31
H index
99
i10 index
4217
Citations
University of New Haven (90% share) | 31 H index 99 i10 index 4217 Citations RESEARCH PRODUCTION: 200 Articles 205 Papers 1 Chapters RESEARCH ACTIVITY: 20 years (2003 - 2023). See details. EXPERT IN: Bayesian Analysis: General MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pba722 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Mehmet Balcilar. | Is cited by: | Cites to: |
Year | Title of citing document | |
---|---|---|
2023 | Longitudinal Effects of Sectoral Concentration on the Brazilian Insurance Market Performance. (2023). Furutani, Renata Sayuri ; Frana, Joo Vinicius. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:27:y:2023:i:1:1545. Full description at Econpapers || Download paper | |
2023 | What Drives Credit Spreads of Oil Companies? Evidence from the Upstream, Integrated and Downstream Industries. (2023). Ha, Quan Tran ; Yihong, Simon Cottrell. In: The Energy Journal. RePEc:aen:journl:ej44-5-delpachitra. Full description at Econpapers || Download paper | |
2023 | Oil price shocks and energy transition in Africa. (2023). Nchofoung, Tii. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/064. Full description at Econpapers || Download paper | |
2023 | The effects of geopolitical risks on tourism revenues of the Middle East and Asian countries. (2023). Kovacs, Peter ; Gocer, Ismet. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(634):y:2023:i:1(634):p:77-90. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2024 | Time-varying parameters error correction model for real ruble exchange rate and oil prices: What has changed due to capital control and sanctions?. (2024). Fokin, Nikita ; Polbin, Andrey V ; Malikova, Ekaterina V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:10:y:2024:i:1:p:20-33. Full description at Econpapers || Download paper | |
2023 | Cryptocurrencies Are Becoming Part of the World Global Financial Market. (2023). Zd, Stanislaw Dro ; Kwapie, Jaroslaw ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2303.00495. Full description at Econpapers || Download paper | |
2023 | Forecasting the movements of Bitcoin prices: an application of machine learning algorithms. (2023). Ongan, Ayse ; Pabuccu, Hakan. In: Papers. RePEc:arx:papers:2303.04642. Full description at Econpapers || Download paper | |
2023 | Modelling Determinants of Cryptocurrency Prices: A Bayesian Network Approach. (2023). Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef ; Amirzadeh, Rasoul. In: Papers. RePEc:arx:papers:2303.16148. Full description at Econpapers || Download paper | |
2023 | A network-based strategy of price correlations for optimal cryptocurrency portfolios. (2023). Correa, Luis Enrique ; Jing, Ruixue. In: Papers. RePEc:arx:papers:2304.02362. Full description at Econpapers || Download paper | |
2023 | Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran. In: Papers. RePEc:arx:papers:2305.17474. Full description at Econpapers || Download paper | |
2023 | Examining the Effect of Monetary Policy and Monetary Policy Uncertainty on Cryptocurrencies Market. (2023). Mahmoudi, Mohammadreza. In: Papers. RePEc:arx:papers:2311.10739. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Price inflation and exchange rate pass?through in Tunisia. (2021). Gritli, Mohamed Ilyes. In: African Development Review. RePEc:bla:afrdev:v:33:y:2021:i:4:p:715-728. Full description at Econpapers || Download paper | |
2023 | Drivers to mitigate climate change in context of manufacturing industry: An emerging economy study. (2023). Sassanelli, Claudio ; Dwivedi, Ashish ; D'Adamo, Idiano ; Moktadir, Md Abdul ; Agrawal, Dindayal. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:7:p:4467-4484. Full description at Econpapers || Download paper | |
2023 | How fiscal policy affects housing market dynamics: Evidence from Spain. (2023). Kucel, Aleksander ; Raya, Josep Maria. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:2:p:323-347. Full description at Econpapers || Download paper | |
2023 | Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205. Full description at Econpapers || Download paper | |
2024 | AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614. Full description at Econpapers || Download paper | |
2023 | The Asymmetric Impact of Economic Policy and Oil Price Uncertainty on Inflation: Evidence from Developed and Emerging Economies. (2023). Anderl, Christina ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10276. Full description at Econpapers || Download paper | |
2023 | Cybercrime on the Ethereum Blockchain. (2023). Yuan, YE ; Nam, Rachel J ; Momtaz, Paul P ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10598. Full description at Econpapers || Download paper | |
2023 | Volatility Connectedness on the Central European Forex Markets. (2023). Kočenda, Evžen ; Albrecht, Peter ; Kocenda, Even ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10728. Full description at Econpapers || Download paper | |
2023 | Beyond Borders: Assessing the Influence of Geopolitical Tensions on Sovereign Risk Dynamics. (2023). Afonso, Antonio ; Alves, Jose ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10801. Full description at Econpapers || Download paper | |
2024 | The Pressure Is On: How Geopolitical Tensions Impact Institutional Fiscal and External Stability Responses. (2024). Afonso, Antonio ; Alves, Jose ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11067. Full description at Econpapers || Download paper | |
2024 | How Do Oil Prices Affect the GDP and Its Components? New Evidence from a Time-Varying Threshold Model. (2024). Nouira, Ridha ; ben Salem, Leila ; Rault, Christophe ; Saafi, Sami. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11107. Full description at Econpapers || Download paper | |
2023 | Examining structural stability and time-varying causality between economic policy uncertainty and Asia-Pacific Islamic stock price. (2023). Raifu, Isiaka Akande. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00609. Full description at Econpapers || Download paper | |
2023 | The stance of U.S. monetary policy and the realized variance of gold-price returns. (2023). von Campe, Roland ; Rohloff, Sebastian ; Pierdzioch, Christian. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00723. Full description at Econpapers || Download paper | |
2023 | Revisiting the financial development and economic growth nexus: Evidence from south Korea. (2023). Emirmahmutoglu, Furkan ; Topcu, Mert ; Denaux, Zulal. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00800. Full description at Econpapers || Download paper | |
2023 | Forecasting housing investment. (2023). Gieseck, Arne ; de Bondt, Gabe ; Martinez, Carlos Caizares. In: Working Paper Series. RePEc:ecb:ecbwps:20232807. Full description at Econpapers || Download paper | |
2023 | Revisiting the Causality between Oil Prices and Stock Markets in Selected MENA Countries: A Bootstrap Rolling-window Approach. (2023). ben Hamouda, Abderrazek. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-05-13. Full description at Econpapers || Download paper | |
2023 | An Empirical Investigation of Bitcoin Hedging Capabilities against Inflation using VECM: The Case of United States, Eurozone, Philippines, Ukraine, Canada, India, and Nigeria. (2023). Gbolahan, Kolawole Ibrahim. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-06-11. Full description at Econpapers || Download paper | |
2023 | Return and Volatility Spillovers of Asian Pacific Stock Markets’ Energy Indices. (2023). Shabi, P S ; Srinivasan, S ; Hariharan, C ; Babu, Manivannan ; Kathiravan, Chinnadurai ; Anandhabalaji, Veeramani ; Rajendran, Brintha ; Sathya, J ; Indhumathi, G ; Jayapal, Gayathri. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-9. Full description at Econpapers || Download paper | |
2023 | Assessing the Asymmetric Effect of Local Realized Exchange Rate Volatility and Implied Volatilities in Energy Market on Exchange Rate Returns in BRICS. (2023). Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-25. Full description at Econpapers || Download paper | |
2023 | Exploring the Time-varying Connectedness and Contagion Effects among Exchange Rates of BRICS, Energy Commodities, and Volatilities. (2023). Boateng, Ebenezer ; Asafo-Adjei, Emmanuel ; Idun, Anthony Adu-Asare ; Adam, Anokye M ; Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-30. Full description at Econpapers || Download paper | |
2023 | Harnessing the Power of Globalization: A Study of the Association between Globalization, Transportation Energy, and Insurance and Financial Services in Europe and Central Asia. (2023). Lutfiansyach, Dadang Yunus ; Ur, Haroon ; Zaman, Khalid ; Khan, Shiraz ; Imran, Muhammad ; Sriyanto, Sriyanto ; Jabor, Mohd Khata ; Pathath, Abdul Wahab ; Parmono, Parmono. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-51. Full description at Econpapers || Download paper | |
2023 | Wavelet Coherence and Continuous Wavelet Transform - Implementation and Application to the Relationship between Exchange Rate and Oil Price for Importing and Exporting Countries. (2023). Aladwani, Jassim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-54. Full description at Econpapers || Download paper | |
