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"Ripple" Effects in South African House Prices |
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A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry |
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28 |
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49 |
A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices |
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21 |
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80 |
A re-examination of growth and growth uncertainty relationship in a stochastic volatility in mean model with time-varying parameters |
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33 |
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84 |
An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa |
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39 |
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338 |
Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter |
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33 |
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69 |
Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter |
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43 |
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141 |
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries |
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73 |
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries |
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38 |
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110 |
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries |
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35 |
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176 |
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries |
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11 |
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168 |
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries |
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19 |
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1 |
92 |
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries |
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6 |
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84 |
Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? |
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164 |
Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? |
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74 |
Asymmetric Dynamics of Insurance Premium: The Impact of Monetary Policy Uncertainty on Insurance Premiums in Japan |
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58 |
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9 |
177 |
Asymmetric Effects of Inequality on Per Capita Real GDP of the United States |
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28 |
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10 |
184 |
Can Debt Ceiling and Government Shutdown Predict US Real Stock Returns? A Boot-strap Rolling-Window Approach |
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4 |
136 |
Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach |
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37 |
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14 |
498 |
Can volume predict Bitcoin returns and volatility? A quantiles-based approach |
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1 |
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7 |
87 |
Carbon dioxide emissions, energy consumption and economic growth: The historical decomposition evidence from G-7 countries |
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56 |
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19 |
287 |
Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach |
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14 |
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110 |
Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test |
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31 |
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1 |
5 |
258 |
Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests |
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89 |
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12 |
627 |
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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4 |
185 |
Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests |
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1 |
1 |
4 |
195 |
Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup? |
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26 |
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156 |
Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup? |
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15 |
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2 |
74 |
Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century |
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4 |
