
172
Journal of international money and finance
152
Applied financial economics
144
Economics letters
132
Journal of banking & finance
130
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
125
Journal of applied econometrics
124
The journal of futures markets
121
Journal of financial and quantitative analysis : JFQA
115
International review of economics & finance : IREF
114
Energy economics
110
Journal of money, credit and banking : JMCB
109
International journal of economics and financial issues : IJEFI
102
The empirical economics letters : a monthly international journal of economics
101
Journal of financial economics
98
International Journal of Energy Economics and Policy : IJEEP
96
Journal of econometrics
94
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
92
International journal of economics and finance
89
Journal of monetary economics
88
American economic journal : a journal of the American Economic Association
86
Journal of political economy
86
International review of financial analysis
73
Journal of macroeconomics
73
Journal of economics and finance
71
Southern economic journal
70
International journal of finance & economics : IJFE
68
The quarterly journal of economics
68
Journal of international financial markets, institutions & money
66
American journal of agricultural economics
64
Finance research letters
64
Journal of labor economics
63
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ECONIS (ZBW)
97
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1
Volatility spillovers among the U.S. and Asian stock markets : a comparison between the periods of Asian currency crisis and subprime credit crisis
Lien, Da-hsiang Donald
;
Lee, Geul
;
Li, Yang
;
Zhang, Yuyin
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 187-201
Persistent link: https://www.econbiz.de/10012036617
Saved in:
2
Adaptive market hypothesis : the story of the stock markets and COVID-19 pandemic
Okorie, David Iheke
;
Lin, Boqiang
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822166
Saved in:
3
On the informational efficiency of S&P500 implied volatility
Becker, Ralf
;
Clements, Adam
;
White, Scott I.
- In:
The North American journal of economics and finance : a …
17
(
2006
)
2
,
pp. 139-153
Persistent link: https://www.econbiz.de/10003334337
Saved in:
4
A fractional cointegration VAR analysis of Islamic stocks : a global perspective
Salisu, Afees A.
;
Ndako, Umar Bida
;
Adediran, Idris A.
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012659434
Saved in:
5
An examination of the forward prediction error of US dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium a...
Simpson, Marc W.
;
Grossmann, Axel
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 221-238
Persistent link: https://www.econbiz.de/10010461953
Saved in:
6
Forecasting risk in the US Dollar exchange rate under volatility shifts
Anjum, Hassan
;
Malik, Farooq
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012664814
Saved in:
7
Heterogeneity dependence between oil prices and exchange rate : evidence from a parametric test of Granger causality in quantiles
Jiang, Yong
;
Ren, Yi-Shuai
;
Narayan, Seema
;
Ma, Chao-Qun
; …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013534090
Saved in:
8
Fractional integration in daily stock market indices at Jordan's Amman stock exchange
Al-Shboul, Mohammad
;
Anwar, Sajid
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 16-37
Persistent link: https://www.econbiz.de/10011672875
Saved in:
9
Financial contagion and flight to quality between emerging markets and U.S. bond market
Soylu, Pınar Kaya
;
Güloğlu, Bülent
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-33
Persistent link: https://www.econbiz.de/10012201344
Saved in:
10
The future of the Dollar-
Euro
exchange rate
Neaime, Simon
;
Paschakis, John
- In:
The North American journal of economics and finance : a …
13
(
2002
)
1
,
pp. 56-71
Persistent link: https://www.econbiz.de/10001716507
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