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Search: subject:"causality in quantiles"
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Volatility
38
Volatilität
38
Börsenkurs
32
Share price
32
Estimation
26
Schätzung
26
Welt
26
World
26
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24
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24
Causality-in-quantiles
23
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22
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22
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20
Kapitaleinkommen
20
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18
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18
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16
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16
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16
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16
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15
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15
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15
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15
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13
Nonparametric causality-in-quantiles test
10
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10
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10
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8
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8
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8
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8
Causality-in-quantiles test
7
Commodity derivative
7
Quantile-on-quantile
7
Rohstoffderivat
7
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66
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15
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4
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73
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81
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Gupta, Rangan
26
Balcilar, Mehmet
9
Wohar, Mark E.
9
Bouri, Elie
7
Nel, Jacobus
7
Pierdzioch, Christian
7
Duan, Kun
4
Nielsen, Joshua
4
Ren, Xiaohang
4
Arshian Sharif
3
Bossman, Ahmed
3
Hammoudeh, Shawkat
3
Kyei, Clement Kweku
3
Shahbaz, Muhammad
3
Shahzad, Syed Jawad Hussain
3
Subramaniam, Sowmya
3
Tiwari, Aviral Kumar
3
Abakah, Emmanuel Joel Aikins
2
Abdoh, Hussein
2
Chen, Jinyu
2
Das, Debojyoti
2
Fasanya, Ismail Olaleke
2
Guesmi, Khaled
2
Hau, Liya
2
Ji, Qiang
2
Lee, Chi-Chuan
2
Lee, Chien-Chiang
2
Maghyereh, Aktham I.
2
Majumdar, Anandamayee
2
Mensi, Walid
2
Plakandaras, Vasilios
2
Raza, Syed Ali
2
Shah, Nida
2
Sousa, Ricardo M.
2
Teplova, Tamara V.
2
Yan, Cheng
2
Zhang, Hongwei
2
Zhu, Huiming
2
Adam, Anokye M.
1
Aggarwal, Divya
1
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Institute of Economics, Academia Sinica
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The North American journal of economics and finance : a journal of financial economics studies
13
Finance research letters
9
Department of Economics working paper series
8
Energy economics
7
International review of economics & finance : IREF
4
International review of financial analysis
3
Technological forecasting & social change : an international journal
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
International journal of finance & economics : IJFE
2
Journal of risk
2
Annals of financial economics
1
Asia Pacific financial markets
1
Climate change economics : CCE
1
Computational economics
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Defence and peace economics
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Energy strategy reviews
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Global finance journal
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IEAS Working Paper : academic research
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of emerging markets
1
International journal of trade and global markets
1
Journal of Asian economics
1
Journal of business economics and management
1
Journal of commodity markets
1
Journal of international financial markets, institutions & money
1
Journal of multinational financial management
1
Macroeconomics and finance in emerging market economies
1
Research in economics
1
Research in economics : an international review of economics
1
Review of Economic Analysis : REA
1
Risks : open access journal
1
The European journal of finance
1
The North American journal of economics and finance : a journal of theory and practice
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The quarterly review of economics and finance
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Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
81
RePEc
1
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61
Global financial uncertainties and China's crude oil futures market : evidence from interday and intraday price dynamics
Yang, Kun
;
Wei, Yu
;
Li, Shouwei
;
Liu, Liang
;
Wang, Lei
- In:
Energy economics
96
(
2021
),
pp. 1-17
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012817843
Saved in:
62
Does Chinese investor sentiment predict Asia-pacific stock markets? : evidence from a nonparametric
causality-in-quantiles
test
Li, Xiao
- In:
Finance research letters
38
(
2021
),
pp. 1-13
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012485085
Saved in:
63
Uncertainty and daily predictability of housing returns and volatility of the United States : evidence from a higher-order nonparametric
causality-in-quantiles
test
Bouri, Elie
;
Gupta, Rangan
;
Kyei, Clement Kweku
; …
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 200-206
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013258467
Saved in:
64
Geopolitical risks and the high-frequency movements of the US term structure of interest rates
Gupta, Rangan
;
Majumdar, Anandamayee
;
Nel, Jacobus
; …
- In:
Annals of financial economics
16
(
2021
)
3
,
pp. 1-16
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013185440
Saved in:
65
Investigating the effect of inbound tourism on FDI : the importance of quantile estimations
Arain, Hira
;
Han, Liyan
;
Arshian Sharif
;
Meo, Muhammad Saeed
- In:
Tourism economics : the business and finance of tourism …
26
(
2020
)
4
,
pp. 682-703
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012216483
Saved in:
66
Tail dependence between Bitcoin and financial assets : evidence from a quantile cross-spectral approach
Maghyereh, Aktham I.
;
Abdoh, Hussein
- In:
International review of financial analysis
71
(
2020
),
pp. 1-17
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012436469
Saved in:
67
Historical volatility of advanced equity markets : the role of local and global crises
Goswami, Samrat
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Finance research letters
34
(
2020
),
pp. 1-7
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012436967
Saved in:
68
Monetary policy uncertainty and jumps in advanced equity markets
Bouri, Elie
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 101-112
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012500112
Saved in:
69
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://ebvufind01.dmz1.zbw.eu/10012654789
Saved in:
70
Visiting the effects of oil price shocks on exchange rates : quantile-on-quantile and
causality-in-quantiles
approaches
Jiang, Yonghong
;
Feng, Qidi
;
Mo, Bin
;
Nie, He
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-32
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012654823
Saved in:
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