7 |
19 |
59 |
Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data |
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10 |
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92 |
Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa |
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33 |
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109 |
Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa |
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36 |
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5 |
257 |
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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50 |
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9 |
423 |
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 |
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1 |
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143 |
Date-stamping US housing market explosivity |
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31 |
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60 |
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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9 |
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1 |
116 |
Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach |
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20 |
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2 |
77 |
Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets? |
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2 |
7 |
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5 |
37 |
Do Precious Metal Prices Help in Forecasting South African Inflation? |
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7 |
1 |
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153 |
Do Precious Metal Prices Help in Forecasting South African Inflation? |
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35 |
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1 |
87 |
Do Precious Metal Prices Help in Forecasting South African Inflation? |
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41 |
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2 |
94 |
Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations |
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0 |
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15 |
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1 |
6 |
92 |
Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis |
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0 |
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17 |
0 |
1 |
6 |
144 |
Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach |
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11 |
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4 |
87 |
Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test |
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57 |
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4 |
236 |
Does Inflation Cause Gold Market Price Changes? Evidence on the G7 Countries from the Tests of Nonparametric Quantile Causality in Mean and Variance |
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13 |
0 |
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1 |
42 |
Does Inflation Cause Gold Prices? Evidence from G7 Countries |
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1 |
79 |
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2 |
5 |
174 |
Does Oil Predict Gold? A Nonparametric Causality-in-Quantiles Approach |
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39 |
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2 |
128 |
Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test |
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25 |
1 |
1 |
4 |
126 |
Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test |
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17 |
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0 |
2 |
112 |
Does speculation in the oil market drive investor herding in net exporting nations? |
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2 |
35 |
0 |
1 |
8 |
154 |
Dynamic Relationship between Oil Price and Inflation in South Africa |
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0 |
0 |
0 |
0 |
0 |
3 |
505 |
Dynamic return and volatility spillovers among S&P 500, crude oil and gold |
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2 |
2 |
55 |
1 |
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8 |
187 |
Economic Policy Uncertainty and Insurance |
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29 |
0 |
1 |
15 |
279 |
Effect of Temperature on the Spread of Contagious Diseases: Evidence from over 2000 Years of Data |
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10 |
10 |
10 |
2 |
9 |
9 |
9 |
Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty |
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0 |
0 |
91 |
0 |
1 |
15 |
255 |
Effectives of Monetary Policy under the High and Low Economic Uncertainty States: Evidence from the Major Asian Economies |
