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Abstract Views |
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12 months |
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Last month |
3 months |
12 months |
Total |
| "Ripple" Effects in South African House Prices |
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22 |
1 |
1 |
1 |
222 |
| A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry |
1 |
2 |
2 |
27 |
1 |
4 |
5 |
46 |
| A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices |
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0 |
0 |
21 |
1 |
1 |
7 |
76 |
| A re-examination of growth and growth uncertainty relationship in a stochastic volatility in mean model with time-varying parameters |
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0 |
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33 |
0 |
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5 |
78 |
| An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa |
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0 |
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39 |
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0 |
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335 |
| Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter |
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0 |
2 |
43 |
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16 |
136 |
| Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter |
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0 |
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33 |
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1 |
2 |
68 |
| Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries |
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1 |
6 |
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2 |
81 |
| Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries |
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0 |
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38 |
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108 |
| Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries |
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19 |
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91 |
| Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries |
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11 |
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1 |
166 |
| Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries |
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22 |
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0 |
1 |
70 |
| Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries |
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0 |
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35 |
0 |
1 |
3 |
173 |
| Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? |
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1 |
3 |
17 |
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1 |
9 |
162 |
| Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? |
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6 |
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0 |
3 |
72 |
| Asymmetric Dynamics of Insurance Premium: The Impact of Monetary Policy Uncertainty on Insurance Premiums in Japan |
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1 |
6 |
57 |
1 |
2 |
14 |
168 |
| Asymmetric Effects of Inequality on Per Capita Real GDP of the United States |
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28 |
1 |
1 |
3 |
174 |
| Can Debt Ceiling and Government Shutdown Predict US Real Stock Returns? A Boot-strap Rolling-Window Approach |
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0 |
0 |
0 |
0 |
6 |
132 |
| Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach |
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0 |
0 |
37 |
0 |
2 |
26 |
484 |
| Can volume predict Bitcoin returns and volatility? A quantiles-based approach |
0 |
0 |
0 |
1 |
1 |
1 |
10 |
80 |
| Carbon dioxide emissions, energy consumption and economic growth: The historical decomposition evidence from G-7 countries |
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3 |
49 |
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1 |
15 |
268 |
| Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach |
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0 |
0 |
14 |
0 |
2 |
6 |
106 |
| Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test |
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0 |
0 |
31 |
1 |
1 |
4 |
253 |
| Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests |
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89 |
2 |
6 |
15 |
615 |
| Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model |
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26 |
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2 |
8 |
181 |
| Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests |
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0 |
0 |
0 |
0 |
1 |
1 |
191 |
| Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup? |
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25 |
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7 |
153 |
| Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup? |
0 |
0 |
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15 |
0 |
0 |
1 |
72 |
| Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century |
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0 |
0 |
0 |
4 |
8 |
40 |
40 |
| Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data |
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10 |
0 |
1 |
4 |
90 |
| Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa |
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33 |
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1 |
5 |
108 |
| Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa |
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0 |
