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Search: subject:"nonparametric causality-in-quantiles"
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Volatility
25
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25
Capital income
20
Kapitaleinkommen
20
Börsenkurs
19
Share price
19
Forecasting model
15
Nichtparametrisches Verfahren
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Nonparametric statistics
15
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15
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13
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13
Aktienmarkt
12
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12
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11
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Nonparametric causality-in-quantiles test
10
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9
United States
9
Welt
9
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9
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7
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7
Bubbles
5
Climate change
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Higher-order nonparametric causality-in-quantiles test
5
Immobilienpreis
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Klimawandel
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Nonparametric Causality-in-Quantiles Test
5
Real estate price
5
Spekulationsblase
5
Theorie
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China
4
Multi-Scale Positive and Negative Bubbles
4
Nonparametric causality-in-quantiles
4
Anlageverhalten
3
Behavioural finance
3
Capital market returns
3
Causality analysis
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Undetermined
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24
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English
35
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Gupta, Rangan
23
Balcilar, Mehmet
7
Bouri, Elie
7
Pierdzioch, Christian
7
Wohar, Mark E.
7
Nel, Jacobus
6
Nielsen, Joshua
4
Cepni, Oguzhan
2
Demirer, Rıza
2
Kyei, Clement Kweku
2
Liu, Ruipeng
2
Polat, Onur
2
Zhang, Hongwei
2
Bahloul, Walid
1
Birindelli, Giuliana
1
Brahim, Mariem
1
Caporin, Massimiliano
1
Chang, Tsangyao
1
Chen, Jinyu
1
Cheung, Adrian Wai Kong
1
Chiappini, Helen
1
Cuñado Eizaguirre, Juncal
1
Foglia, Matteo
1
Gabauer, David
1
Guesmi, Khaled
1
Hammoudeh, Shawkat
1
Huang, Jianbai
1
Hui, Su
1
Jalal, Raja Nabeel-Ud-Din
1
Ji, Qiang
1
Lei, Xiaojie
1
Li, Shouwei
1
Li, Xiao
1
Li, Yingli
1
Liu, Liang
1
Majumdar, Anandamayee
1
Mar'I, Muhammad
1
Marfatia, Hardik A.
1
Mensi, Walid
1
Moodley, Damien
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Department of Economics working paper series
11
International review of economics & finance : IREF
3
The North American journal of economics and finance : a journal of financial economics studies
3
Energy economics
2
Finance research letters
2
The North American journal of economics and finance : a journal of theory and practice
2
Climate change economics : CCE
1
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1
Defence and peace economics
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Economics letters
1
International journal of emerging markets
1
Journal of international financial markets, institutions & money
1
Journal of multinational financial management
1
Mineral economics : raw materials report
1
Risks : open access journal
1
The European journal of finance
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 : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
35
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1
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
- In:
The North American journal of economics and finance : a …
75
(
2025
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10015359814
Saved in:
2
Climate risks and predictability of the conditional distributions of rare earth stock returns and volatility
Polat, Onur
;
Gupta, Rangan
;
Bouri, Elie
;
Brahim, Mariem
-
2025
Persistent link: https://www.econbiz.de/10015398290
Saved in:
3
Implied skewness of the treasury yield : a new predictor for stock market bubbles
Polat, Onur
;
Gupta, Rangan
;
Demirer, Rıza
;
Bouri, Elie
-
2025
Persistent link: https://www.econbiz.de/10015467592
Saved in:
4
Supply constraints and conditional distribution predictability of inflation and its volatility : a non-parametric mixed-frequency causality-in-quantiles approach
Caporin, Massimiliano
;
Gupta, Rangan
;
Subramaniam, Sowmya
; …
-
2025
Persistent link: https://www.econbiz.de/10015440868
Saved in:
5
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://www.econbiz.de/10014515694
Saved in:
6
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://www.econbiz.de/10015065766
Saved in:
7
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://www.econbiz.de/10015133701
Saved in:
8
Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility
Bouri, Elie
;
Cepni, Oguzhan
;
Gupta, Rangan
;
Liu, Ruipeng
-
2024
Persistent link: https://www.econbiz.de/10015066784
Saved in:
9
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://www.econbiz.de/10014253784
Saved in:
10
Gold-to-platinum price ratio and the predictability of bubbles in financial markets
Demirer, Rıza
;
Gabauer, David
;
Gupta, Rangan
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014287801
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