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~isPartOf:"International journal of finance & economics : IJFE"
~person:"Caglayan, Mustafa"
~person:"Gupta, Rangan"
~subject:"Schätzung"
~subject:"long memory"
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Schätzung
long memory
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Caglayan, Mustafa
Gupta, Rangan
Cheung, Yin-Wong
5
Gil-Alaña, Luis A.
5
Afonso, António
4
Caporale, Guglielmo Maria
4
Kanas, Angelos
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Wohar, Mark E.
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De Vita, Glauco
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International journal of finance & economics : IJFE
Department of Economics working paper series
37
Working papers / University of Connecticut, Department of Economics
15
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied economics letters
6
Economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International review of economics & finance : IREF
5
Boston College Working Papers in Economics
4
Boston College working papers in economics
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Economics and Business Letters : EBL
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Annals of economics and finance
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Discussion paper / University of British Columbia, Department of Economics
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Empirica : journal of european economics
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Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
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Economics and finance working paper series
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Economics working paper
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Eurasian economic review : a journal in applied macroeconomics and finance
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Global Research Unit working paper
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International economics and economic policy : IEEP
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ECONIS (ZBW)
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1
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
2
Openness and growth : is the relationship non-linear?
Gupta, Rangan
;
Stander, Lardo
;
Vaona, Andrea
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3071-3099
Persistent link: https://www.econbiz.de/10014327719
Saved in:
3
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
4
On the transmission mechanism of Asia-Pacific yield curve characteristics
Gabauer, David
;
Subramaniam, Sowmya
;
Gupta, Rangan
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 473-488
Persistent link: https://www.econbiz.de/10012814607
Saved in:
5
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
6
The predictive power of the term spread on inequality in the United Kingdom : an empirical analysis
Balcilar, Mehmet
;
Berisha, Edmond
;
Çepni, Oğuzhan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1979-1988
Persistent link: https://www.econbiz.de/10013184598
Saved in:
7
Asymmetric monetary policy rules for an open economy : evidence from Canada and the UK
Caglayan, Mustafa
;
Jehan, Zainab
;
Muratidēs, Kōstas
- In:
International journal of finance & economics : IJFE
21
(
2016
)
3
,
pp. 279-293
Persistent link: https://www.econbiz.de/10011560514
Saved in:
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