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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Schätzung"
~subject:"VAR model"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammlung"
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VAR model
Causality analysis
37
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10
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10
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Hau, Liya
2
Zhu, Huiming
2
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1
Anh The Vo
1
Balcilar, Mehmet
1
Cakan, Esin
1
Chen, Mei-Ping
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Thang Cong Nguyen
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Xuan Vinh Vo
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The North American journal of economics and finance : a journal of financial economics studies
International Journal of Energy Economics and Policy : IJEEP
65
Applied economics
51
Economic modelling
44
Energy economics
38
Applied economics letters
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Journal of econometrics
31
International journal of economics and financial issues : IJEFI
30
Theoretical and applied economics : GAER review
30
The empirical economics letters : a monthly international journal of economics
28
International journal of economics and finance
26
Economics letters
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
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Finance research letters
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Global business review
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Cogent economics & finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International review of economics & finance : IREF
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International review of financial analysis
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Defence and peace economics
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Journal of risk and financial management : JRFM
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Research in international business and finance
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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Indian journal of economics & business : IJEB
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Journal of international money and finance
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Journal of quantitative economics
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The Indian journal of economics
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International journal of economic perspectives : IJEP
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
Saved in:
2
The impact of Twitter-based sentiment on US sectoral returns
Zeitun, Rami
;
Ur Rehman, Mobeen
;
Ahmad, Nasir
;
Xuan Vinh Vo
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246833
Saved in:
3
How does investor attention matter for crude oil prices and returns? : evidence from time-frequency quantile
causality
analysis
Chen, Qitong
;
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013413415
Saved in:
4
Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock : evidence from multiscale quantile perspectives
Zhu, Huiming
;
Chen, Yiwen
;
Ren, Ying-hua
;
Xing, Zhanming
; …
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-46
Persistent link: https://www.econbiz.de/10013449362
Saved in:
5
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:
6
Twitter's daily happiness sentiment, economic policy uncertainty, and stock index fluctuations
Chen, Wen-Yi
;
Chen, Mei-Ping
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013539078
Saved in:
7
Derivatives market and economic growth nexus : policy implications for emerging markets
Duc Hong Vo
;
Nguyen Phuc Van
;
Ha Minh Nguyen
;
Anh The Vo
; …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012667174
Saved in:
8
The causality direction of the corporate social responsibility : corporate financial performance Nexus : application of Panel Vector Autoregression approach
Lin, Woon Leong
;
Hook, Law Siong
;
Ho, Jo Ann
; …
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 401-418
Persistent link: https://www.econbiz.de/10012120275
Saved in:
9
Does the stock market really cause unemployment? : a cross-country analysis
Pan, Wei-Fong
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 34-43
Persistent link: https://www.econbiz.de/10012036288
Saved in:
10
Does US news impact Asian emerging markets? : evidence from nonparametric causality-in-quantiles test
Balcilar, Mehmet
;
Cakan, Esin
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 32-43
Persistent link: https://www.econbiz.de/10011878928
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