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1 |
2 |
20 |
0 |
2 |
9 |
38 |
El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements |
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0 |
0 |
0 |
0 |
0 |
2 |
22 |
Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies |
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0 |
0 |
22 |
6 |
8 |
21 |
85 |
Examining the Causal Relationship between Globalization and Insurance Activities in Large Emerging Market (LEM) Economies: Evidence from Bootstrap Panel Granger Causality |
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0 |
0 |
35 |
0 |
0 |
3 |
96 |
Examining the Interactive Growth Effect of Development Aid and Institutional Quality in Sub-Saharan Africa |
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0 |
1 |
30 |
1 |
1 |
6 |
143 |
Exchange rate and oil price pass-through to inflation in BRICS countries: Evidence from the spillover index and rolling-sample analysis |
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0 |
2 |
50 |
1 |
3 |
9 |
194 |
Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets |
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0 |
2 |
57 |
0 |
1 |
7 |
203 |
Financial Connectedness and Risk Transmission Among MENA Countries: Evidence from Connectedness Network and Clustering Analysis |
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17 |
17 |
0 |
1 |
8 |
8 |
Firm-Level Political Risk and Asymmetric Volatility |
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0 |
0 |
10 |
1 |
2 |
5 |
52 |
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience |
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1 |
3 |
41 |
0 |
2 |
6 |
204 |
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience |
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0 |
0 |
23 |
0 |
0 |
2 |
182 |
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience |
0 |
0 |
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38 |
0 |
0 |
1 |
217 |
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience |
0 |
0 |
0 |
27 |
0 |
1 |
3 |
127 |
Forecasting Aggregate Retail Sales: The Case of South Africa |
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0 |
2 |
45 |
3 |
8 |
17 |
239 |
Forecasting Aggregate Retail Sales: The Case of South Africa |
0 |
0 |
0 |
35 |
0 |
1 |
2 |
324 |
Forecasting Core Inflation: The Case of South Africa |
1 |
1 |
1 |
68 |
1 |
2 |
12 |
295 |
Forecasting Core Inflation: The Case of South Africa |
0 |
0 |
0 |
29 |
0 |
0 |
2 |
94 |
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
203 |
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes |
0 |
0 |
0 |
16 |
0 |
1 |
2 |
167 |
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes |
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0 |
1 |
29 |
0 |
2 |
7 |
169 |
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes |
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1 |
2 |
22 |
1 |
2 |
4 |
214 |
Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation |
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0 |
0 |
66 |
0 |
1 |
3 |
166 |
Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation |
0 |
0 |
0 |
42 |
1 |
1 |
5 |
259 |
Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model |
0 |
0 |
0 |
69 |
0 |
1 |
9 |
252 |
Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model |
0 |
0 |
0 |
33 |
0 |
0 |
1 |
84 |
Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model |
0 |
0 |
0 |
60 |
0 |
0 |
5 |
155 |
Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors |
0 |
1 |
1 |
48 |
0 |
1 |
3 |
150 |
Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors |
0 |
0 |
0 |
38 |
0 |
0 |
1 |
231 |
Geopolitical Risks and Stock Market Dynamics of the BRICS |
0 |
0 |
0 |
31 |
1 |
1 |
7 |
236 |
High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
31 |
House Values and Proximity to a Landfill: A Quantile Regression Framework |
0 |
0 |
0 |
17 |
0 |
1 |
4 |
93 |
House Values and Proximity to a Landfill: A Quantile Regression Framework |
0 |
0 |
1 |
26 |
0 |
1 |
4 |
136 |
Housing and the Business Cycle in South Africa |
0 |
0 |
0 |
31 |
1 |
1 |
4 |
187 |
Housing and the Business Cycle in South Africa |
0 |
0 |
0 |
45 |
0 |
2 |
5 |
278 |
Housing and the Great Depression |
0 |
0 |
1 |
16 |
0 |
0 |
4 |
150 |
Housing and the Great Depression |
0 |
0 |
0 |
69 |
1 |
4 |
9 |
549 |
Housing and the Great Depression |
0 |
0 |
0 |
58 |
0 |
0 |
5 |
118 |
How Does the Economic Uncertainty Affect Asset Prices under Normal and Financial Distress Times? |
0 |
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1 |
10 |
0 |
0 |
6 |
14 |
IS THE RELATIONSHIP BETWEEN MONETARY POLICY AND HOUSE PRICES ASYMMETRIC IN SOUTH AFRICA? EVIDENCE FROM A MARKOV-SWITCHING VECTOR AUTOREGRESSIVE MODEL |
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0 |
0 |
20 |
0 |
0 |
2 |
253 |
Identifying Periods of US Housing Market Explosivity |
0 |
0 |
0 |
20 |
0 |
3 |
4 |
123 |
