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~language:"cat"
~language:"eng"
~person:"Gupta, Rangan"
~person:"McAleer, Michael"
~subject:"Correlation"
~subject:"Kausalanalyse"
~type_genre:"Article in journal"
~type_genre:"Übersichtsarbeit"
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Correlation
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Gupta, Rangan
McAleer, Michael
Tiwari, Aviral Kumar
60
Pradhan, Rudra Prakash
48
Balcilar, Mehmet
44
Chang, Tsangyao
43
Shahbaz, Muhammad
42
Odhiambo, Nicholas M.
41
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Nguyen, Duc Khuong
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13
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5
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4
International review of economics & finance : IREF
4
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3
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ECONIS (ZBW)
83
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1
Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests
Apergēs, Nikolaos
;
Gavriilidis, Konstantinos
;
Gupta, Rangan
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
6
,
pp. 1484-1498
Persistent link: https://www.econbiz.de/10014384510
Saved in:
2
Time-varying causality between bond and oil markets of the United States : evidence from over one and half centuries of data
Coronado, Semei
;
Gupta, Rangan
;
Nazlıoğlu, Şaban
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2239-2247
Persistent link: https://www.econbiz.de/10014327517
Saved in:
3
Nonlinear contagion between stock and real estate markets : international evidence from a local Gaussian correlation approach
Bouri, Elie
;
Gupta, Rangan
;
Wang, Shixuan
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2089-2109
Persistent link: https://www.econbiz.de/10013184682
Saved in:
4
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
5
The role of economic policy uncertainty in predicting output growth in emerging markets : a mixed-frequency granger causality approach
Balcilar, Mehmet
;
Ike, George
;
Gupta, Rangan
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
4
,
pp. 1008-1026
Persistent link: https://www.econbiz.de/10013167062
Saved in:
6
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
Saved in:
7
High-frequency predictability of housing market movements of the United States : the role of economic sentiment
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Kyei, …
- In:
The journal of behavioral finance : a publication of …
22
(
2021
)
4
,
pp. 490-498
Persistent link: https://www.econbiz.de/10012649950
Saved in:
8
Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities
Gupta, Rangan
;
Subramaniam, Sowmya
;
Bouri, Elie
;
Ji, Qiang
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 289-298
Persistent link: https://www.econbiz.de/10012627782
Saved in:
9
Investor sentiment connectedness : evidence from linear and nonlinear causality approaches
Tiwari, Aviral Kumar
;
Bathia, Deven
;
Bouri, Elie
; …
- In:
Annals of financial economics
16
(
2021
)
4
,
pp. 1-29
Persistent link: https://www.econbiz.de/10013185473
Saved in:
10
Unemployment fluctuations and currency returns in the United Kingdom : Evidence from over one and a half century of data
Bathia, Deven
;
Demirer, Rıza
;
Gupta, Rangan
;
Kotzé, Kevin
- In:
Journal of multinational financial management
61
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012887858
Saved in:
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