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  • Search: subject:"Time varying causality"
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Year of publication
Subject
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Causality analysis 69 Kausalanalyse 69 time-varying causality 46 Time-varying causality 37 China 21 Börsenkurs 19 Share price 19 Volatility 19 Volatilität 19 Oil price 18 Ölpreis 18 Economic growth 17 Aktienmarkt 14 Risiko 14 Risk 14 Stock market 14 Welt 14 Wirtschaftswachstum 14 World 14 bootstrap 14 Estimation 13 Schätzung 13 rolling window 13 Bootstrap 11 Capital income 11 Exchange rate 11 Inflation 11 Kapitaleinkommen 11 USA 11 United States 11 Wechselkurs 11 Bootstrap approach 10 Bootstrap-Verfahren 10 VAR model 10 VAR-Modell 10 Cointegration 9 Kointegration 9 South Africa 8 Südafrika 8 Turkey 8
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Online availability
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Undetermined 61 Free 33 CC license 2
Type of publication
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Article 86 Book / Working Paper 25
Type of publication (narrower categories)
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Article in journal 80 Aufsatz in Zeitschrift 80 Working Paper 14 Arbeitspapier 11 Graue Literatur 11 Non-commercial literature 11 Aufsatz im Buch 1 Book section 1 research-article 1
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Language
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English 96 Undetermined 15
Author
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Gupta, Rangan 24 Balcilar, Mehmet 20 Su, Chi-Wei 16 Aye, Goodness C. 11 Afonso, António 6 Saadaoui, Jamel 6 Tao, Ran 6 Van Eyden, Reneé 6 Chang, Hsu-Ling 5 Wang, Kai-Hua 5 Gómez González, José Eduardo 4 Hirs-Garzon, Jorge 4 Inglesi-Lotz, Roula 4 Lobonţ, Oana-Ramona 4 Mignon, Valérie 4 Ajmi, Ahdi Noomen 3 Khan, Khalid 3 Li, Xin 3 Miller, Stephen M. 3 Mokni, Khaled 3 Nyakabawo, Wendy 3 Abakah, Emmanuel Joel Aikins 2 Aggad, Kenza 2 Alves, José 2 Apergēs, Nikolaos 2 Bosch, Adél 2 Chang, Tsangyao 2 Clark, Louise 2 Coelho, José Carlos 2 Cooray, Arusha 2 Dai, Yin 2 Das, Sonali 2 Dlamini, Janneke 2 Dunne, John P. 2 Eyden, Renee van 2 Fan, Jiao-Jiao 2 Farag, Markos 2 Fromentin, Vincent 2 Gavriilidis, Konstantinos 2 Haouas, Ilham 2
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Institution
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Department of Economics, Faculty of Economic and Management Sciences 9 Department of Economics, University of Connecticut 1 Institut de Préparation à l'Administration et à la Gestion (IPAG) 1
Published in...
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Working Papers / Department of Economics, Faculty of Economic and Management Sciences 9 Economic research 6 Applied economics 5 Energy economics 5 Applied economics letters 4 Borradores de economía 3 Department of Economics working paper series 3 Economic change & restructuring 3 Finance research letters 3 Research in international business and finance 3 Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu 3 CESifo Working Paper 2 CESifo working papers 2 Defence and peace economics 2 Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie 2 International journal of economics and finance 2 International review of economics & finance : IREF 2 Mokslo darbai / Vilniaus Universitetas 2 The North American journal of economics and finance : a journal of financial economics studies 2 The journal of international trade & economic development 2 Tourism economics : the business and finance of tourism and recreation 2 China Finance Review International 1 China economic review 1 China finance review international 1 Computational economics 1 Croatian economic survey 1 Document de travail 1 ERF working papers series : working paper 1 EWI Working Paper 1 Economia internazionale 1 Economic Modelling 1 Economic and political studies : EPS 1 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 1 Emerging markets review 1 Empirica : journal of european economics 1 Empirical Economics 1 Eurasian economic review : a journal in applied macroeconomics and finance 1 Evoluation of money, banking and financial crisis : history, theory and policy 1 Financial markets, institutions and risks : FMIR 1 International economics : a journal published by CEPII (Center for research and expertise on the world economy) 1
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Source
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ECONIS (ZBW) 92 RePEc 15 EconStor 3 Other ZBW resources 1
Showing 51 - 60 of 111
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Is transportation improving urbanization in China?
Liu, Tie-Ying; Su, Chi-Wei - In: Socio-economic planning sciences : the international … 77 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012649273
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Dynamic relations between oil and stock markets : volatility spillovers, networks and causality
Gómez González, José Eduardo; Hirs-Garzón, Jorge; … - In: International economics : a journal published by CEPII … 165 (2021), pp. 37-50
Persistent link: https://www.econbiz.de/10013254100
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Uncovering the time-varying nature of causality between oil prices and stock market returns : a multi-country study
Gómez González, José Eduardo; Hirs-Garzon, Jorge - 2017
Persistent link: https://www.econbiz.de/10011868920
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Dynamic connectedness and causality between oil prices and exchange rates
Gómez González, José Eduardo; Hirs-Garzon, Jorge; … - 2017
Persistent link: https://www.econbiz.de/10011869240
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Causal relationship between monetary policy and the stock market : a bootstrap rolling window approach
Khan, Khalid; Qingyang, Wang; Khurshid, Adnan - In: Financial markets, institutions and risks : FMIR 1 (2017) 4, pp. 5-15
Persistent link: https://www.econbiz.de/10011773763
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Relationship between green bonds and financial and environmental variables : a novel time-varying causality
Hammoudeh, Shawkat; Ajmi, Ahdi Noomen; Mokni, Khaled - In: Energy economics 92 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012520091
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Global uncertainties and portfolio flow dynamics of the BRICS countries
Çepni, Oğuzhan; Gül, Selçuk; Hacıhasanoğlu, Yavuz … - In: Research in international business and finance 54 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012581403
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Dynamic relations between oil and stock market returns : a multi-country study
Gomez-Gonzalez, Jose E.; Hirs-Garzon, Jorge; … - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012659680
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Moments-based spillovers across gold and oil markets
Bonato, Matteo; Gupta, Rangan; Lau, Chi Keung; Wang, Shixuan - In: Energy economics 89 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012517023
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Exchange rate pass-through to inflation : the case of Turkey
Koç, Pınar - In: Evoluation of money, banking and financial crisis : …, (pp. 49-63). 2020
Persistent link: https://www.econbiz.de/10012802399
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