2023 | Precious Metals and Oil Price Dynamics. (2023). Ali, Idiris Sid ; Mohamed, Abdulrazak Nur. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-14. Full description at Econpapers || Download paper | |
2023 | The Environmental Kuznets Curve Hypothesis in the United States: A Review. (2023). Houaneb, Amira ; Mahmood, Haider. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-42. Full description at Econpapers || Download paper | |
2023 | Oil Shocks, Monetary Policy, and Stock Returns: A Case of Oil-based Economy. (2023). , Abdullah. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-7. Full description at Econpapers || Download paper | |
2023 | Forecasting carbon prices based on real-time decomposition and causal temporal convolutional networks. (2023). Chen, Min ; Wang, Chaoqun ; Li, Yijun ; Wu, QI. In: Applied Energy. RePEc:eee:appene:v:331:y:2023:i:c:s0306261922017093. Full description at Econpapers || Download paper | |
2024 | Leveraging machine learning to forecast carbon returns: Factors from energy markets. (2024). Guo, Lingling ; Dai, Yifan ; Xu, Yingying ; Chen, Jingjing. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018792. Full description at Econpapers || Download paper | |
2023 | Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries. (2023). Bouri, Elie ; Nielsen, Joshua ; Gupta, Rangan ; van Eyden, Renee. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000187. Full description at Econpapers || Download paper | |
2023 | Predictability of crypto returns: The impact of trading behavior. (2023). Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000266. Full description at Econpapers || Download paper | |
2023 | Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis. (2023). Vo, Xuan Vinh ; Kang, Sang Hoon ; Ko, Hee-Un ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:558-580. Full description at Econpapers || Download paper | |
2023 | Does technology innovation help to achieve carbon neutrality?. (2023). Umar, Muhammad ; Stefea, Petru ; Liu, Fangying ; Su, Chi Wei. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1-14. Full description at Econpapers || Download paper | |
2023 | Tourism-led economic growth across the business cycle: Evidence from Europe (1995–2021). (2023). Perez-Montiel, Jose ; Ozcelebi, Oguzhan ; Portella-Carbo, Ferran. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1241-1253. Full description at Econpapers || Download paper | |
2023 | Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development. (2023). GUPTA, RANGAN ; Caraiani, Petre ; Nielsen, Joshua ; Nel, Jacobus. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:133-155. Full description at Econpapers || Download paper | |
2023 | The politics of climate: Does factionalism impede U.S. carbon neutrality?. (2023). Mirza, Nawazish ; Zhao, Zhengtang ; Su, Yun Hsuan ; Qin, Meng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:954-966. Full description at Econpapers || Download paper | |
2023 | Financial inclusion and economic uncertainty in developing countries: The role of digitalisation. (2023). Law, Siong Hook ; Trinugroho, Irwan ; Mohamad, M S ; Rahim, Abd. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:786-806. Full description at Econpapers || Download paper | |
2023 | The increased interest in Bitcoin and the immediate and long-term impact of Bitcoin volatility on global stock markets. (2023). Bazan-Palomino, Walter. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:1080-1095. Full description at Econpapers || Download paper | |
2023 | Renewable energy consumption and the rising effect of climate policy uncertainty: Fresh policy analysis from China. (2023). Kalra, Akash ; Nasnodkar, Siddhesh Prabhu ; Elsherazy, Tarek Abbas ; Bagadeem, Salim ; Huo, Dongxia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:1459-1474. Full description at Econpapers || Download paper | |
2023 | How to improve global environmental governance? Lessons learned from climate risk and climate policy uncertainty. (2023). Lobon, Oana-Ramona ; Qin, Meng ; Long, Chi ; Song, Yuru ; Sun, Yanpeng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:1666-1676. Full description at Econpapers || Download paper | |
2023 | Asymmetries in multi-target monetary policy rule and the role of uncertainty: Evidence from China. (2023). Tian, Hao ; Zuo, Yulan ; Long, Shaobo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:278-296. Full description at Econpapers || Download paper | |
2023 | The instability of U.S. economic policy: A hindrance or a stimulus to green financing?. (2023). Umar, Muhammad ; Tao, Ran ; Su, Chi Wei ; Liu, Fangying. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:33-46. Full description at Econpapers || Download paper | |
2023 | Does technological innovation bring better air quality?. (2023). Vatavu, Sorana ; Pirtea, Marilen Gabriel ; Ding, Longfei ; Zhao, Qian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:978-990. Full description at Econpapers || Download paper | |
2024 | Do farmers always choose agricultural insurance against climate change risks?. (2024). Li, Jia-Yi ; Wang, Yi-Fei ; Tao, Ran ; Sun, Ji-Le. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:617-628. Full description at Econpapers || Download paper | |
2024 | Inflation and wealth inequality. (2024). Kim, Dong-Hyeon ; Lin, Shu-Chin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:893-907. Full description at Econpapers || Download paper | |
2023 | Time-varying impacts of monetary policy uncertainty on Chinas housing market. (2023). Yang, Haisheng ; Li, Jie ; Lu, Yunzhi. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003182. Full description at Econpapers || Download paper | |
2023 | Global uncertainty shocks and exchange-rate expectations in Latin America. (2023). Romero, José ; Ojeda-Joya, Jair. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004229. Full description at Econpapers || Download paper | |
2023 | Inflation and income inequality in a Schumpeterian economy with heterogeneous wealth and skills. (2023). Huang, Chien-Yu ; Wan, XI ; Zheng, Zhijie. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000056. Full description at Econpapers || Download paper | |
2023 | Trend-based forecast of cryptocurrency returns. (2023). Tao, Yubo ; Tan, Xilong. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001359. Full description at Econpapers || Download paper | |
2023 | The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219. Full description at Econpapers || Download paper | |
2023 | Flexible inflation targeting and stock market volatility: Evidence from emerging market economies. (2023). Boughrara, Adel ; Dridi, Ichrak. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002328. Full description at Econpapers || Download paper | |
2023 | A nonparametric panel data model for examining the contribution of tourism to economic growth. (2023). Zhang, Xibin ; Dogan, Ergun. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323002997. Full description at Econpapers || Download paper | |
2024 | A DSGE model of energy efficiency with vintage capital in Chinese industry. (2024). Jefferson, Gary ; Tang, LE. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000208. Full description at Econpapers || Download paper | |
2023 | Dynamic and asymmetric effects between carbon emission trading, financial uncertainties, and Chinese industry stocks: Evidence from quantile-on-quantile and causality-in-quantiles analysis. (2023). Liu, Jiatong ; Qiao, Xingzhi ; Mao, Weifang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000062. Full description at Econpapers || Download paper | |
2023 | The risk spillover between China’s economic policy uncertainty and commodity markets: Evidence from frequency spillover and quantile connectedness approaches. (2023). Mo, Bin ; Ao, Zhiming ; Jiang, Yonghong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000281. Full description at Econpapers || Download paper | |
2023 | Spillover and connectedness among G7 real estate investment trusts: The effects of investor sentiment and global factors. (2023). Kang, Sang Hoon ; Teplova, Tamara ; Gubareva, Mariya ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000426. Full description at Econpapers || Download paper | |
2023 | Interactions between investors’ fear and greed sentiment and Bitcoin prices. (2023). Schweizer, Denis ; Sahut, Jean-Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000475. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|---|---|---|
2018 | IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 1 |
2017 | Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2019 | The Impact of Energy Market Uncertainty Shocks on Energy Transition in Europe In: The Energy Journal. [Full Text][Citation analysis] | article | 10 |
2017 | The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis In: African Development Review. [Full Text][Citation analysis] | article | 29 |
