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Search: subject:"causality in quantiles"
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Volatility
38
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38
Börsenkurs
32
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32
Estimation
26
Schätzung
26
Welt
26
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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
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20
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Nonparametric causality-in-quantiles test
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Causality-in-quantiles test
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Quantile-on-quantile
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66
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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
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Guesmi, Khaled
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Hau, Liya
2
Ji, Qiang
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Lee, Chi-Chuan
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Lee, Chien-Chiang
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Maghyereh, Aktham I.
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2
Plakandaras, Vasilios
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Raza, Syed Ali
2
Shah, Nida
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Sousa, Ricardo M.
2
Teplova, Tamara V.
2
Yan, Cheng
2
Zhang, Hongwei
2
Zhu, Huiming
2
Adam, Anokye M.
1
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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
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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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
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Journal of multinational financial management
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Macroeconomics and finance in emerging market economies
1
Research in economics
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Research in economics : an international review of economics
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Review of Economic Analysis : REA
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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
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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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71
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012203261
Saved in:
72
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric
causality-in-quantiles
test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012117890
Saved in:
73
Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?
Das, Debojyoti
;
Kannadhasan, M.
;
Bhattacharyya, Malay
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 1-19
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012120169
Saved in:
74
Financial contagion and flight to quality between emerging markets and U.S. bond market
Soylu, Pınar Kaya
;
Güloğlu, Bülent
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-33
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012201344
Saved in:
75
Distribution specific dependence and causality between industry-level U.S. credit and stock markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Journal of international financial markets, …
52
(
2018
),
pp. 114-133
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011986230
Saved in:
76
Terror attacks and stock-market fluctuations : evidence based on a nonparametric
causality-in-quantiles
test for the G7 countries
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 333-346
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012244323
Saved in:
77
On the relationship of gold, crude oil, stocks with financial stress : a
causality-in-quantiles
approach
Das, Debojyoti
;
Kumar, Surya Bhushan
;
Tiwari, Aviral Kumar
- In:
Finance research letters
27
(
2018
),
pp. 169-174
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012006847
Saved in:
78
Asymmetric impacts of public and private investments on the non-oil GDP of Saudi Arabia
Mensi, Walid
;
Shahzad, Syed Jawad Hussain
;
Hammoudeh, …
- In:
International economics : a journal published by CEPII …
156
(
2018
),
pp. 15-30
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012027233
Saved in:
79
The role of economic and financial uncertainties in predicting commodity futures returns and volatility : evidence from a nonparametric
causality-in-quantiles
test
Bahloul, Walid
;
Balcilar, Mehmet
;
Cuñado Eizaguirre, Juncal
- In:
Journal of multinational financial management
45
(
2018
),
pp. 52-71
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012055774
Saved in:
80
Do terror attacks affect the dollar-pound exchange rate? : a nonparametric
causality-in-quantiles
analysis
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 44-56
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011878932
Saved in:
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