1 |
35 |
0 |
1 |
19 |
252 |
| Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach |
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0 |
0 |
50 |
0 |
3 |
15 |
414 |
| Credit Ratings and Predictability of Stock Returns and Volatility of the BRICS and the PIIGS: Evidence from a Nonparametric Causality-in-Quantiles Approach |
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46 |
1 |
1 |
7 |
140 |
| Date-stamping US housing market explosivity |
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31 |
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5 |
57 |
| Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality in quantiles test |
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0 |
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9 |
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1 |
5 |
115 |
| Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach |
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0 |
0 |
20 |
0 |
0 |
0 |
75 |
| Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets? |
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0 |
1 |
5 |
0 |
0 |
4 |
32 |
| Do Precious Metal Prices Help in Forecasting South African Inflation? |
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0 |
0 |
35 |
1 |
1 |
2 |
86 |
| Do Precious Metal Prices Help in Forecasting South African Inflation? |
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0 |
0 |
7 |
0 |
0 |
10 |
150 |
| Do Precious Metal Prices Help in Forecasting South African Inflation? |
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0 |
0 |
40 |
0 |
0 |
4 |
92 |
| Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations |
0 |
0 |
0 |
15 |
0 |
0 |
3 |
86 |
| Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis |
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0 |
0 |
17 |
1 |
1 |
5 |
138 |
| Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach |
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0 |
0 |
11 |
0 |
1 |
7 |
83 |
| Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test |
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0 |
0 |
57 |
0 |
0 |
4 |
232 |
| Does Inflation Cause Gold Market Price Changes? Evidence on the G7 Countries from the Tests of Nonparametric Quantile Causality in Mean and Variance |
0 |
0 |
0 |
13 |
0 |
0 |
2 |
41 |
| Does Inflation Cause Gold Prices? Evidence from G7 Countries |
0 |
0 |
0 |
78 |
0 |
0 |
7 |
169 |
| Does Oil Predict Gold? A Nonparametric Causality-in-Quantiles Approach |
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0 |
0 |
39 |
0 |
0 |
3 |
126 |
| Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test |
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0 |
0 |
25 |
1 |
1 |
3 |
122 |
| Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test |
0 |
0 |
0 |
17 |
0 |
0 |
5 |
110 |
| Does speculation in the oil market drive investor herding in net exporting nations? |
0 |
0 |
0 |
33 |
1 |
1 |
10 |
146 |
| Dynamic Relationship between Oil Price and Inflation in South Africa |
0 |
0 |
0 |
0 |
3 |
4 |
13 |
502 |
| Dynamic return and volatility spillovers among S&P 500, crude oil and gold |
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2 |
2 |
53 |
1 |
3 |
15 |
179 |
| Economic Policy Uncertainty and Insurance |
0 |
0 |
0 |
29 |
3 |
6 |
25 |
264 |
| Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty |
0 |
0 |
0 |
91 |
0 |
3 |
26 |
240 |
| Effectives of Monetary Policy under the High and Low Economic Uncertainty States: Evidence from the Major Asian Economies |
1 |
1 |
5 |
18 |
1 |
2 |
13 |
29 |
| El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements |
0 |
0 |
0 |
0 |
1 |
5 |
7 |
20 |
| Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies |
0 |
0 |
0 |
22 |
0 |
1 |
19 |
64 |
| Examining the Causal Relationship between Globalization and Insurance Activities in Large Emerging Market (LEM) Economies: Evidence from Bootstrap Panel Granger Causality |
0 |
0 |
2 |
35 |
0 |
0 |
6 |
93 |
| Examining the Interactive Growth Effect of Development Aid and Institutional Quality in Sub-Saharan Africa |
0 |
0 |
0 |
29 |
0 |
0 |
8 |
137 |
| Exchange rate and oil price pass-through to inflation in BRICS countries: Evidence from the spillover index and rolling-sample analysis |
1 |
1 |
5 |
48 |
1 |
1 |
12 |
185 |
| Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets |
0 |
0 |
0 |
55 |
0 |
3 |
9 |
196 |
| Firm-Level Political Risk and Asymmetric Volatility |
0 |
0 |
0 |
10 |
1 |
1 |
3 |
47 |
| Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience |
0 |
0 |
0 |
38 |
0 |
0 |
3 |
216 |
| Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience |
0 |
0 |
0 |
23 |
1 |
1 |
4 |
180 |
| Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience |
0 |
0 |
0 |
38 |
0 |
0 |
11 |
198 |
| Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience |
0 |
0 |
0 |
27 |
0 |
0 |
2 |
124 |
| Forecasting Aggregate Retail Sales: The Case of South Africa |
0 |
1 |
2 |
43 |
0 |
1 |
20 |
222 |
| Forecasting Aggregate Retail Sales: The Case of South Africa |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
322 |
| Forecasting Core Inflation: The Case of South Africa |
0 |
0 |
0 |
29 |
0 |
0 |
3 |
92 |
| Forecasting Core Inflation: The Case of South Africa |
1 |
1 |
2 |
67 |
2 |
8 |
28 |
283 |
| Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
162 |
| Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes |
0 |
0 |
0 |
35 |
0 |
0 |
0 |
202 |
| Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes |
0 |
0 |
0 |
20 |
0 |
2 |
11 |
210 |
| Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes |
0 |
0 |
0 |
16 |
0 |
0 |
3 |
165 |
| Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation |
0 |
0 |
0 |
66 |
0 |
0 |
1 |
163 |
| Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation |
0 |
0 |
2 |
42 |
1 |
1 |
15 |
254 |
| Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model |