Identifying Periods of US Housing Market Explosivity |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
70 |
Identifying Periods of US Housing Market Explosivity |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
65 |
Income Inequality and Economic Growth: A Re-Examination of Theory and Evidence |
0 |
0 |
0 |
72 |
0 |
1 |
8 |
282 |
Inequality in Carbon Intensity in EU-28: Analysis Based on Club Convergence |
0 |
0 |
1 |
20 |
0 |
1 |
3 |
63 |
Insurance-Growth Nexus in Africa |
0 |
0 |
0 |
57 |
2 |
3 |
15 |
245 |
International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? |
0 |
0 |
0 |
12 |
2 |
2 |
5 |
199 |
International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? |
0 |
0 |
0 |
92 |
0 |
0 |
2 |
334 |
International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
89 |
International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
114 |
International Stock Return Predictability: Is the Role of U.S. Time-Varying? |
0 |
0 |
0 |
21 |
0 |
0 |
2 |
92 |
International Stock Return Predictability: Is the Role of U.S. Time-Varying? |
0 |
0 |
1 |
29 |
1 |
1 |
6 |
158 |
Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test |
0 |
0 |
0 |
22 |
0 |
0 |
4 |
112 |
Is the Rand Really Decoupled from Economic Fundamentals? |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
103 |
Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode |
0 |
0 |
0 |
21 |
0 |
0 |
4 |
232 |
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 |
0 |
1 |
281 |
Kuznets Curve for the US: A Reconsideration Using Cosummability |
0 |
0 |
0 |
46 |
0 |
0 |
5 |
136 |
LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index |
0 |
0 |
0 |
0 |
3 |
5 |
26 |
216 |
Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
17 |
Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach |
0 |
0 |
0 |
13 |
0 |
1 |
6 |
251 |
Military Expenditure, Economic Growth and Structural Instability: A Case Study of South Africa |
0 |
0 |
0 |
12 |
0 |
2 |
7 |
223 |
Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration |
0 |
0 |
0 |
22 |
0 |
0 |
3 |
56 |
Oil Price Uncertainty and Movements in the US Government Bond Risk Premia |
0 |
0 |
0 |
15 |
0 |
0 |
4 |
89 |
Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data |
0 |
0 |
0 |
15 |
2 |
2 |
9 |
26 |
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 |
3 |
81 |
On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal |
0 |
0 |
0 |
6 |
0 |
0 |
11 |
18 |
On the time-varying links between oil and gold: New insights from the rolling and recursive rolling approaches |
0 |
0 |
3 |
55 |
2 |
3 |
8 |
155 |
Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
55 |
Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
82 |
Periodically Collapsing Bubbles in the South African Stock Market |
0 |
0 |
0 |
26 |
0 |
0 |
8 |
145 |
Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks |
0 |
0 |
0 |
9 |
0 |
1 |
3 |
114 |
Persistence of precious metal prices: a fractional integration approach with structural breaks |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
66 |
Point Optimal Invariant Tests of a Unit Root in Models with Structural Change |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
73 |
Predicting BRICS Stock Returns Using ARFIMA Models |
0 |
0 |
0 |
62 |
0 |
2 |
7 |
333 |
Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
76 |
Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test |
0 |
0 |
0 |
40 |
0 |
0 |
5 |
119 |
Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets |
0 |
0 |
2 |
43 |
1 |
2 |
9 |
155 |
Rare Disaster Risks and Gold over 700 Years: Evidence from Nonparametric Quantile Regressions |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
31 |
Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013 |
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0 |
1 |
160 |
0 |
0 |
4 |
301 |
Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013 |
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0 |
0 |
0 |
0 |
0 |
4 |
195 |
Revisiting Herding Behavior in REITs: A Regime-Switching Approach |
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0 |
0 |
22 |
1 |
2 |
7 |
163 |
Revisiting Herding Behavior in REITs: A RegimeSwitching Approach |
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0 |
1 |
34 |
0 |
3 |
8 |
206 |
Revisiting the Causal Relationship between Energy Consumption and Economic Growth in South Africa: Evidence from a Bootstrap Rolling Window Approach |
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0 |
0 |
0 |
1 |
1 |
5 |
155 |
Revisiting the Causality between Electricity Consumption and Economic Growth in South Africa: A Bootstrap Rolling-Window Approach |
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0 |
0 |
1 |
0 |
0 |
2 |
241 |
Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk |
0 |
0 |
0 |
38 |
0 |
1 |
31 |
286 |
Sources of Macroeconomic Fluctuations in MENA Countries |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
131 |
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 |
97 |
Spillover Dynamics Across Price Inflation and Selected Agricultural Commodity Prices |