2014 | The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2014 | The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis.(2014) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2019 | Revisiting the Exchange Rate Pass‐Through to Inflation in Africa’s Two Largest Economies: Nigeria and South Africa In: African Development Review. [Full Text][Citation analysis] | article | 5 |
2013 | INTERNATIONAL LABOUR FORCE PARTICIPATION RATES BY GENDER: UNIT ROOT OR STRUCTURAL BREAKS? In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 9 |
2011 | International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2011 | International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?.(2011) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2011 | International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?.(2011) In: Koç University-TUSIAD Economic Research Forum Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2011 | International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?.(2011) In: ERC Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2018 | PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY€ IN€ QUANTILES TEST In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 24 |
2013 | Asymmetric and Time-Varying Causality between Inflation and Inflation Uncertainty in G-7 Countries In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 15 |
2022 | Adversities in Syria and their relation to their physical and mental health conditions as Syrian refugees in Turkey In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 1 |
2021 | Testing the asymmetric effects of exchange rate pass‐through in BRICS countries: Does the state of the economy matter? In: The World Economy. [Full Text][Citation analysis] | article | 7 |
2014 | The Effect of Global Shocks and Volatility on Herd Behavior in Borsa Istanbul In: BIFEC Book of Abstracts & Proceedings. [Full Text][Citation analysis] | article | 0 |
In: . [Full Text][Citation analysis] | article | 1 | |
2011 | On the nonlinear causality between inflation and inflation uncertainty in the G3 countries : In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 10 |
2011 | On the Nonlinear Causality Between Inflation and Inflation Uncertainty in the G3 Countries.(2011) In: Journal of Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
2015 | Causality between US economic policy and equity market uncertainties: Evidence from linear and nonlinear tests In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 30 |
2013 | Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests.(2013) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2015 | Causality Between Us Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests.(2015) In: Journal of Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
2017 | The growth-inflation nexus for the U.S. from 1801 to 2013: A semiparametric approach In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 1 |
2017 | The Growth-Inflation Nexus for the U.S. from 1801 to 2013: A Semiparametric Approach.(2017) In: Journal of Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2016 | A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2016 | Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model In: School of Economics Macroeconomic Discussion Paper Series. [Full Text][Citation analysis] | paper | 4 |
2016 | Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model.(2016) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2017 | Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model.(2017) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2015 | Herding behavior in real estate markets: Novel evidence from a Markov-switching model In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 27 |
2021 | Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets In: Economic Modelling. [Full Text][Citation analysis] | article | 12 |
2011 | Time-varying linkages between tourism receipts and economic growth in a small open economy In: Economic Modelling. [Full Text][Citation analysis] | article | 86 |
2011 | Time-varying linkages between tourism receipts and economic growth in a small open economy.(2011) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 86 | article | |
2011 | An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa In: Economic Modelling. [Full Text][Citation analysis] | article | 16 |
2010 | An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa.(2010) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2013 | Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? Evidence from a Markov-switching vector autoregressive model In: Economic Modelling. [Full Text][Citation analysis] | article | 19 |
2015 | Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model In: Economic Modelling. [Full Text][Citation analysis] | article | 13 |
2017 | Testing the dependency theory on small island economies: The case of Cyprus In: Economic Modelling. [Full Text][Citation analysis] | article | 8 |
2017 | Can volume predict Bitcoin returns and volatility? A quantiles-based approach In: Economic Modelling. [Full Text][Citation analysis] | article | 311 |
2017 | Can volume predict Bitcoin returns and volatility? A quantiles-based approach.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 311 | paper | |
2014 | What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 48 |
2015 | Temporal causality between house prices and output in the US: A bootstrap rolling-window approach In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 78 |
2013 | Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach.(2013) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 78 | paper | |
2013 | Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-Window Approach.(2013) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | paper | |
2017 | Do precious metal prices help in forecasting South African inflation? In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 4 |
2015 | Do Precious Metal Prices Help in Forecasting South African Inflation?.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2015 | Do Precious Metal Prices Help in Forecasting South African Inflation?.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2015 | Do Precious Metal Prices Help in Forecasting South African Inflation?.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2020 | Oil price uncertainty and movements in the US government bond risk premia In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 22 |
2019 | Oil Price Uncertainty and Movements in the US Government Bond Risk Premia.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2020 | Spillover effects in oil-related CDS markets during and after the sub-prime crisis In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 9 |
2022 | Evolving United States stock market volatility: The role of conventional and unconventional monetary policies In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 6 |
2021 | Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2022 | The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
2014 | EuroConference 2013 Symposium: International Conference on Business, Economics and Finance In: Economic Systems. [Full Text][Citation analysis] | article | 0 |
2018 | Geopolitical risks and stock market dynamics of the BRICS In: Economic Systems. [Full Text][Citation analysis] | article | 126 |
2016 | Geopolitical Risks and Stock Market Dynamics of the BRICS.(2016) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 126 | paper | |
2018 | The synergistic effect of insurance and banking sector activities on economic growth in Africa In: Economic Systems. [Full Text][Citation analysis] | article | 13 |
2018 | The Synergistic Effect of Insurance and Banking Sector Activities on Economic Growth in Africa.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2015 | Regional and global spillovers and diversification opportunities in the GCC equity sectors In: Emerging Markets Review. [Full Text][Citation analysis] | article | 17 |
2015 | Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model In: Emerging Markets Review. [Full Text][Citation analysis] | article | 20 |
2014 | Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model.(2014) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2010 | Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window In: Energy Economics. [Full Text][Citation analysis] | article | 230 |
2013 | The causal nexus between oil prices and equity market in the U.S.: A regime switching model In: Energy Economics. [Full Text][Citation analysis] | article | 36 |
2015 | Regime switching model of US crude oil and stock market prices: 1859 to 2013 In: Energy Economics. [Full Text][Citation analysis] | article | 102 |
2014 | Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013.(2014) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 102 | paper | |
2014 | Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013.(2014) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 102 | paper | |
2016 | Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk In: Energy Economics. [Full Text][Citation analysis] | article | 99 |
2014 | Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 99 | paper | |