0 |
0 |
0 |
69 |
0 |
2 |
8 |
243 |
| Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model |
0 |
0 |
0 |
60 |
1 |
1 |
4 |
150 |
| Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model |
0 |
0 |
1 |
33 |
0 |
0 |
3 |
83 |
| Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors |
0 |
0 |
0 |
47 |
0 |
0 |
4 |
147 |
| Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors |
0 |
0 |
0 |
38 |
0 |
0 |
1 |
230 |
| Geopolitical Risks and Stock Market Dynamics of the BRICS |
0 |
0 |
0 |
31 |
1 |
1 |
3 |
229 |
| High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment |
0 |
0 |
0 |
4 |
0 |
0 |
7 |
30 |
| House Values and Proximity to a Landfill: A Quantile Regression Framework |
0 |
0 |
0 |
17 |
0 |
1 |
4 |
89 |
| House Values and Proximity to a Landfill: A Quantile Regression Framework |
0 |
1 |
1 |
25 |
0 |
3 |
11 |
132 |
| Housing and the Business Cycle in South Africa |
0 |
0 |
0 |
45 |
0 |
1 |
8 |
273 |
| Housing and the Business Cycle in South Africa |
0 |
0 |
0 |
31 |
0 |
0 |
4 |
183 |
| Housing and the Great Depression |
0 |
0 |
3 |
58 |
0 |
0 |
4 |
113 |
| Housing and the Great Depression |
0 |
0 |
0 |
69 |
1 |
1 |
8 |
540 |
| Housing and the Great Depression |
0 |
0 |
2 |
15 |
0 |
2 |
10 |
146 |
| How Does the Economic Uncertainty Affect Asset Prices under Normal and Financial Distress Times? |
0 |
0 |
9 |
9 |
1 |
1 |
8 |
8 |
| IS THE RELATIONSHIP BETWEEN MONETARY POLICY AND HOUSE PRICES ASYMMETRIC IN SOUTH AFRICA? EVIDENCE FROM A MARKOV-SWITCHING VECTOR AUTOREGRESSIVE MODEL |
0 |
0 |
0 |
20 |
3 |
4 |
8 |
251 |
| Identifying Periods of US Housing Market Explosivity |
0 |
0 |
0 |
18 |
1 |
1 |
1 |
64 |
| Identifying Periods of US Housing Market Explosivity |
0 |
1 |
3 |
20 |
0 |
2 |
11 |
119 |
| Identifying Periods of US Housing Market Explosivity |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
69 |
| Income Inequality and Economic Growth: A Re-Examination of Theory and Evidence |
0 |
0 |
0 |
72 |
0 |
2 |
11 |
274 |
| Inequality in Carbon Intensity in EU-28: Analysis Based on Club Convergence |
0 |
0 |
0 |
19 |
0 |
1 |
3 |
60 |
| Insurance-Growth Nexus in Africa |
0 |
0 |
0 |
57 |
0 |
1 |
8 |
230 |
| International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
113 |
| International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
87 |
| International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? |
0 |
0 |
0 |
92 |
0 |
0 |
2 |
332 |
| International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? |
0 |
0 |
0 |
12 |
0 |
1 |
5 |
194 |
| International Stock Return Predictability: Is the Role of U.S. Time-Varying? |
0 |
0 |
0 |
28 |
0 |
0 |
7 |
152 |
| International Stock Return Predictability: Is the Role of U.S. Time-Varying? |
0 |
0 |
0 |
21 |
0 |
1 |
2 |
90 |
| Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test |
0 |
0 |
0 |
22 |
0 |
0 |
2 |
108 |
| Is the Rand Really Decoupled from Economic Fundamentals? |
0 |
0 |
0 |
13 |
1 |
1 |
2 |
102 |
| Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode |
0 |
0 |
2 |
21 |
0 |
1 |
6 |
228 |
| Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode |
0 |
0 |
0 |
77 |
0 |
1 |
2 |
280 |
| Kuznets Curve for the US: A Reconsideration Using Cosummability |
0 |
0 |
0 |
46 |
0 |
0 |
2 |
131 |
| LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index |
0 |
0 |
0 |
0 |
1 |
3 |
10 |
190 |
| Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
16 |
| Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach |
0 |
0 |
0 |
13 |
0 |
0 |
5 |
245 |
| Military Expenditure, Economic Growth and Structural Instability: A Case Study of South Africa |
0 |
0 |
0 |
12 |
1 |
1 |
6 |
216 |
| Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration |
0 |
0 |
0 |
22 |
0 |
0 |
2 |
53 |
| Oil Price Uncertainty and Movements in the US Government Bond Risk Premia |
0 |
0 |
0 |
15 |
1 |
2 |
6 |
85 |
| Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data |
1 |
1 |
15 |
15 |
3 |
6 |
17 |
17 |
| On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test |
0 |
0 |
0 |
12 |
0 |
0 |
2 |
78 |
| On the time-varying links between oil and gold: New insights from the rolling and recursive rolling approaches |
0 |
0 |
0 |
52 |
0 |
0 |
9 |
147 |
| Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
81 |
| Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach |
0 |
0 |
0 |
12 |
1 |
1 |
2 |
54 |
| Periodically Collapsing Bubbles in the South African Stock Market |
0 |
0 |
0 |
26 |
3 |
6 |
11 |
137 |
| Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
111 |
| Persistence of precious metal prices: a fractional integration approach with structural breaks |
0 |
0 |
3 |
10 |
1 |
1 |
7 |
65 |
| Point Optimal Invariant Tests of a Unit Root in Models with Structural Change |
0 |
0 |
0 |
6 |
0 |
1 |
7 |
72 |
| Predicting BRICS Stock Returns Using ARFIMA Models |
0 |
0 |
0 |
62 |
0 |
0 |
3 |
326 |
| Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model |
0 |
0 |
0 |
16 |
1 |
1 |
1 |
75 |
| Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test |
0 |
0 |
0 |
40 |
0 |
1 |
5 |
114 |
| Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets |
0 |
0 |
0 |
41 |
0 |
0 |
7 |
146 |
| Rare Disaster Risks and Gold over 700 Years: Evidence from Nonparametric Quantile Regressions |
0 |
0 |
0 |
0 |
3 |
7 |
28 |
28 |
| Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013 |
0 |
0 |
2 |
159 |
0 |
0 |
15 |
297 |
| Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
191 |
| Revisiting Herding Behavior in REITs: A Regime-Switching Approach |
0 |
0 |
0 |
22 |
0 |
0 |
2 |
156 |
| Revisiting Herding Behavior in REITs: A RegimeSwitching Approach |
0 |
0 |
1 |
33 |
0 |
1 |
7 |
198 |
| Revisiting the Causal Relationship between Energy Consumption and Economic Growth in South Africa: Evidence from a Bootstrap Rolling Window Approach |
0 |
0 |
0 |
0 |
2 |
4 |
5 |
150 |