0 |
0 |
0 |
18 |
1 |
3 |
7 |
72 |
Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States |
0 |
0 |
0 |
11 |
1 |
1 |
4 |
88 |
THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD |
1 |
4 |
5 |
51 |
1 |
4 |
10 |
293 |
Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach |
0 |
0 |
0 |
15 |
0 |
1 |
4 |
185 |
Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-Window Approach |
0 |
1 |
1 |
47 |
1 |
4 |
6 |
264 |
Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries |
0 |
0 |
0 |
9 |
0 |
0 |
5 |
132 |
Testing the Asymmetric Effects of Exchange Rate and Oil Price Pass-Through in BRICS Countries: Does the state of the economy matter? |
1 |
1 |
4 |
63 |
2 |
2 |
11 |
176 |
Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach |
0 |
1 |
1 |
26 |
1 |
3 |
5 |
192 |
Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach |
0 |
0 |
0 |
76 |
0 |
1 |
2 |
358 |
Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach |
0 |
0 |
0 |
32 |
0 |
1 |
2 |
186 |
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 |
1 |
20 |
1,253 |
The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains |
0 |
0 |
0 |
62 |
0 |
1 |
5 |
198 |
The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains |
0 |
1 |
2 |
56 |
0 |
2 |
6 |
112 |
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 |
4 |
218 |
The Dynamics of Energy Intensity Convergence in the EU-28 Countries |
1 |
1 |
1 |
51 |
3 |
4 |
6 |
156 |
The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective |
0 |
0 |
0 |
5 |
0 |
1 |
5 |
143 |
The Effect of Investor Sentiment on Gold Market Dynamics |
0 |
0 |
0 |
31 |
1 |
2 |
13 |
187 |
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 |
0 |
0 |
4 |
225 |
The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach |
0 |
0 |
0 |
56 |
0 |
1 |
4 |
81 |
The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach |
0 |
0 |
0 |
28 |
0 |
2 |
4 |
110 |
The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes |
0 |
0 |
0 |
9 |
1 |
1 |
2 |
82 |
The Links between Crude Oil Prices and GCC Stock Markets: Evidence from Time-Varying Granger Causality Tests |
0 |
0 |
0 |
28 |
0 |
0 |
3 |
134 |
The Long-run Effect of Geopolitical Risks on Insurance Premiums |
0 |
0 |
3 |
59 |
6 |
11 |
23 |
297 |
The Migration of Fear: An Analysis of Migration Choices of Syrian Refugees |
0 |
0 |
3 |
102 |
0 |
3 |
11 |
307 |
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US |
1 |
1 |
1 |
58 |
1 |
1 |
2 |
163 |
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US |
0 |
0 |
0 |
43 |
1 |
1 |
3 |
223 |
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US |
0 |
0 |
0 |
57 |
2 |
3 |
8 |
173 |
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US |
1 |
1 |
1 |
40 |
1 |
1 |
3 |
96 |
The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test |
0 |
0 |
0 |
23 |
0 |
2 |
3 |
99 |
The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis |
0 |
0 |
0 |
17 |
0 |
0 |
2 |
40 |
The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach |
0 |
0 |
0 |
38 |
0 |
2 |
3 |
206 |
The Relationship between the Inflation Rate and Inequality across U.S. States: A Semiparametric Approach |
0 |
1 |
3 |
30 |
0 |
2 |
5 |
91 |
The Relationship between the Inflation Rate and Inequality across US States: A Semiparametric Approach |
0 |
0 |
0 |
24 |
0 |
0 |
2 |
142 |
The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach |
0 |
0 |
0 |
8 |
0 |
0 |
8 |
60 |
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 |
0 |
1 |
109 |
The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model |
0 |
0 |
0 |
56 |
0 |
0 |
2 |
94 |
The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model |
0 |
1 |
1 |
46 |
0 |
2 |
4 |
155 |
The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach |
0 |
0 |
0 |
19 |
0 |
0 |
6 |
82 |
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 |
7 |
143 |
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 |
2 |
8 |
123 |
The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method |
0 |
0 |
0 |
19 |
0 |
1 |
6 |
166 |
The South African Economic Response to Monetary Policy Uncertainty |
0 |
0 |
0 |
61 |
0 |
0 |
2 |
86 |
The Synergistic Effect of Insurance and Banking Sector Activities on Economic Growth in Africa |
0 |
0 |
0 |
41 |
0 |
1 |
8 |
148 |
The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis |
0 |
0 |
0 |
38 |
0 |
0 |
4 |
139 |
The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis |
0 |
0 |
5 |
100 |
3 |
4 |
15 |
395 |
The links between crude oil prices and GCC stock markets: Evidence from time-varying Granger causality tests |
0 |
0 |
1 |
56 |
0 |
1 |
7 |
165 |
The nexus between the oil price and its volatility in a stochastic volatility in mean model with time-varying parameters |
0 |
0 |
0 |
55 |
2 |
3 |
5 |
93 |
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 |
1 |
2 |
5 |
153 |
The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method |
0 |
0 |
1 |
53 |
0 |
0 |
4 |
74 |
The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach |
0 |
0 |
1 |
66 |
0 |
0 |
6 |
77 |
