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Search: subject:"causality in quantiles"
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Volatility
38
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32
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32
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26
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26
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26
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26
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23
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Nonparametric causality-in-quantiles test
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Quantile-on-quantile
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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
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Kyei, Clement Kweku
3
Shahbaz, Muhammad
3
Shahzad, Syed Jawad Hussain
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Subramaniam, Sowmya
3
Tiwari, Aviral Kumar
3
Abakah, Emmanuel Joel Aikins
2
Abdoh, Hussein
2
Chen, Jinyu
2
Das, Debojyoti
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Fasanya, Ismail Olaleke
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Guesmi, Khaled
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Hau, Liya
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Ji, Qiang
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Lee, Chien-Chiang
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Maghyereh, Aktham I.
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Raza, Syed Ali
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Shah, Nida
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Sousa, Ricardo M.
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Teplova, Tamara V.
2
Yan, Cheng
2
Zhang, Hongwei
2
Zhu, Huiming
2
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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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1
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1
International journal of trade and global markets
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1
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Journal of commodity markets
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Journal of multinational financial management
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Macroeconomics and finance in emerging market economies
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Research in economics
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Research in economics : an international review of economics
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The European journal of finance
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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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1
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82
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1
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015359814
Saved in:
2
Modelling the impact of uncertainty on sectoral GHG emissions in Saudi Arabia using the
causality-in-quantiles
and quantile-on-quantile approaches
Raggad, Bechir
;
Ben Salha, Ousama
;
Zrelly, Houyem
; …
- In:
Energy strategy reviews
51
(
2024
),
pp. 1-14
(QAR),
causality-in-quantiles
(CiQ) test, and the Quantile-on-Quantile regression (QQR) as the reference model, while the …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014577854
Saved in:
3
The impact of financial stress and uncertainty on green and conventional bonds and stocks : a nonlinear and nonparametric quantile analysis
Mar'I, Muhammad
;
Seraj, Mehdi
;
Tursoy, Turgut
- In:
Risks : open access journal
12
(
2024
)
8
,
pp. 1-18
includes the quantile-on-quantile and nonparametric
causality-in-quantiles
approaches to examine the relationship between …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015065766
Saved in:
4
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014515694
Saved in:
5
Green bond and green stock in China : the role of economic and climate policy uncertainty
Wang, Yu
;
Cheung, Adrian Wai Kong
;
Yan, Wanlin
;
Wang, Bin
- In:
The North American journal of economics and finance : a …
74
(
2024
),
pp. 1-15
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015133701
Saved in:
6
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014443107
Saved in:
7
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014281697
Saved in:
8
Gold-to-platinum price ratio and the predictability of bubbles in financial markets
Demirer, Rıza
;
Gabauer, David
;
Gupta, Rangan
;
Nielsen, …
-
2023
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014287801
Saved in:
9
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014253453
Saved in:
10
Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country : the case of India
Çepni, Oğuzhan
;
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, …
-
2023
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014253784
Saved in:
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