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~isPartOf:"Journal of banking & finance"
~subject:"Kointegration"
~subject:"Welt"
~type:"article"
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Kointegration
Welt
Time series analysis
70
Zeitreihenanalyse
70
Theorie
27
Theory
27
Estimation
25
Schätzung
25
Volatility
25
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25
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Bekiros, Stelios D.
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Journal of banking & finance
Energy economics
67
Journal of econometrics
62
Economic modelling
51
Applied economics
43
Applied economics letters
43
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Economics letters
35
International Journal of Energy Economics and Policy : IJEEP
30
International journal of forecasting
26
Econometric theory
24
Econometric reviews
23
Econometrics : open access journal
23
The empirical economics letters : a monthly international journal of economics
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
International journal of economics and financial issues : IJEFI
19
Journal of international money and finance
19
The North American journal of economics and finance : a journal of financial economics studies
18
Journal of macroeconomics
16
International review of economics & finance : IREF
15
Journal of forecasting
15
Journal of applied econometrics
14
Research in international business and finance
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Modern economy
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Oxford bulletin of economics and statistics
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Business and Economic Research : BER
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Journal of international financial markets, institutions & money
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Applied financial economics
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Journal of economic surveys
11
CBN journal of applied statistics
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of economics and finance
10
International journal of finance & economics : IJFE
10
The econometrics journal
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Cogent economics & finance
9
Finance research letters
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Computational economics
8
International review of financial analysis
8
Journal of time series econometrics
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13
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1
Cross-asset
time-series
momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
2
Modeling persistent interest rates with double-autoregressive processes
Hansen, Anne Lundgaard
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257376
Saved in:
3
Downside risk and stock returns in the G7 countries : an empirical analysis of their long-run and short-run dynamics
Chen, Yi-Hsuan
;
Chiang, Thomas C.
;
Härdle, Wolfgang
- In:
Journal of banking & finance
93
(
2018
),
pp. 21-32
Persistent link: https://www.econbiz.de/10011964613
Saved in:
4
Is volatility clustering of asset returns asymmetric?
Ning, Cathy Q.
;
Xu, Dinghai
;
Wirjanto, Tony S.
- In:
Journal of banking & finance
52
(
2015
),
pp. 62-76
Persistent link: https://www.econbiz.de/10011377303
Saved in:
5
The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Avouyi-Dovi, Sanvi
;
Horny, Guillaume
;
Sevestre, Patrick
- In:
Journal of banking & finance
79
(
2017
),
pp. 74-94
Persistent link: https://www.econbiz.de/10011815138
Saved in:
6
Are there exploitable trends in commodity futures prices?
Han, Yufeng
;
Hu, Ting
;
Yang, Jian
- In:
Journal of banking & finance
70
(
2016
),
pp. 214-234
Persistent link: https://www.econbiz.de/10011635208
Saved in:
7
Exchange rates and fundamentals : co-movement, long-run relationships and short-run dynamics
Bekiros, Stelios D.
- In:
Journal of banking & finance
39
(
2014
),
pp. 117-134
Persistent link: https://www.econbiz.de/10010340766
Saved in:
8
Modelling long run comovements in equity markets : a flexible approach
Martins, Luís Filipe
;
Gabriel, Vasco J.
- In:
Journal of banking & finance
47
(
2014
),
pp. 288-295
Persistent link: https://www.econbiz.de/10010506954
Saved in:
9
Testing the expectations hypothesis of the term structure with permanent-transitory component models
Casalin, Fabrizio
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3192-3203
Persistent link: https://www.econbiz.de/10009778452
Saved in:
10
Measuring time-varying financial market integration : an unobserved components approach
Berger, Tino
;
Pozzi, Lorenzo
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 463-473
Persistent link: https://www.econbiz.de/10009705640
Saved in:
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