| Revisiting the Causality between Electricity Consumption and Economic Growth in South Africa: A Bootstrap Rolling-Window Approach |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
239 |
| Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk |
0 |
0 |
3 |
38 |
0 |
6 |
25 |
255 |
| Sources of Macroeconomic Fluctuations in MENA Countries |
0 |
0 |
0 |
35 |
0 |
0 |
3 |
130 |
| South African Stock Returns Predictability using Domestic and Global Economic Policy Uncertainty: Evidence from a Nonparametric Causality-in-Quantiles Approach |
0 |
0 |
0 |
14 |
0 |
0 |
2 |
95 |
| Spillover Dynamics Across Price Inflation and Selected Agricultural Commodity Prices |
1 |
1 |
1 |
18 |
1 |
3 |
6 |
65 |
| Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States |
0 |
0 |
0 |
11 |
1 |
1 |
4 |
84 |
| THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD |
1 |
1 |
2 |
46 |
1 |
3 |
16 |
283 |
| Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach |
0 |
0 |
0 |
15 |
1 |
1 |
3 |
181 |
| Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-Window Approach |
0 |
0 |
0 |
46 |
1 |
1 |
9 |
258 |
| Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries |
0 |
0 |
0 |
9 |
0 |
1 |
8 |
127 |
| Testing the Asymmetric Effects of Exchange Rate and Oil Price Pass-Through in BRICS Countries: Does the state of the economy matter? |
0 |
0 |
3 |
59 |
0 |
0 |
15 |
165 |
| Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach |
0 |
0 |
2 |
25 |
2 |
3 |
14 |
187 |
| Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach |
0 |
0 |
0 |
76 |
0 |
1 |
10 |
356 |
| Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach |
0 |
1 |
2 |
32 |
0 |
2 |
9 |
184 |
| The Causal Relationship between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling-Window Approach |
0 |
0 |
0 |
577 |
1 |
5 |
20 |
1,233 |
| The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
214 |
| The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains |
0 |
0 |
1 |
54 |
0 |
0 |
3 |
106 |
| The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains |
0 |
0 |
1 |
62 |
0 |
0 |
6 |
193 |
| The Dynamics of Energy Intensity Convergence in the EU-28 Countries |
0 |
2 |
4 |
50 |
1 |
3 |
11 |
150 |
| The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective |
0 |
0 |
0 |
5 |
0 |
1 |
3 |
138 |
| The Effect of Investor Sentiment on Gold Market Dynamics |
0 |
0 |
0 |
31 |
2 |
7 |
16 |
174 |
| The Effectiveness of Monetary Policy in South Africa under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model |
0 |
0 |
0 |
48 |
2 |
3 |
10 |
221 |
| The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
106 |
| The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach |
0 |
0 |
0 |
56 |
0 |
0 |
2 |
77 |
| The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes |
0 |
0 |
0 |
9 |
0 |
2 |
16 |
80 |
| The Links between Crude Oil Prices and GCC Stock Markets: Evidence from Time-Varying Granger Causality Tests |
0 |
0 |
0 |
28 |
1 |
1 |
3 |
131 |
| The Long-run Effect of Geopolitical Risks on Insurance Premiums |
1 |
2 |
4 |
56 |
4 |
7 |
33 |
274 |
| The Migration of Fear: An Analysis of Migration Choices of Syrian Refugees |
0 |
0 |
4 |
99 |
1 |
1 |
15 |
296 |
| The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US |
0 |
0 |
0 |
57 |
0 |
0 |
3 |
161 |
| The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US |
0 |
1 |
1 |
57 |
0 |
1 |
12 |
165 |
| The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US |
0 |
0 |
0 |
39 |
1 |
2 |
4 |
93 |
| The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US |
0 |
0 |
0 |
43 |
1 |
1 |
1 |
220 |
| The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test |
0 |
0 |
0 |
23 |
0 |
0 |
1 |
96 |
| The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
38 |
| The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach |
0 |
0 |
0 |
38 |
0 |
2 |
4 |
203 |
| The Relationship between the Inflation Rate and Inequality across U.S. States: A Semiparametric Approach |
0 |
1 |
2 |
27 |
0 |
3 |
6 |
86 |
| The Relationship between the Inflation Rate and Inequality across US States: A Semiparametric Approach |
0 |
0 |
0 |
24 |
0 |
0 |
2 |
140 |
| The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach |
0 |
0 |
0 |
8 |
1 |
1 |
5 |
52 |
| 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-Quantiles Approach |
0 |
0 |
0 |
24 |
0 |
1 |
1 |
108 |
| The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model |
0 |
0 |
2 |
45 |
0 |
0 |
11 |
151 |
| The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model |
0 |
0 |
0 |
56 |
0 |
1 |
4 |
92 |
| The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach |
0 |
0 |
0 |
19 |
2 |
2 |
6 |
76 |
| The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-Frequency Markov-Switching Vector Autoregressive Approach |
0 |
0 |
0 |
21 |
1 |
2 |
10 |
136 |
| The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test |
0 |
0 |
0 |
31 |
0 |
1 |
2 |
115 |
| The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method |
0 |
0 |
0 |
19 |
2 |
2 |
10 |
160 |
| The South African Economic Response to Monetary Policy Uncertainty |
0 |
0 |
0 |
61 |
0 |
0 |
2 |
84 |
| The Synergistic Effect of Insurance and Banking Sector Activities on Economic Growth in Africa |
0 |
0 |
0 |
41 |
1 |
1 |
7 |
140 |
| The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis |
1 |
1 |
2 |
95 |
1 |
2 |
17 |
380 |
| The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis |
0 |
0 |
0 |
38 |
0 |
0 |
3 |
135 |
| The links between crude oil prices and GCC stock markets: Evidence from time-varying Granger causality tests |
0 |
1 |
1 |
55 |
1 |
2 |
13 |
158 |
| The nexus between the oil price and its volatility in a stochastic volatility in mean model with time-varying parameters |
0 |
0 |
0 |
55 |
0 |
0 |
3 |
88 |
| The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand |
0 |
0 |
0 |
31 |
0 |
1 |
4 |
148 |
| The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method |
1 |
1 |
1 |
52 |
1 |
1 |
1 |
70 |
| The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach |
