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  • Search: subject:"Nonparametric quantile causality"
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Nonparametric quantile causality 10 Volatility 10 Volatilität 10 Capital income 8 Kapitaleinkommen 8 Börsenkurs 7 Share price 7 Nichtparametrisches Verfahren 6 Nonparametric statistics 6 Welt 5 World 5 Ankündigungseffekt 3 Announcement effect 3 Causality analysis 3 Emerging economies 3 Estimation 3 Forecasting model 3 Kausalanalyse 3 Oil market 3 Oil price 3 Prognoseverfahren 3 Schwellenländer 3 Schätzung 3 Ölmarkt 3 Ölpreis 3 Aktienmarkt 2 Disaster 2 Economic policy 2 Economic policy uncertainty 2 Erdölindustrie 2 Erdölpolitik 2 Exchange rate 2 Katastrophe 2 OPEC announcements 2 OPEC countries 2 OPEC-Staaten 2 Oil industry 2 Oil policy 2 Oil returns and volatility 2 Risiko 2
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Article in journal 11 Aufsatz in Zeitschrift 11
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English 11
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Gupta, Rangan 10 Balcilar, Mehmet 5 Demirer, Rıza 3 Wohar, Mark E. 3 Kim, Won Joong 2 Kyei, Clement 2 Suleman, Tahir 2 Yoon, Seong-min 2 Bathia, Deven 1 Bos, Martijn 1 Bouri, Elie 1 Cakan, Esin 1 Gillas, Konstantinos Gkillas 1 Hammoudeh, Shawkat 1 Mensi, Walid 1 Pierdzioch, Christian 1 Roubaud, David 1 Tiwari, Aviral Kumar 1 Ur Rehman, Mobeen 1 Vo Xuan Vinh 1
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Energy economics 3 The North American journal of economics and finance : a journal of financial economics studies 2 Economic modelling 1 International economics : a journal published by CEPII (Center for research and expertise on the world economy) 1 International review of economics & finance : IREF 1 Open economies review 1 The European journal of finance 1 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 1
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ECONIS (ZBW) 11
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Does economic policy uncertainty predict exchange rate returns and volatility? : evidence from a nonparametric causality-in-quantiles test
Balcilar, Mehmet; Gupta, Rangan; Kyei, Clement; Wohar, … - In: Open economies review 27 (2016) 2, pp. 229-250
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