2017 | Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data In: Energy Economics. [Full Text][Citation analysis] | article | 39 |
2015 | Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
2017 | Does speculation in the oil market drive investor herding in emerging stock markets? In: Energy Economics. [Full Text][Citation analysis] | article | 31 |
2018 | On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach In: Energy Economics. [Full Text][Citation analysis] | article | 16 |
2021 | Moving out of the linear rut: A period-specific and regime-dependent exchange rate and oil price pass-through in the BRICS countries In: Energy Economics. [Full Text][Citation analysis] | article | 6 |
2019 | Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets In: Energy Policy. [Full Text][Citation analysis] | article | 39 |
2019 | Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
2021 | Exchange rate and oil price pass-through in the BRICS countries: Evidence from the spillover index and rolling-sample analysis In: Energy. [Full Text][Citation analysis] | article | 9 |
2021 | Are long-run income and price elasticities of oil demand time-varying? New evidence from BRICS countries In: Energy. [Full Text][Citation analysis] | article | 1 |
2017 | Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test In: Finance Research Letters. [Full Text][Citation analysis] | article | 10 |
2021 | Time-varying impact of pandemics on global output growth In: Finance Research Letters. [Full Text][Citation analysis] | article | 7 |
2020 | Time-Varying Impact of Pandemics on Global Output Growth.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2013 | Investor herds and regime-switching: Evidence from Gulf Arab stock markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 75 |
2016 | Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 25 |
2014 | Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2014 | Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2014 | Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach.(2014) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2018 | Distribution specific dependence and causality between industry-level U.S. credit and stock markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 9 |
2023 | Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis1 In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 15 |
2018 | Firm-level political risk and asymmetric volatility In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] | article | 11 |
2018 | Firm-Level Political Risk and Asymmetric Volatility.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2019 | Spillover of mortgage default risks in the United States: Evidence from metropolitan statistical areas and states In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] | article | 1 |
2018 | Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2014 | Housing and the business cycle in South Africa In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 23 |
2014 | Housing and the Business Cycle in South Africa.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2013 | Housing and the Business Cycle in South Africa.(2013) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2017 | The impact of US policy uncertainty on the monetary effectiveness in the Euro area In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 18 |
2015 | Persistence of precious metal prices: A fractional integration approach with structural breaks In: Resources Policy. [Full Text][Citation analysis] | article | 35 |
2015 | Persistence of precious metal prices: a fractional integration approach with structural breaks.(2015) In: NCID Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
2014 | Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks.(2014) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
2016 | Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test In: Resources Policy. [Full Text][Citation analysis] | article | 145 |
2015 | Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 145 | paper | |
2017 | The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach In: Resources Policy. [Full Text][Citation analysis] | article | 49 |
2017 | Does oil predict gold? A nonparametric causality-in-quantiles approach In: Resources Policy. [Full Text][Citation analysis] | article | 37 |
2017 | Does Oil Predict Gold? A Nonparametric Causality-in-Quantiles Approach.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
2017 | Can economic policy uncertainty and investors sentiment predict commodities returns and volatility? In: Resources Policy. [Full Text][Citation analysis] | article | 74 |
2019 | A wavelet analysis of the relationship between oil and natural gas prices In: Resources Policy. [Full Text][Citation analysis] | article | 29 |
2018 | A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2019 | The nexus between the oil price and its volatility risk in a stochastic volatility in the mean model with time-varying parameters In: Resources Policy. [Full Text][Citation analysis] | article | 9 |
2021 | Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach In: Resources Policy. [Full Text][Citation analysis] | article | 100 |
2022 | Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions In: Resources Policy. [Full Text][Citation analysis] | article | 5 |
2022 | Rare Disaster Risks and Gold over 700 Years: Evidence from Nonparametric Quantile Regressions.(2022) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2023 | Operational behaviours of multinational corporations, renewable energy transition, and environmental sustainability in Africa: Does the level of natural resource rents matter? In: Resources Policy. [Full Text][Citation analysis] | article | 15 |
2023 | On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal In: Resources Policy. [Full Text][Citation analysis] | article | 1 |
2022 | On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal.(2022) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2018 | The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 60 |
2017 | The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 60 | paper | |
2015 | Global risk exposures and industry diversification with Shariah-compliant equity sectors In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 26 |
2014 | Are there really bubbles in oil prices? In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 18 |
2016 | LPPLS bubble indicators over two centuries of the S&P 500 index In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 23 |
2016 | LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index.(2016) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2019 | The volatility effect on precious metals price returns in a stochastic volatility in mean model with time-varying parameters In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 10 |
2019 | The impact of oil prices on the stock returns in Turkey: A TVP-VAR approach In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 5 |
2022 | Effects of COVID-19 on cryptocurrency and emerging market connectedness: Empirical evidence from quantile, frequency, and lasso networks In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 10 |
2015 | Forecasting aggregate retail sales: The case of South Africa In: International Journal of Production Economics. [Full Text][Citation analysis] | article | 15 |
2014 | Forecasting Aggregate Retail Sales: The Case of South Africa.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2013 | Forecasting Aggregate Retail Sales: The Case of South Africa.(2013) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2018 | Comparing the forecasting ability of financial conditions indices: The case of South Africa In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 5 |
2015 | Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2015 | Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2019 | The migration of fear: An analysis of migration choices of Syrian refugees In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 10 |
2018 | The Migration of Fear: An Analysis of Migration Choices of Syrian Refugees.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2020 | Fed’s unconventional monetary policy and risk spillover in the US financial markets In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
2019 | Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2021 | Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 8 |
2018 | The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method In: Renewable Energy. [Full Text][Citation analysis] | article | 23 |
2018 | The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2015 | The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 55 |
2015 | The time-varying causality between spot and futures crude oil prices: A regime switching approach In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 22 |
2015 | A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 52 |
2017 | Financial integration in small Islands: The case of Cyprus In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
2017 | Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 3 |
