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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~person:"Phillips, Peter C. B."
~person:"Wohar, Mark E."
~type_genre:"Article in journal"
~type_genre:"Book section"
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Capital income
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Phillips, Peter C. B.
Wohar, Mark E.
Gupta, Rangan
27
Kang, Sang Hoon
16
Mensi, Walid
16
Lee, Chien-chiang
15
Lien, Da-hsiang Donald
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8
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8
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7
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7
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7
Ryu, Doojin
7
Von Furstenberg, George M.
7
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Zhuang, Xintian
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Arndt, Sven W.
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Bouri, Elie
5
Chan, Chia-Ying
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The North American journal of economics and finance : a journal of financial economics studies
Econometric theory
66
Journal of econometrics
66
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
Applied economics
19
Econometric reviews
17
International review of economics & finance : IREF
15
The econometrics journal
12
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10
Finance research letters
9
Energy economics
8
International economic review
8
Journal of macroeconomics
8
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7
Economics letters
7
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6
Journal of international money and finance
6
New Zealand economic papers
6
Research in international business and finance
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of finance & economics : IJFE
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of economic research
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Oxford bulletin of economics and statistics
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The European journal of finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
International journal of forecasting
4
Journal of empirical finance
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of international financial markets, institutions & money
4
Southern economic journal
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The review of economic studies
4
Econometrics : open access journal
3
Economic modelling
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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 review of financial analysis
3
Journal of forecasting
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Journal of money, credit and banking : JMCB
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The Manchester School
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1
The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress
Balcilar, Mehmet
;
Ozdemir, Zeynel Abidin
;
Ozdemir, Huseyin
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014225739
Saved in:
2
Evolution of price effects after one-day abnormal returns in the US stock market
Plastun, Alex
;
Sibande, Xolani
;
Gupta, Rangan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012822169
Saved in:
3
Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies
Tiwari, Aviral Kumar
;
Adewuyi, Adeolu O.
;
Albulescu, …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012659682
Saved in:
4
Oil price uncertainty and movements in the US government bond risk premia
Balcilar, Mehmet
;
Gupta, Rangan
;
Wang, Shixuan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012654789
Saved in:
5
Price gap anomaly in the US stock market : the whole story
Plastun, Alex
;
Sibande, Xolani
;
Gupta, Rangan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012654967
Saved in:
6
Spillover effects in oil-related CDS markets during and after the sub-prime crisis
Balcilar, Mehmet
;
Ozdemir, Zeynel Abidin
;
Ozdemir, Huseyin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012664506
Saved in:
7
Rise and fall of calendar anomalies over a century
Plastun, Alex
;
Sibande, Xolani
;
Gupta, Rangan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 181-205
Persistent link: https://www.econbiz.de/10012269177
Saved in:
8
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
9
Time-varying predictability of oil market movements over a century of data : The role of US financial stress
Gupta, Rangan
;
Kanda, Patrick
;
Tiwari, Aviral Kumar
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012201357
Saved in:
10
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
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