The volatility effect on precious metals prices in a stochastic volatility in mean model with time-varying parameters |
0 |
0 |
1 |
70 |
1 |
1 |
6 |
270 |
Time-Varying Causality between Research Output and Economic Growth in the US |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
130 |
Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
39 |
Time-Varying Impact of Pandemics on Global Output Growth |
0 |
0 |
0 |
11 |
0 |
0 |
4 |
72 |
Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
126 |
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 |
11 |
101 |
Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times |
0 |
0 |
3 |
33 |
1 |
2 |
8 |
102 |
Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning |
0 |
0 |
0 |
38 |
1 |
1 |
3 |
80 |
Was the Recent Downturn in US GDP Predictable? |
0 |
0 |
0 |
81 |
0 |
0 |
1 |
156 |
Was the Recent Downturn in US GDP Predictable? |
0 |
0 |
0 |
46 |
0 |
0 |
2 |
80 |
Was the Recent Downturn in US GDP Predictable? |
0 |
0 |
0 |
71 |
0 |
0 |
1 |
183 |
Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
65 |
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 |
0 |
0 |
3 |
44 |
Total Working Papers |
10 |
35 |
113 |
7,136 |
92 |
238 |
1,087 |
33,003 |
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 |
1 |
6 |
319 |
A re-examination of growth and growth uncertainty relationship in a stochastic volatility in the mean model with time-varying parameters |
0 |
0 |
0 |
4 |
2 |
2 |
3 |
22 |
A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates |
0 |
0 |
2 |
20 |
1 |
2 |
34 |
153 |
A wavelet analysis of the relationship between oil and natural gas prices |
1 |
1 |
1 |
21 |
1 |
2 |
7 |
74 |
Adversities in Syria and their relation to their physical and mental health conditions as Syrian refugees in Turkey |
0 |
0 |
1 |
4 |
0 |
1 |
6 |
15 |
An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa |
0 |
0 |
0 |
35 |
1 |
1 |
2 |
236 |
Analyzing South Africa’s inflation persistence using an ARFIMA model with Markov-switching fractional differencing parameter |
0 |
0 |
0 |
15 |
0 |
0 |
5 |
77 |
Are long-run income and price elasticities of oil demand time-varying? New evidence from BRICS countries |
0 |
1 |
4 |
6 |
0 |
1 |
13 |
33 |
Are there long-run diversification gains from the Dow Jones Islamic finance index? |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
62 |
Are there really bubbles in oil prices? |
0 |
0 |
2 |
22 |
0 |
0 |
5 |
82 |
Assessing the Effects of Natural Resource Extraction on Carbon Emissions and Energy Consumption in Sub-Saharan Africa: A STIRPAT Model Approach |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
2 |
Asymmetric and Time-Varying Causality between Inflation and Inflation Uncertainty in G-7 Countries |
0 |
0 |
1 |
33 |
0 |
2 |
5 |
100 |
Asymmetric dynamics of insurance premium: the impact of monetary policy uncertainty on insurance premiums in Japan |
0 |
2 |
6 |
14 |
1 |
6 |
17 |
35 |
Asymmetric effects of inequality on real output levels of the United States |
0 |
1 |
2 |
9 |
0 |
1 |
6 |
42 |
Boosting Energy Efficiency in Turkey: The Role of Public–Private Partnership Investment |
1 |
1 |
1 |
1 |
1 |
1 |
2 |
2 |
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 |
1 |
17 |
0 |
0 |
4 |
116 |
Can economic policy uncertainty and investors sentiment predict commodities returns and volatility? |
0 |
2 |
3 |
34 |
1 |
4 |
18 |
221 |
Can food availability influence economic growth - the case of African countries |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
Can volume predict Bitcoin returns and volatility? A quantiles-based approach |
5 |
9 |
22 |
251 |
7 |
21 |
84 |
798 |
Causal Relationship between Asset Prices and Output in the United States: Evidence from the State-Level Panel Granger Causality Test |
0 |
0 |
1 |
7 |
0 |
0 |
2 |
25 |
Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach |
0 |
0 |
1 |
6 |
0 |
0 |
6 |
67 |
Causality Between Us Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
Causality between US economic policy and equity market uncertainties: Evidence from linear and nonlinear tests |
0 |
0 |
0 |
30 |
0 |
1 |
3 |
111 |
Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests |
0 |
1 |
2 |
170 |
1 |
6 |
25 |
498 |
Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model |
0 |
0 |
5 |
43 |
0 |
1 |
9 |
172 |
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 |
1 |
7 |
0 |
0 |
3 |
108 |
Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century |
0 |
1 |
1 |
1 |
2 |
3 |
5 |
5 |
Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data |
0 |
0 |
2 |
22 |
0 |
0 |
13 |
110 |
Comparing the forecasting ability of financial conditions indices: The case of South Africa |
0 |
0 |
0 |
9 |
0 |
1 |
5 |
72 |
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach |
0 |
0 |
3 |
4 |
0 |
0 |
7 |
18 |
Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach |
4 |
6 |
18 |
44 |
6 |
15 |
81 |
184 |
Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks |
0 |
0 |
0 |
14 |
0 |
0 |
2 |
70 |