2019 | The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 35 |
2021 | Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
2020 | Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2021 | Housing sector and economic policy uncertainty: A GMM panel VAR approach In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 7 |
2016 | Periodically collapsing bubbles in the South African stock market In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 20 |
2016 | Periodically Collapsing Bubbles in the South African Stock Market.(2016) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2017 | Does country risks predict stock returns and volatility? Evidence from a nonparametric approach In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 11 |
2016 | Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach.(2016) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2020 | Examining the Effect of Globalization on Insurance Activities in Large Emerging Market Economies In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 6 |
2020 | Insurance and economic policy uncertainty In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 15 |
2020 | The effect of global and regional stock market shocks on safe haven assets In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 13 |
2021 | Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 4 |
2020 | Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2023 | Environmental sustainability in the OECD: The power of digitalization, green innovation, renewable energy and financial development In: Telecommunications Policy. [Full Text][Citation analysis] | article | 13 |
2014 | Turkiye’nin Ihracat Performansi: Ihracat Hacminin Temel Belirleyicilerinin Incelenmesi (1995-2012) In: Ege Academic Review. [Full Text][Citation analysis] | article | 1 |
2017 | Terorizmin Turkiye Finansal Piyasalari Uzerine Etkisi: Ampirik Bir Calisma In: Ege Academic Review. [Full Text][Citation analysis] | article | 0 |
In: . [Full Text][Citation analysis] | article | 0 | |
In: . [Full Text][Citation analysis] | article | 0 | |
2017 | South Africa’s economic response to monetary policy uncertainty In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 6 |
2015 | The South African Economic Response to Monetary Policy Uncertainty.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2016 | The dynamic response of the rand real exchange rate to fundamental shocks In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
In: . [Full Text][Citation analysis] | article | 2 | |
2010 | Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2011 | Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2010 | Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes.(2010) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2013 | Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes.(2013) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2010 | Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes.(2010) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2015 | THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD In: Working Papers. [Full Text][Citation analysis] | paper | 136 |
2015 | The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 136 | paper | |
2017 | The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method.(2017) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 136 | article | |
2015 | Identifying Periods of US Housing Market Explosivity In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | Identifying Periods of US Housing Market Explosivity.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2015 | Identifying Periods of US Housing Market Explosivity.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2015 | Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup? In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup?.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2015 | International Stock Return Predictability: Is the Role of U.S. Time-Varying? In: Working Papers. [Full Text][Citation analysis] | paper | 24 |
2017 | International stock return predictability: Is the role of U.S. time-varying?.(2017) In: Empirica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | article | |
2015 | International Stock Return Predictability: Is the Role of U.S. Time-Varying?.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
2015 | Forecasting Core Inflation: The Case of South Africa In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2015 | Forecasting Core Inflation: The Case of South Africa.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2020 | Forecasting core inflation: the case of South Africa.(2020) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2014 | Analysing South Africas Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
2016 | Analyzing South Africa’s inflation persistence using an ARFIMA model with Markov-switching fractional differencing parameter.(2016) In: Journal of Developing Areas. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
2014 | Analysing South Africas Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter.(2014) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2014 | The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
2014 | The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model.(2014) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2014 | Revisiting Herding Behavior in REITs: A RegimeSwitching Approach In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2014 | Revisiting Herding Behavior in REITs: A Regime-Switching Approach.(2014) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2014 | House Values and Proximity to a Landfill: A Quantile Regression Framework In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | House Values and Proximity to a Landfill: A Quantile Regression Framework.(2014) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2014 | The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach.(2014) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2014 | Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
2014 | Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation.(2014) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2016 | Forecasting South African inflation using non-linearmodels: a weighted loss-based evaluation.(2016) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
2014 | Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
2014 | Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?.(2014) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2015 | Are there long-run diversification gains from the Dow Jones Islamic finance index?.(2015) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
2014 | Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
2012 | Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2012 | Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience.(2012) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2012 | Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience.(2012) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2014 | Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2013 | Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries.(2013) In: EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2012 | Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries.(2012) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2012 | Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries.(2012) In: Koç University-TUSIAD Economic Research Forum Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2012 | Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries.(2012) In: ERC Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2012 | Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2012 | Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2012 | IS THE RELATIONSHIP BETWEEN MONETARY POLICY AND HOUSE PRICES ASYMMETRIC IN SOUTH AFRICA? EVIDENCE FROM A MARKOV-SWITCHING VECTOR AUTOREGRESSIVE MODEL.(2012) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2012 | Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2012 | The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US In: Working Papers. [Full Text][Citation analysis] | paper | 17 |
2012 | The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2012 | The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US.(2012) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2015 | The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US.(2015) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
