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  • Search: subject:"causality in quantiles"
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Year of publication
Subject
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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 Causality analysis 16 Forecasting model 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 Virtuelle Währung 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 7
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Online availability
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Undetermined 66 Free 16 CC license 4
Type of publication
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Article 74 Book / Working Paper 10
Type of publication (narrower categories)
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Article in journal 73 Aufsatz in Zeitschrift 73 Arbeitspapier 9 Graue Literatur 9 Non-commercial literature 9 Working Paper 9 Article 1
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Language
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English 83 Undetermined 1
Author
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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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Institution
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Institute of Economics, Academia Sinica 1
Published in...
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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 1
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Source
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ECONIS (ZBW) 82 EconStor 1 RePEc 1
Showing 61 - 70 of 84
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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