0 |
0 |
0 |
65 |
0 |
1 |
4 |
71 |
| The volatility effect on precious metals prices in a stochastic volatility in mean model with time-varying parameters |
0 |
0 |
4 |
69 |
1 |
1 |
17 |
264 |
| Time-Varying Causality between Research Output and Economic Growth in the US |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
123 |
| Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality |
0 |
0 |
1 |
6 |
1 |
2 |
8 |
38 |
| Time-Varying Impact of Pandemics on Global Output Growth |
0 |
0 |
0 |
11 |
0 |
0 |
10 |
68 |
| Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa |
0 |
0 |
0 |
16 |
0 |
1 |
2 |
125 |
| Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains |
0 |
0 |
0 |
31 |
2 |
3 |
9 |
90 |
| Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times |
0 |
0 |
6 |
30 |
0 |
1 |
22 |
94 |
| Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning |
0 |
0 |
1 |
38 |
1 |
2 |
22 |
77 |
| Was the Recent Downturn in US GDP Predictable? |
0 |
0 |
0 |
81 |
0 |
0 |
2 |
155 |
| Was the Recent Downturn in US GDP Predictable? |
0 |
0 |
0 |
46 |
0 |
0 |
1 |
78 |
| Was the Recent Downturn in US GDP Predictable? |
0 |
0 |
0 |
71 |
0 |
0 |
0 |
182 |
| Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
64 |
| What can Fifty-Two Collateralizable Wealth Measures tell us about Future Housing Market Returns? Evidence from U.S. State-Level Data |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
41 |
| Total Working Papers |
11 |
25 |
129 |
7,017 |
98 |
247 |
1,438 |
31,909 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Comparative Analysis of Productivity Growth, Catch-Up, and Convergence in Transition Economies |
0 |
0 |
0 |
122 |
0 |
0 |
0 |
313 |
| A re-examination of growth and growth uncertainty relationship in a stochastic volatility in the mean model with time-varying parameters |
0 |
0 |
3 |
4 |
0 |
1 |
5 |
19 |
| A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates |
1 |
1 |
2 |
18 |
1 |
6 |
20 |
119 |
| A wavelet analysis of the relationship between oil and natural gas prices |
0 |
0 |
4 |
20 |
0 |
0 |
9 |
67 |
| Adversities in Syria and their relation to their physical and mental health conditions as Syrian refugees in Turkey |
1 |
1 |
3 |
3 |
1 |
2 |
9 |
9 |
| An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa |
0 |
0 |
0 |
35 |
0 |
0 |
3 |
234 |
| Analyzing South Africa’s inflation persistence using an ARFIMA model with Markov-switching fractional differencing parameter |
0 |
0 |
0 |
15 |
0 |
0 |
2 |
72 |
| Are long-run income and price elasticities of oil demand time-varying? New evidence from BRICS countries |
1 |
1 |
2 |
2 |
1 |
1 |
8 |
20 |
| Are there long-run diversification gains from the Dow Jones Islamic finance index? |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
61 |
| Are there really bubbles in oil prices? |
0 |
0 |
3 |
20 |
0 |
0 |
7 |
77 |
| Asymmetric and Time-Varying Causality between Inflation and Inflation Uncertainty in G-7 Countries |
1 |
1 |
3 |
32 |
1 |
1 |
6 |
95 |
| Asymmetric effects of inequality on real output levels of the United States |
0 |
1 |
2 |
7 |
0 |
1 |
8 |
36 |
| 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 blocco della spesa |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
112 |
| Can economic policy uncertainty and investors sentiment predict commodities returns and volatility? |
0 |
0 |
1 |
31 |
0 |
1 |
7 |
203 |
| Can volume predict Bitcoin returns and volatility? A quantiles-based approach |
3 |
4 |
43 |
229 |
10 |
28 |
147 |
714 |
| Causal Relationship between Asset Prices and Output in the United States: Evidence from the State-Level Panel Granger Causality Test |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
23 |
| Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach |
0 |
0 |
0 |
5 |
0 |
1 |
10 |
61 |
| Causality Between Us Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
| Causality between US economic policy and equity market uncertainties: Evidence from linear and nonlinear tests |
0 |
1 |
2 |
30 |
0 |
2 |
3 |
108 |
| Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests |
0 |
3 |
5 |
168 |
2 |
8 |
27 |
473 |
| Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model |
0 |
0 |
2 |
38 |
0 |
3 |
11 |
163 |
| 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 differenze o stazionario nel trend in un modello Markov-switching? |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
105 |
| Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data |
0 |
0 |
2 |
20 |
1 |
1 |
11 |
97 |
| Comparing the forecasting ability of financial conditions indices: The case of South Africa |
0 |
0 |
2 |
9 |
1 |
1 |
7 |
67 |
| Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach |
0 |
1 |
1 |
1 |
0 |
1 |
7 |
11 |
| Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach |
7 |
11 |
26 |
26 |
16 |
36 |
97 |
103 |
| Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks |
0 |
0 |
3 |
14 |
0 |
0 |
4 |
68 |
| Date-stamping US housing market explosivity |
1 |
1 |
2 |
5 |
1 |
2 |
5 |
47 |
| Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality-in-quantiles test |
0 |
0 |
1 |
6 |
0 |
0 |
5 |
57 |
| Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach |
0 |
0 |
0 |
4 |
0 |
0 |
5 |
39 |
| Distribution specific dependence and causality between industry-level U.S. credit and stock markets |
0 |
0 |
2 |
9 |
1 |
2 |
5 |
49 |
| Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
80 |
| Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test |
0 |
0 |
0 |
6 |
1 |
1 |
4 |
52 |
| Do oil prices and exchange rates account for agricultural commodity market spillovers? Evidence from the Diebold and Yilmaz Index |
0 |
0 |
1 |
5 |
1 |
1 |
7 |
19 |
| Do precious metal prices help in forecasting South African inflation? |
0 |
0 |
0 |
2 |
0 |
1 |
4 |
49 |
| Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test |
0 |
1 |
8 |
74 |
3 |
5 |
25 |
278 |