2012 | The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US.(2012) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2016 | Does speculation in the oil market drive investor herding in net exporting nations? In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2016 | The links between crude oil prices and GCC stock markets: Evidence from time-varying Granger causality tests In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2016 | The Links between Crude Oil Prices and GCC Stock Markets: Evidence from Time-Varying Granger Causality Tests.(2016) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2017 | Does Inflation Cause Gold Prices? Evidence from G7 Countries In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | A re-examination of growth and growth uncertainty relationship in a stochastic volatility in mean model with time-varying parameters In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | A re-examination of growth and growth uncertainty relationship in a stochastic volatility in the mean model with time-varying parameters.(2020) In: Empirica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2017 | The nexus between the oil price and its volatility in a stochastic volatility in mean model with time-varying parameters In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | The volatility effect on precious metals prices in a stochastic volatility in mean model with time-varying parameters In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | On the time-varying links between oil and gold: New insights from the rolling and recursive rolling approaches In: Working Papers. [Full Text][Citation analysis] | paper | 22 |
2019 | On the time‐varying links between oil and gold: New insights from the rolling and recursive rolling approaches.(2019) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
2018 | The Dynamics of Energy Intensity Convergence in the EU-28 Countries In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | Inequality in Carbon Intensity in EU-28: Analysis Based on Club Convergence In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | Asymmetric Dynamics of Insurance Premium: The Impact of Monetary Policy Uncertainty on Insurance Premiums in Japan In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2019 | Asymmetric dynamics of insurance premium: the impact of monetary policy uncertainty on insurance premiums in Japan.(2019) In: International Journal of Monetary Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2018 | Examining the Causal Relationship between Globalization and Insurance Activities in Large Emerging Market (LEM) Economies: Evidence from Bootstrap Panel Granger Causality In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | Carbon dioxide emissions, energy consumption and economic growth: The historical decomposition evidence from G-7 countries In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
2018 | Spillover Dynamics Across Price Inflation and Selected Agricultural Commodity Prices In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
2020 | Spillover dynamics across price inflation and selected agricultural commodity prices.(2020) In: Journal of Economic Structures. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2018 | Examining the Interactive Growth Effect of Development Aid and Institutional Quality in Sub-Saharan Africa In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Examining the interactive growth effect of development aid and institutional quality in Sub-Saharan Africa.(2020) In: Journal of Development Effectiveness. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2018 | The Long-run Effect of Geopolitical Risks on Insurance Premiums In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2018 | Exchange rate and oil price pass-through to inflation in BRICS countries: Evidence from the spillover index and rolling-sample analysis In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | Dynamic return and volatility spillovers among S&P 500, crude oil and gold In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
2021 | Dynamic return and volatility spillovers among S&P 500, crude oil, and gold.(2021) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2019 | Testing the Asymmetric Effects of Exchange Rate and Oil Price Pass-Through in BRICS Countries: Does the state of the economy matter? In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2007 | Point Optimal Invariant Tests of a Unit Root in Models with Structural Change In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Financial Connectedness and Risk Transmission Among MENA Countries: Evidence from Connectedness Network and Clustering Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets? In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2015 | Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets In: International Econometric Review (IER). [Full Text][Citation analysis] | article | 5 |
2022 | Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data In: Energies. [Full Text][Citation analysis] | article | 4 |
2022 | Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data.(2022) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2022 | On the Dynamic Connectedness of the Stock, Oil, Clean Energy, and Technology Markets In: Energies. [Full Text][Citation analysis] | article | 7 |
2023 | On the Risk Spillover from Bitcoin to Altcoins: The Fear of Missing Out and Pump-and-Dump Scheme Effects In: JRFM. [Full Text][Citation analysis] | article | 1 |
In: . [Full Text][Citation analysis] | article | 1 | |
In: . [Full Text][Citation analysis] | article | 7 | |
2021 | Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
In: . [Full Text][Citation analysis] | article | 0 | |
2021 | El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements In: Sustainability. [Full Text][Citation analysis] | article | 5 |
2021 | El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2021 | The Time-Varying Effect of Asset Prices on Turkey’s Circular Economy In: Sustainability. [Full Text][Citation analysis] | article | 0 |
2022 | On the Determinants of Green Technology Diffusion: An Empirical Analysis of Economic, Social, Political, and Environmental Factors In: Sustainability. [Full Text][Citation analysis] | article | 2 |
2023 | Unraveling the Green Growth Matrix: Exploring the Impact of Green Technology, Climate Change Adaptation, and Macroeconomic Factors on Sustainable Development In: Sustainability. [Full Text][Citation analysis] | article | 0 |
2023 | Assessing the Effects of Natural Resource Extraction on Carbon Emissions and Energy Consumption in Sub-Saharan Africa: A STIRPAT Model Approach In: Sustainability. [Full Text][Citation analysis] | article | 1 |
2023 | Boosting Energy Efficiency in Turkey: The Role of Public–Private Partnership Investment In: Sustainability. [Full Text][Citation analysis] | article | 2 |
2017 | Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations In: Sustainability. [Full Text][Citation analysis] | article | 24 |
2016 | Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations.(2016) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
2015 | Revisiting the causality between electricity consumption and economic growth in South Africa: a bootstrap rolling-window approach In: International Journal of Economic Policy in Emerging Economies. [Full Text][Citation analysis] | article | 17 |
2013 | Revisiting the Causality between Electricity Consumption and Economic Growth in South Africa: A Bootstrap Rolling-Window Approach.(2013) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2012 | Openness and financial development: time series evidence for Turkey In: International Journal of Banking, Accounting and Finance. [Full Text][Citation analysis] | article | 5 |
2020 | Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2021 | Effectives of Monetary Policy under the High and Low Economic Uncertainty States: Evidence from the Major Asian Economies In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | How Does the Economic Uncertainty Affect Asset Prices under Normal and Financial Distress Times? In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests In: Journal of Developing Areas. [Full Text][Citation analysis] | article | 29 |
2013 | Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests.(2013) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2016 | The relationship between oil and agricultural commodity prices in south africa: a quantile causality approach In: Journal of Developing Areas. [Full Text][Citation analysis] | article | 6 |
2016 | The relationship between oil and agricultural commodity prices in South Africa: A quantile causality approach.(2016) In: Journal of Developing Areas. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2018 | Dynamic Relationship Between Oil Price And Inflation In South Africa In: Journal of Developing Areas. [Full Text][Citation analysis] | article | 16 |
2014 | Dynamic Relationship between Oil Price and Inflation in South Africa.(2014) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2020 | The Effectiveness Of Monetary Policy In South Africa Under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model In: Journal of Developing Areas. [Full Text][Citation analysis] | article | 2 |
2016 | The Effectiveness of Monetary Policy in South Africa under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model.(2016) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2018 | Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality-in-quantiles test In: Empirica. [Full Text][Citation analysis] | article | 1 |