Date-stamping US housing market explosivity |
0 |
0 |
1 |
6 |
0 |
0 |
2 |
49 |
Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality-in-quantiles test |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
59 |
Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach |
0 |
0 |
1 |
5 |
0 |
0 |
3 |
42 |
Distribution specific dependence and causality between industry-level U.S. credit and stock markets |
0 |
0 |
0 |
9 |
0 |
1 |
5 |
54 |
Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations |
0 |
0 |
0 |
17 |
1 |
2 |
4 |
84 |
Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
54 |
Do oil prices and exchange rates account for agricultural commodity market spillovers? Evidence from the Diebold and Yilmaz Index |
0 |
0 |
1 |
6 |
0 |
0 |
2 |
21 |
Do precious metal prices help in forecasting South African inflation? |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
52 |
Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test |
4 |
4 |
9 |
83 |
5 |
10 |
34 |
312 |
Does country risks predict stock returns and volatility? Evidence from a nonparametric approach |
0 |
0 |
1 |
12 |
1 |
1 |
3 |
64 |
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 |
7 |
0 |
1 |
5 |
58 |
Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test |
0 |
0 |
0 |
8 |
0 |
0 |
5 |
36 |
Does oil predict gold? A nonparametric causality-in-quantiles approach |
1 |
1 |
2 |
19 |
1 |
1 |
6 |
95 |
Does speculation in the oil market drive investor herding in emerging stock markets? |
0 |
0 |
1 |
21 |
1 |
1 |
12 |
119 |
Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test |
2 |
3 |
9 |
52 |
5 |
13 |
28 |
156 |
Dynamic Relationship Between Oil Price And Inflation In South Africa |
0 |
0 |
1 |
57 |
0 |
2 |
5 |
173 |
Dynamic return and volatility spillovers among S&P 500, crude oil, and gold |
0 |
1 |
5 |
12 |
0 |
1 |
11 |
35 |
Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window |
0 |
2 |
15 |
202 |
1 |
7 |
40 |
557 |
Effect of Global Shocks and Volatility on Herd Behavior in an Emerging Market: Evidence from Borsa Istanbul |
1 |
1 |
3 |
6 |
1 |
1 |
8 |
34 |
Effectiveness of Inflation Targeting in Turkey |
0 |
0 |
1 |
69 |
1 |
1 |
4 |
181 |
Effectiveness of monetary policy under the high and low economic uncertainty states: evidence from the major Asian economies |
0 |
0 |
2 |
7 |
0 |
2 |
13 |
19 |
Effects of COVID-19 on cryptocurrency and emerging market connectedness: Empirical evidence from quantile, frequency, and lasso networks |
0 |
1 |
4 |
4 |
1 |
3 |
12 |
13 |
El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
8 |
Environmental sustainability in the OECD: The power of digitalization, green innovation, renewable energy and financial development |
0 |
1 |
1 |
1 |
3 |
8 |
9 |
9 |
EuroConference 2013 Symposium: International Conference on Business, Economics and Finance |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
42 |
Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns |
0 |
0 |
2 |
15 |
1 |
1 |
6 |
86 |
Evolving United States stock market volatility: The role of conventional and unconventional monetary policies |
0 |
0 |
4 |
4 |
7 |
7 |
14 |
17 |
Examining the Effect of Globalization on Insurance Activities in Large Emerging Market Economies |
0 |
0 |
0 |
10 |
0 |
0 |
5 |
44 |
Examining the interactive growth effect of development aid and institutional quality in Sub-Saharan Africa |
0 |
0 |
1 |
7 |
1 |
1 |
3 |
21 |
Exchange rate and oil price pass-through in the BRICS countries: Evidence from the spillover index and rolling-sample analysis |
0 |
0 |
2 |
8 |
0 |
1 |
5 |
28 |
Fed’s unconventional monetary policy and risk spillover in the US financial markets |
0 |
1 |
3 |
9 |
2 |
3 |
11 |
50 |
Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis1 |
0 |
0 |
1 |
1 |
2 |
3 |
16 |
16 |
Financial integration in small Islands: The case of Cyprus |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
55 |
Firm-level political risk and asymmetric volatility |
0 |
0 |
2 |
8 |
0 |
3 |
9 |
47 |
Fiscal Policy Shocks and the Dynamics of Asset Prices |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
32 |
Flexible Time-Varying Betas in a Novel Mixture Innovation Factor Model with Latent Threshold |
0 |
0 |
1 |
1 |
1 |
1 |
4 |
15 |
Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
116 |
Forecasting South African inflation using non-linearmodels: a weighted loss-based evaluation |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
55 |
Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model |
0 |
2 |
6 |
46 |
1 |
4 |
16 |
166 |
Forecasting US real private residential fixed investment using a large number of predictors |
0 |
0 |
0 |
12 |
0 |
1 |
5 |
95 |
Forecasting aggregate retail sales: The case of South Africa |
0 |
0 |
1 |
21 |
0 |
1 |
7 |
122 |
Forecasting core inflation: the case of South Africa |
0 |
1 |
2 |
6 |
0 |
1 |
3 |
23 |
Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model |
0 |
2 |
6 |
75 |
0 |
2 |
19 |
253 |
Geopolitical risks and stock market dynamics of the BRICS |
0 |
1 |
8 |
89 |
4 |
10 |
40 |