| Does country risks predict stock returns and volatility? Evidence from a nonparametric approach |
0 |
0 |
3 |
11 |
0 |
0 |
6 |
61 |
| Does inflation cause gold market price changes? evidence on the G7 countries from the tests of nonparametric quantile causality in mean and variance |
0 |
0 |
2 |
7 |
0 |
1 |
6 |
53 |
| Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test |
0 |
0 |
1 |
8 |
0 |
1 |
2 |
31 |
| Does oil predict gold? A nonparametric causality-in-quantiles approach |
0 |
0 |
5 |
17 |
0 |
0 |
11 |
89 |
| Does speculation in the oil market drive investor herding in emerging stock markets? |
1 |
2 |
7 |
20 |
1 |
5 |
14 |
107 |
| Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test |
0 |
2 |
8 |
43 |
0 |
3 |
20 |
128 |
| Dynamic Relationship Between Oil Price And Inflation In South Africa |
1 |
1 |
5 |
56 |
2 |
2 |
8 |
168 |
| Dynamic return and volatility spillovers among S&P 500, crude oil, and gold |
0 |
2 |
3 |
7 |
2 |
4 |
12 |
24 |
| Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window |
3 |
7 |
23 |
187 |
4 |
10 |
48 |
517 |
| Effect of Global Shocks and Volatility on Herd Behavior in an Emerging Market: Evidence from Borsa Istanbul |
0 |
0 |
1 |
3 |
1 |
1 |
4 |
26 |
| Effectiveness of Inflation Targeting in Turkey |
0 |
0 |
1 |
68 |
0 |
0 |
4 |
177 |
| Effectiveness of monetary policy under the high and low economic uncertainty states: evidence from the major Asian economies |
5 |
5 |
5 |
5 |
6 |
6 |
6 |
6 |
| Effects of COVID-19 on cryptocurrency and emerging market connectedness: Empirical evidence from quantile, frequency, and lasso networks |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
| El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements |
0 |
1 |
1 |
2 |
1 |
2 |
3 |
7 |
| EuroConference 2013 Symposium: International Conference on Business, Economics and Finance |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
41 |
| Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns |
0 |
0 |
0 |
13 |
0 |
0 |
3 |
80 |
| Evolving United States stock market volatility: The role of conventional and unconventional monetary policies |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
3 |
| Examining the Effect of Globalization on Insurance Activities in Large Emerging Market Economies |
0 |
0 |
0 |
10 |
0 |
0 |
10 |
39 |
| Examining the interactive growth effect of development aid and institutional quality in Sub-Saharan Africa |
1 |
1 |
1 |
6 |
1 |
1 |
4 |
18 |
| Exchange rate and oil price pass-through in the BRICS countries: Evidence from the spillover index and rolling-sample analysis |
1 |
1 |
6 |
6 |
1 |
2 |
12 |
23 |
| Fed’s unconventional monetary policy and risk spillover in the US financial markets |
0 |
0 |
4 |
6 |
2 |
3 |
16 |
39 |
| Financial integration in small Islands: The case of Cyprus |
0 |
0 |
1 |
18 |
0 |
0 |
2 |
54 |
| Firm-level political risk and asymmetric volatility |
0 |
1 |
2 |
6 |
0 |
2 |
12 |
38 |
| Fiscal Policy Shocks and the Dynamics of Asset Prices |
0 |
0 |
0 |
13 |
0 |
1 |
1 |
31 |
| Flexible Time-Varying Betas in a Novel Mixture Innovation Factor Model with Latent Threshold |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
11 |
| Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
114 |
| Forecasting South African inflation using non-linearmodels: a weighted loss-based evaluation |
0 |
0 |
1 |
11 |
0 |
0 |
2 |
54 |
| Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model |
0 |
2 |
5 |
40 |
2 |
5 |
13 |
150 |
| Forecasting US real private residential fixed investment using a large number of predictors |
0 |
0 |
0 |
12 |
1 |
7 |
11 |
90 |
| Forecasting aggregate retail sales: The case of South Africa |
1 |
2 |
3 |
20 |
1 |
3 |
13 |
115 |
| Forecasting core inflation: the case of South Africa |
0 |
0 |
1 |
4 |
0 |
0 |
1 |
20 |
| Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model |
0 |
3 |
11 |
69 |
2 |
11 |
35 |
234 |
| Geopolitical risks and stock market dynamics of the BRICS |
3 |
7 |
22 |
81 |
4 |
14 |
58 |
333 |
| Global risk exposures and industry diversification with Shariah-compliant equity sectors |
0 |
0 |
3 |
14 |
0 |
0 |
4 |
70 |
| Herding behavior in real estate markets: Novel evidence from a Markov-switching model |
0 |
0 |
0 |
15 |
2 |
2 |
6 |
64 |
| High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
4 |
| Housing and the Great Depression |
0 |
0 |
1 |
10 |
2 |
3 |
17 |
109 |
| Housing and the business cycle in South Africa |
0 |
0 |
1 |
21 |
0 |
1 |
6 |
124 |
| Housing sector and economic policy uncertainty: A GMM panel VAR approach |
0 |
2 |
13 |
13 |
0 |
4 |
37 |
37 |
| INTERNATIONAL LABOUR FORCE PARTICIPATION RATES BY GENDER: UNIT ROOT OR STRUCTURAL BREAKS? |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
68 |
| IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST |
0 |
0 |
4 |
17 |
1 |
1 |
16 |
75 |
| Impact of macroeconomic factors and country risk ratings on GCC stock markets: evidence from a dynamic panel threshold model with regime switching |
0 |
0 |
1 |
16 |
0 |
0 |
5 |
53 |
| Income inequality and economic growth: A re‐examination of theory and evidence |
0 |
0 |
4 |
7 |
0 |
0 |
15 |
26 |
| Insurance and economic policy uncertainty |
0 |
4 |
14 |
22 |
1 |
9 |
43 |
88 |
| Insurance-growth nexus in Africa |
0 |
0 |
3 |
10 |
1 |
5 |
17 |
60 |
| Interactions between real economic and financial sides of the US economy in a regime-switching environment |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
39 |
| International stock return predictability: Is the role of U.S. time-varying? |
0 |
0 |
1 |
10 |
0 |
0 |
4 |
59 |
| Investor herds and regime-switching: Evidence from Gulf Arab stock markets |
2 |
2 |
4 |
65 |
4 |
6 |
17 |
236 |
| 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 |
1 |
1 |
5 |
66 |
1 |
1 |
9 |
238 |
| Is there a role for Islamic bonds in global diversification strategies? |
0 |
0 |
1 |
11 |
0 |
0 |
3 |
52 |