2014 | Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality in quantiles test.(2014) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2023 | Housing price uncertainty and housing prices in the UK in a time-varying environment In: Empirica. [Full Text][Citation analysis] | article | 0 |
2017 | On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test In: International Economics and Economic Policy. [Full Text][Citation analysis] | article | 9 |
2015 | On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2016 | Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 20 |
2021 | What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 1 |
2019 | What can Fifty-Two Collateralizable Wealth Measures tell us about Future Housing Market Returns? Evidence from U.S. State-Level Data.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2016 | Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test In: Open Economies Review. [Full Text][Citation analysis] | article | 86 |
2015 | Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 86 | paper | |
2013 | The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand In: European Journal of Comparative Economics. [Full Text][Citation analysis] | article | 1 |
2013 | The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand.(2013) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2003 | Multifractality of the Istanbul and Moscow Stock Market Returns In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 8 |
2004 | Persistence in Inflation: Does Aggregation Cause Long Memory? In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 12 |
2005 | A Comparative Analysis of Productivity Growth, Catch-Up, and Convergence in Transition Economies In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 27 |
2012 | Effectiveness of Inflation Targeting in Turkey In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 3 |
2015 | Effect of Global Shocks and Volatility on Herd Behavior in an Emerging Market: Evidence from Borsa Istanbul In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 31 |
2016 | The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 91 |
2013 | The Causal Relationship between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling-Window Approach.(2013) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 91 | paper | |
2022 | The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 2 |
2019 | The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2012 | Was the Recent Downturn in US GDP Predictable? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | Was the Recent Downturn in US GDP Predictable?.(2012) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2013 | Was the Recent Downturn in US GDP Predictable?.(2013) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2013 | Housing and the Great Depression In: Working Papers. [Full Text][Citation analysis] | paper | 29 |
2013 | Housing and the Great Depression.(2013) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2014 | Housing and the Great Depression.(2014) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | article | |
2012 | Housing and the Great Depression.(2012) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2014 | The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2013 | The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains.(2013) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2013 | The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains.(2013) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2020 | Insurance-growth nexus in Africa In: The Geneva Papers on Risk and Insurance - Issues and Practice. [Full Text][Citation analysis] | article | 2 |
2018 | Insurance-Growth Nexus in Africa.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2010 | Sources of Macroeconomic Fluctuations in MENA Countries In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
2017 | Does Inflation Cause Gold Market Price Changes? Evidence on the G7 Countries from the Tests of Nonparametric Quantile Causality in Mean and Variance In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
2018 | Does inflation cause gold market price changes? evidence on the G7 countries from the tests of nonparametric quantile causality in mean and variance.(2018) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2011 | Ripple Effects in South African House Prices In: Working Papers. [Citation analysis] | paper | 7 |
2011 | Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach In: Working Papers. [Citation analysis] | paper | 7 |
2012 | Predicting BRICS Stock Returns Using ARFIMA Models In: Working Papers. [Citation analysis] | paper | 19 |
2014 | Predicting BRICS stock returns using ARFIMA models.(2014) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
2013 | Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model In: Working Papers. [Citation analysis] | paper | 7 |
2013 | Revisiting the Causal Relationship between Energy Consumption and Economic Growth in South Africa: Evidence from a Bootstrap Rolling Window Approach In: Working Papers. [Citation analysis] | paper | 3 |
2013 | Military Expenditure, Economic Growth and Structural Instability: A Case Study of South Africa In: Working Papers. [Citation analysis] | paper | 19 |
2014 | Military expenditure, economic growth and structural instability: a case study of South Africa.(2014) In: Defence and Peace Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
2013 | Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors In: Working Papers. [Citation analysis] | paper | 11 |
2016 | Forecasting US real private residential fixed investment using a large number of predictors.(2016) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
2014 | Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors.(2014) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2013 | Time-Varying Causality between Research Output and Economic Growth in the US In: Working Papers. [Citation analysis] | paper | 28 |
2014 | Time-varying causality between research output and economic growth in US.(2014) In: Scientometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | article | |
2013 | Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa In: Working Papers. [Citation analysis] | paper | 21 |
2014 | Time-varying linkages between tourism receipts and economic growth in South Africa.(2014) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
2014 | Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test In: Working Papers. [Citation analysis] | paper | 22 |
2014 | Can Debt Ceiling and Government Shutdown Predict US Real Stock Returns? A Boot-strap Rolling-Window Approach In: Working Papers. [Citation analysis] | paper | 1 |
2014 | Is the Rand Really Decoupled from Economic Fundamentals? In: Working Papers. [Citation analysis] | paper | 0 |
2014 | The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach In: Working Papers. [Citation analysis] | paper | 7 |
2015 | The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-Frequency Markov-Switching Vector Autoregressive Approach In: Working Papers. [Citation analysis] | paper | 48 |
2016 | The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach.(2016) In: Economics Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
2016 | The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach.(2016) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | article | |
2015 | South African Stock Returns Predictability using Domestic and Global Economic Policy Uncertainty: Evidence from a Nonparametric Causality-in-Quantiles Approach In: Working Papers. [Citation analysis] | paper | 8 |
2015 | Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test In: Working Papers. [Citation analysis] | paper | 2 |
2015 | The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test In: Working Papers. [Citation analysis] | paper | 3 |
2015 | The Role of Domestic and Global Economic Policy Uncertainties in Predicting Stock Returns and their Volatility for Hong Kong, Malaysia and South Korea: Evidence from a Nonparametric Causality-in-Quant In: Working Papers. [Citation analysis] | paper | 4 |
2015 | Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach In: Working Papers. [Citation analysis] | paper | 31 |
2018 | Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach.(2018) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | article | |
2015 | Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model In: Working Papers. [Citation analysis] | paper | 7 |
2016 | Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries In: Working Papers. [Citation analysis] | paper | 39 |
2018 | Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries.(2018) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | article | |
2016 | Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis In: Working Papers. [Citation analysis] | paper | 8 |
2016 | Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty In: Working Papers. [Citation analysis] | paper | 9 |
2016 | Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test In: Working Papers. [Citation analysis] | paper | 6 |
2016 | The Effect of Investor Sentiment on Gold Market Dynamics In: Working Papers. [Citation analysis] | paper | 0 |
