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Search: subject:"causality in quantiles"
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Volatility
39
Volatilität
39
Börsenkurs
33
Share price
33
Welt
27
World
27
Estimation
26
Schätzung
26
Risiko
25
Risk
25
Causality-in-quantiles
23
Aktienmarkt
22
Stock market
22
Capital income
21
Kapitaleinkommen
21
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
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16
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16
Kausalanalyse
16
Oil price
16
Prognoseverfahren
16
Ölpreis
16
USA
15
United States
15
China
13
Nonparametric causality-in-quantiles test
10
Theorie
10
Theory
10
Virtual currency
10
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10
Greenhouse gas emissions
8
Oil market
8
Treibhausgas-Emissionen
8
Ölmarkt
8
ARCH model
7
ARCH-Modell
7
Causality-in-quantiles test
7
Climate change
7
Commodity derivative
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Undetermined
66
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16
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4
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Article
74
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73
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Gupta, Rangan
27
Balcilar, Mehmet
9
Wohar, Mark E.
9
Bouri, Elie
8
Nel, Jacobus
7
Pierdzioch, Christian
7
Bossman, Ahmed
4
Duan, Kun
4
Nielsen, Joshua
4
Ren, Xiaohang
4
Arshian Sharif
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
Adam, Anokye M.
2
Agyei, Samuel Kwaku
2
Asafo-Adjei, Emmanuel
2
Chen, Jinyu
2
Das, Debojyoti
2
Fasanya, Ismail Olaleke
2
Gherghina, Ştefan Cristian
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
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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
Department of Economics working paper series
9
Finance research letters
9
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
1
Defence and peace economics
1
Energy strategy reviews
1
Global finance journal
1
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 (JBEM)
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
1
Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
82
EconStor
1
RePEc
1
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61
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:
62
The marginal impacts of energy prices on carbon price variations : evidence from a quantile-on-quantile approach
Duan, Kun
;
Ren, Xiaohang
;
Shi, Yukun
;
Mishra, Tapas
; …
- In:
Energy economics
95
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012816852
Saved in:
63
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://www.econbiz.de/10012817843
Saved in:
64
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://www.econbiz.de/10012485085
Saved in:
65
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://www.econbiz.de/10013258467
Saved in:
66
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://www.econbiz.de/10013185440
Saved in:
67
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://www.econbiz.de/10012216483
Saved in:
68
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://www.econbiz.de/10012436469
Saved in:
69
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://www.econbiz.de/10012436967
Saved in:
70
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://www.econbiz.de/10012500112
Saved in:
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