| Kuznets Curve for the US: A Reconsideration Using Cosummability |
0 |
0 |
1 |
11 |
0 |
1 |
5 |
59 |
| LPPLS bubble indicators over two centuries of the S&P 500 index |
0 |
1 |
3 |
18 |
0 |
4 |
8 |
75 |
| Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio |
0 |
0 |
0 |
4 |
0 |
0 |
3 |
22 |
| Long memory, economic policy uncertainty and forecasting US inflation: a Bayesian VARFIMA approach |
1 |
2 |
2 |
9 |
2 |
5 |
9 |
46 |
| Military expenditure, economic growth and structural instability: a case study of South Africa |
0 |
0 |
0 |
25 |
0 |
0 |
2 |
115 |
| Modelling the Dynamic Interaction between Economic Policy Uncertainty and Commodity Prices in India: The Dynamic Autoregressive Distributed Lag Approach |
0 |
0 |
6 |
6 |
1 |
1 |
13 |
13 |
| Modelling the employment, income and price elasticities of outbound tourism demand in OECD countries |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
5 |
| Moving out of the linear rut: A period-specific and regime-dependent exchange rate and oil price pass-through in the BRICS countries |
0 |
0 |
2 |
3 |
1 |
1 |
18 |
28 |
| Multifractality of the Istanbul and Moscow Stock Market Returns |
0 |
0 |
0 |
45 |
1 |
1 |
2 |
193 |
| Oil price uncertainty and movements in the US government bond risk premia |
0 |
0 |
1 |
7 |
1 |
3 |
15 |
97 |
| On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test |
1 |
1 |
1 |
8 |
1 |
1 |
5 |
54 |
| On the Determinants of Green Technology Diffusion: An Empirical Analysis of Economic, Social, Political, and Environmental Factors |
1 |
1 |
2 |
2 |
2 |
5 |
16 |
16 |
| On the Dynamic Connectedness of the Stock, Oil, Clean Energy, and Technology Markets |
0 |
1 |
2 |
2 |
1 |
3 |
11 |
11 |
| On the Nonlinear Causality Between Inflation and Inflation Uncertainty in the G3 Countries |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
| On the nexus among carbon dioxide emissions, energy consumption and economic growth in G-7 countries: new insights from the historical decomposition approach |
0 |
0 |
1 |
5 |
0 |
0 |
5 |
35 |
| On the nonlinear causality between inflation and inflation uncertainty in the G3 countries |
0 |
0 |
0 |
83 |
0 |
0 |
1 |
216 |
| On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach |
0 |
1 |
5 |
19 |
0 |
1 |
10 |
105 |
| On the time‐varying links between oil and gold: New insights from the rolling and recursive rolling approaches |
0 |
0 |
1 |
12 |
0 |
0 |
7 |
54 |
| Openness and financial development: time series evidence for Turkey |
0 |
0 |
0 |
44 |
2 |
2 |
5 |
136 |
| PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY†IN†QUANTILES TEST |
0 |
0 |
0 |
3 |
0 |
0 |
3 |
26 |
| Partisan Conflict and Income Inequality in the United States: A Nonparametric Causality-in-Quantiles Approach |
0 |
0 |
1 |
30 |
0 |
1 |
18 |
132 |
| Periodically collapsing bubbles in the South African stock market |
1 |
1 |
2 |
16 |
1 |
2 |
6 |
86 |
| Persistence in Inflation: Does Aggregation Cause Long Memory? |
0 |
0 |
1 |
43 |
0 |
0 |
2 |
135 |
| Persistence of precious metal prices: A fractional integration approach with structural breaks |
0 |
0 |
1 |
16 |
0 |
1 |
7 |
96 |
| Predicting BRICS stock returns using ARFIMA models |
0 |
0 |
1 |
54 |
0 |
1 |
4 |
160 |
| Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets |
0 |
0 |
3 |
7 |
1 |
2 |
9 |
38 |
| Regime switching model of US crude oil and stock market prices: 1859 to 2013 |
1 |
1 |
6 |
86 |
2 |
3 |
25 |
290 |
| Regional and global spillovers and diversification opportunities in the GCC equity sectors |
1 |
1 |
2 |
14 |
1 |
2 |
6 |
78 |
| Revisiting the Exchange Rate Pass‐Through to Inflation in Africa’s Two Largest Economies: Nigeria and South Africa |
1 |
2 |
2 |
8 |
1 |
4 |
7 |
34 |
| Revisiting the causality between electricity consumption and economic growth in South Africa: a bootstrap rolling-window approach |
0 |
0 |
0 |
29 |
0 |
0 |
7 |
110 |
| Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk |
0 |
0 |
0 |
19 |
5 |
9 |
21 |
119 |
| Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets |
0 |
1 |
5 |
5 |
1 |
3 |
17 |
18 |
| South Africa’s economic response to monetary policy uncertainty |
0 |
0 |
1 |
13 |
0 |
0 |
7 |
47 |
| Spillover dynamics across price inflation and selected agricultural commodity prices |
0 |
0 |
0 |
1 |
1 |
1 |
7 |
17 |
| Spillover effects in oil-related CDS markets during and after the sub-prime crisis |
0 |
0 |
4 |
6 |
1 |
1 |
10 |
16 |
| Spillover of mortgage default risks in the United States: Evidence from metropolitan statistical areas and states |
0 |
0 |
1 |
3 |
0 |
0 |
2 |
13 |
| Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets |
0 |
0 |
2 |
57 |
0 |
0 |
5 |
201 |
| THE EFFECTS OF FINANCIAL DEVELOPMENT ON INVESTMENT IN TURKEY |
1 |
1 |
3 |
12 |
1 |
1 |
7 |
41 |
| Temporal causality between house prices and output in the US: A bootstrap rolling-window approach |
0 |
0 |
1 |
16 |
1 |
1 |
9 |
118 |
| Terorizmin Turkiye Finansal Piyasalari Uzerine Etkisi: Ampirik Bir Calisma |
0 |
0 |
1 |
15 |
1 |
3 |
4 |
64 |
| Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries |
0 |
0 |
0 |
3 |
0 |
2 |
6 |
35 |
| Testing the asymmetric effects of exchange rate pass‐through in BRICS countries: Does the state of the economy matter? |
0 |
1 |
1 |
6 |
0 |
1 |
7 |
23 |
| Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach |
0 |
1 |
4 |
22 |
0 |
2 |
12 |
99 |
| Testing the dependency theory on small island economies: The case of Cyprus |
0 |
2 |
4 |
67 |
1 |
6 |
19 |
268 |
| The COVID-19 effects on agricultural commodity markets |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
2 |
| The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach |
0 |
0 |
5 |
82 |
1 |
1 |
14 |
250 |
| The Effect of Global Shocks and Volatility on Herd Behavior in Borsa Istanbul |
1 |
1 |
1 |
28 |
2 |
10 |
21 |
145 |
| The Effectiveness Of Monetary Policy In South Africa Under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model |