2016 | Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach In: Working Papers. [Citation analysis] | paper | 17 |
2016 | The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective In: Working Papers. [Citation analysis] | paper | 19 |
2017 | The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective.(2017) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
2016 | Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach In: Working Papers. [Citation analysis] | paper | 3 |
2016 | Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach In: Working Papers. [Citation analysis] | paper | 7 |
2018 | Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach.(2018) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
2016 | The Relationship between the Inflation Rate and Inequality across US States: A Semiparametric Approach In: Working Papers. [Citation analysis] | paper | 16 |
2018 | The relationship between the inflation rate and inequality across U.S. states: a semiparametric approach.(2018) In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
2017 | The Relationship between the Inflation Rate and Inequality across U.S. States: A Semiparametric Approach.(2017) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2017 | Credit Ratings and Predictability of Stock Returns and Volatility of the BRICS and the PIIGS: Evidence from a Nonparametric Causality-in-Quantiles Approach In: Working Papers. [Citation analysis] | paper | 1 |
2017 | Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test In: Working Papers. [Citation analysis] | paper | 1 |
2017 | Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach In: Working Papers. [Citation analysis] | paper | 3 |
2017 | Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach.(2017) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2017 | Kuznets Curve for the US: A Reconsideration Using Cosummability In: Working Papers. [Citation analysis] | paper | 7 |
2019 | Kuznets Curve for the US: A Reconsideration Using Cosummability.(2019) In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
2017 | Economic Policy Uncertainty and Insurance In: Working Papers. [Citation analysis] | paper | 3 |
2018 | Asymmetric Effects of Inequality on Per Capita Real GDP of the United States In: Working Papers. [Citation analysis] | paper | 1 |
2018 | Income Inequality and Economic Growth: A Re-Examination of Theory and Evidence In: Working Papers. [Citation analysis] | paper | 0 |
2018 | Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration In: Working Papers. [Citation analysis] | paper | 0 |
2019 | The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach In: Working Papers. [Citation analysis] | paper | 0 |
2019 | Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains In: Working Papers. [Citation analysis] | paper | 4 |
2021 | Time-varying relationship between conventional and unconventional monetary policies and risk aversion: international evidence from time- and frequency-domains.(2021) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2019 | The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis In: Working Papers. [Citation analysis] | paper | 0 |
2022 | The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis.(2022) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2020 | The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes In: Working Papers. [Citation analysis] | paper | 1 |
2020 | High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment In: Working Papers. [Citation analysis] | paper | 8 |
2021 | High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment.(2021) In: Journal of Behavioral Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2021 | Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning In: Working Papers. [Citation analysis] | paper | 2 |
2023 | Effect of Temperature on the Spread of Contagious Diseases: Evidence from over 2000 Years of Data In: Working Papers. [Citation analysis] | paper | 0 |
2016 | Can debt ceiling and government shutdown predict us real stock returns? A bootstrap rolling window approach. - Gli effetti sui rendimenti azionari reali negli USA del tetto del debito pubblico e del b In: Economia Internazionale / International Economics. [Full Text][Citation analysis] | article | 0 |
2016 | Characterising the South African business cycle: is GDP difference-stationary or trend-stationary in a Markov-switching setup? - Il ciclo economico del Sud Africa: il PIL è stazion ario alle differenz In: Economia Internazionale / International Economics. [Full Text][Citation analysis] | article | 0 |
2020 | The Long-Run and Short-Run Exchange Rate Pass-Through during the Period of Economic Reforms in Nigeria: Is it Complete or Incomplete? In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 1 |
2014 | Fiscal Policy Shocks and the Dynamics of Asset Prices In: Public Finance Review. [Full Text][Citation analysis] | article | 5 |
2021 | Modelling the employment, income and price elasticities of outbound tourism demand in OECD countries In: Tourism Economics. [Full Text][Citation analysis] | article | 1 |
2013 | ‘Ripple’ Effects in South African House Prices In: Urban Studies. [Full Text][Citation analysis] | article | 15 |
2013 | The export-output growth nexus in Japan: a bootstrap rolling window approach In: Empirical Economics. [Full Text][Citation analysis] | article | 109 |
2022 | Effectiveness of monetary policy under the high and low economic uncertainty states: evidence from the major Asian economies In: Empirical Economics. [Full Text][Citation analysis] | article | 2 |
2023 | Productivity and GDP: international evidence of persistence and trends over 130 years of data In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2020 | On the nexus among carbon dioxide emissions, energy consumption and economic growth in G-7 countries: new insights from the historical decomposition approach In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. [Full Text][Citation analysis] | article | 13 |
2020 | Asymmetric effects of inequality on real output levels of the United States In: Eurasian Economic Review. [Full Text][Citation analysis] | article | 1 |
2022 | U.S. monetary policy and the predictability of global economic synchronization patterns In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
2019 | Partisan Conflict and Income Inequality in the United States: A Nonparametric Causality-in-Quantiles Approach In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. [Full Text][Citation analysis] | article | 5 |
2022 | How Do Energy Market Shocks Affect Economic Activity in the US Under Changing Financial Conditions? In: Springer Books. [Citation analysis] | chapter | 3 |
2015 | Was the recent downturn in US real GDP predictable? In: Applied Economics. [Full Text][Citation analysis] | article | 6 |
2015 | Interactions between real economic and financial sides of the US economy in a regime-switching environment In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
2017 | Long memory, economic policy uncertainty and forecasting US inflation: a Bayesian VARFIMA approach In: Applied Economics. [Full Text][Citation analysis] | article | 18 |
2017 | Impact of macroeconomic factors and country risk ratings on GCC stock markets: evidence from a dynamic panel threshold model with regime switching In: Applied Economics. [Full Text][Citation analysis] | article | 17 |
2018 | Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks In: The Journal of International Trade & Economic Development. [Full Text][Citation analysis] | article | 6 |
2022 | The investment volatility-dampening role of foreign aid in poor sub-Saharan African countries In: The Journal of International Trade & Economic Development. [Full Text][Citation analysis] | article | 0 |
2020 | Do oil prices and exchange rates account for agricultural commodity market spillovers? Evidence from the Diebold and Yilmaz Index In: Agrekon. [Full Text][Citation analysis] | article | 6 |
2022 | The COVID-19 effects on agricultural commodity markets In: Agrekon. [Full Text][Citation analysis] | article | 1 |
2016 | Causal Relationship between Asset Prices and Output in the United States: Evidence from the State-Level Panel Granger Causality Test In: Regional Studies. [Full Text][Citation analysis] | article | 20 |
2023 | Is causality between globalization and energy consumption bidirectional or unidirectional in top and bottom globalized economies? In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 2 |
2022 | Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning In: Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
2023 | Investing green for sustainable development without ditching economic growth In: Sustainable Development. [Full Text][Citation analysis] | article | 2 |
2016 | THE EFFECTS OF FINANCIAL DEVELOPMENT ON INVESTMENT IN TURKEY In: The Singapore Economic Review (SER). [Full Text][Citation analysis] | article | 4 |
2017 | Date-stamping US housing market explosivity In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2018 | Date-stamping US housing market explosivity.(2018) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team