1 |
5 |
9 |
64 |
5 |
19 |
46 |
337 |
| The Growth-Inflation Nexus for the U.S. from 1801 to 2013: A Semiparametric Approach |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
| The Impact of Energy Market Uncertainty Shocks on Energy Transition in Europe |
1 |
1 |
1 |
36 |
2 |
2 |
7 |
111 |
| The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis |
0 |
1 |
1 |
11 |
0 |
1 |
3 |
72 |
| The Long-Run and Short-Run Exchange Rate Pass-Through during the Period of Economic Reforms in Nigeria: Is it Complete or Incomplete? |
0 |
1 |
8 |
31 |
3 |
10 |
34 |
138 |
| The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach |
1 |
1 |
3 |
3 |
2 |
2 |
7 |
7 |
| The Time-Varying Effect of Asset Prices on Turkey’s Circular Economy |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
6 |
| The causal nexus between oil prices and equity market in the U.S.: A regime switching model |
0 |
1 |
5 |
91 |
0 |
1 |
11 |
344 |
| The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains |
0 |
1 |
5 |
35 |
0 |
2 |
19 |
131 |
| The dynamic response of the rand real exchange rate to fundamental shocks |
0 |
1 |
1 |
5 |
0 |
2 |
3 |
30 |
| The effect of global and regional stock market shocks on safe haven assets |
0 |
0 |
3 |
6 |
0 |
0 |
6 |
16 |
| The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective |
0 |
0 |
0 |
4 |
0 |
0 |
4 |
45 |
| The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach |
0 |
0 |
2 |
37 |
0 |
2 |
8 |
119 |
| The export-output growth nexus in Japan: a bootstrap rolling window approach |
0 |
0 |
3 |
54 |
1 |
2 |
10 |
253 |
| The growth-inflation nexus for the U.S. from 1801 to 2013: A semiparametric approach |
0 |
0 |
1 |
19 |
1 |
1 |
3 |
66 |
| The impact of US policy uncertainty on the monetary effectiveness in the Euro area |
0 |
1 |
9 |
30 |
0 |
6 |
29 |
133 |
| The impact of oil prices on the stock returns in Turkey: A TVP-VAR approach |
1 |
2 |
10 |
36 |
3 |
6 |
28 |
103 |
| The investment volatility-dampening role of foreign aid in poor sub-Saharan African countries |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| The migration of fear: An analysis of migration choices of Syrian refugees |
1 |
1 |
10 |
18 |
2 |
4 |
26 |
74 |
| The nexus between the oil price and its volatility risk in a stochastic volatility in the mean model with time-varying parameters |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
30 |
| The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand |
0 |
0 |
1 |
31 |
0 |
0 |
3 |
124 |
| The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
11 |
| The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis |
0 |
1 |
2 |
2 |
0 |
2 |
5 |
5 |
| The relationship between oil and agricultural commodity prices in South Africa: A quantile causality approach |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
24 |
| The relationship between oil and agricultural commodity prices in south africa: a quantile causality approach |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
66 |
| The relationship between the inflation rate and inequality across U.S. states: a semiparametric approach |
0 |
1 |
5 |
13 |
1 |
5 |
29 |
98 |
| The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method |
0 |
0 |
2 |
14 |
1 |
2 |
8 |
67 |
| The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test |
0 |
0 |
1 |
11 |
0 |
1 |
4 |
72 |
| The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea |
0 |
0 |
3 |
24 |
0 |
0 |
17 |
136 |
| The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach |
0 |
1 |
4 |
21 |
1 |
3 |
13 |
101 |
| The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method |
2 |
2 |
8 |
32 |
4 |
7 |
23 |
114 |
| The synergistic effect of insurance and banking sector activities on economic growth in Africa |
0 |
0 |
0 |
14 |
2 |
2 |
9 |
121 |
| The time-varying causality between spot and futures crude oil prices: A regime switching approach |
0 |
0 |
2 |
26 |
0 |
1 |
5 |
134 |
| The volatility effect on precious metals price returns in a stochastic volatility in mean model with time-varying parameters |
0 |
0 |
1 |
4 |
0 |
0 |
2 |
29 |
| Time-varying causality between research output and economic growth in US |
0 |
0 |
1 |
6 |
1 |
1 |
5 |
39 |
| Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality |
0 |
0 |
3 |
4 |
0 |
0 |
9 |
16 |
| Time-varying impact of pandemics on global output growth |
0 |
0 |
4 |
6 |
0 |
0 |
9 |
18 |
| Time-varying linkages between tourism receipts and economic growth in South Africa |
0 |
0 |
1 |
17 |
1 |
1 |
4 |
95 |
| Time-varying linkages between tourism receipts and economic growth in a small open economy |
1 |
2 |
6 |
73 |
2 |
3 |
20 |
286 |
| Time-varying linkages between tourism receipts and economic growth in a small open economy |
0 |
0 |
0 |
41 |
0 |
2 |
9 |
180 |
| Time-varying relationship between conventional and unconventional monetary policies and risk aversion: international evidence from time- and frequency-domains |
1 |
1 |
2 |
2 |
1 |
1 |
9 |
9 |
| Turkiye’nin Ihracat Performansi: Ihracat Hacminin Temel Belirleyicilerinin Incelenmesi (1995-2012) |
0 |
2 |
3 |
30 |
0 |
2 |
7 |
149 |
| U.S. monetary policy and the predictability of global economic synchronization patterns |
0 |
2 |
2 |
2 |
0 |
4 |
4 |
4 |
| Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Was the recent downturn in US real GDP predictable? |
0 |
0 |
1 |
17 |
0 |
1 |
4 |
101 |
| Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
23 |
| What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data |
0 |
0 |
2 |
4 |
0 |
0 |
4 |
15 |
| What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors |
0 |
0 |
2 |
25 |
3 |
3 |
13 |
116 |
| ‘Ripple’ Effects in South African House Prices |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
22 |
| Total Journal Articles |
52 |
120 |
506 |
3,990 |
158 |
414 |
1,902 |
16,527 |
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