373 |
Global risk exposures and industry diversification with Shariah-compliant equity sectors |
0 |
0 |
0 |
14 |
0 |
0 |
2 |
72 |
Herding behavior in real estate markets: Novel evidence from a Markov-switching model |
0 |
1 |
5 |
20 |
0 |
2 |
14 |
78 |
High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment |
0 |
0 |
2 |
2 |
0 |
0 |
5 |
9 |
Housing and the Great Depression |
0 |
0 |
3 |
13 |
0 |
1 |
8 |
117 |
Housing and the business cycle in South Africa |
0 |
0 |
0 |
21 |
0 |
1 |
4 |
128 |
Housing price uncertainty and housing prices in the UK in a time-varying environment |
1 |
2 |
4 |
4 |
1 |
2 |
7 |
7 |
Housing sector and economic policy uncertainty: A GMM panel VAR approach |
0 |
0 |
4 |
17 |
0 |
1 |
12 |
49 |
INTERNATIONAL LABOUR FORCE PARTICIPATION RATES BY GENDER: UNIT ROOT OR STRUCTURAL BREAKS? |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
69 |
IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST |
0 |
0 |
0 |
17 |
1 |
1 |
2 |
77 |
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 |
17 |
0 |
1 |
6 |
59 |
Income inequality and economic growth: A re‐examination of theory and evidence |
0 |
0 |
2 |
9 |
0 |
0 |
10 |
36 |
Insurance and economic policy uncertainty |
0 |
3 |
5 |
27 |
7 |
14 |
24 |
112 |
Insurance-growth nexus in Africa |
0 |
1 |
3 |
13 |
1 |
2 |
9 |
69 |
Interactions between real economic and financial sides of the US economy in a regime-switching environment |
0 |
0 |
0 |
6 |
0 |
1 |
2 |
41 |
International stock return predictability: Is the role of U.S. time-varying? |
0 |
0 |
0 |
10 |
0 |
0 |
3 |
62 |
Investing green for sustainable development without ditching economic growth |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
4 |
Investor herds and regime-switching: Evidence from Gulf Arab stock markets |
0 |
0 |
8 |
73 |
3 |
4 |
20 |
256 |
Is causality between globalization and energy consumption bidirectional or unidirectional in top and bottom globalized economies? |
1 |
1 |
1 |
1 |
2 |
3 |
4 |
4 |
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 |
0 |
1 |
3 |
69 |
1 |
2 |
9 |
247 |
Kuznets Curve for the US: A Reconsideration Using Cosummability |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
61 |
LPPLS bubble indicators over two centuries of the S&P 500 index |
0 |
1 |
2 |
20 |
0 |
5 |
15 |
90 |
Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
23 |
Long memory, economic policy uncertainty and forecasting US inflation: a Bayesian VARFIMA approach |
0 |
1 |
2 |
11 |
0 |
2 |
6 |
52 |
Military expenditure, economic growth and structural instability: a case study of South Africa |
0 |
1 |
1 |
26 |
1 |
3 |
5 |
120 |
Modelling the Dynamic Interaction between Economic Policy Uncertainty and Commodity Prices in India: The Dynamic Autoregressive Distributed Lag Approach |
0 |
1 |
3 |
9 |
1 |
2 |
7 |
20 |
Modelling the employment, income and price elasticities of outbound tourism demand in OECD countries |
1 |
2 |
5 |
5 |
1 |
4 |
15 |
20 |
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 |
5 |
0 |
1 |
5 |
33 |
Multifractality of the Istanbul and Moscow Stock Market Returns |
0 |
0 |
0 |
45 |
0 |
0 |
4 |
197 |
Nexus between renewable energy consumption, economic growth, and CO2 emissions in Algeria: New evidence from the Fourier‐Bootstrap ARDL approach |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
Oil price uncertainty and movements in the US government bond risk premia |
0 |
0 |
0 |
7 |
0 |
1 |
8 |
105 |
Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
5 |
On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test |
0 |
0 |
0 |
8 |
0 |
0 |
5 |
59 |
On the Determinants of Green Technology Diffusion: An Empirical Analysis of Economic, Social, Political, and Environmental Factors |
0 |
0 |
1 |
3 |
1 |
2 |
8 |
24 |
On the Dynamic Connectedness of the Stock, Oil, Clean Energy, and Technology Markets |
0 |
0 |
1 |
3 |
0 |
1 |
6 |
17 |
On the Nonlinear Causality Between Inflation and Inflation Uncertainty in the G3 Countries |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
On the Risk Spillover from Bitcoin to Altcoins: The Fear of Missing Out and Pump-and-Dump Scheme Effects |
1 |
2 |
2 |
2 |
1 |
2 |
7 |
7 |
On the nexus among carbon dioxide emissions, energy consumption and economic growth in G-7 countries: new insights from the historical decomposition approach |
0 |
1 |
1 |
6 |
0 |
1 |
4 |
39 |
On the nonlinear causality between inflation and inflation uncertainty in the G3 countries |
0 |
0 |
0 |
83 |
0 |
0 |
1 |
217 |
On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach |
0 |
1 |
3 |
22 |
1 |
2 |
5 |
110 |
On the time‐varying links between oil and gold: New insights from the rolling and recursive rolling approaches |
0 |
0 |
2 |
14 |
0 |
0 |
3 |
57 |
Openness and financial development: time series evidence for Turkey |
0 |
0 |
2 |
46 |
1 |
1 |
5 |
141 |
Operational behaviours of multinational corporations, renewable energy transition, and environmental sustainability in Africa: Does the level of natural resource rents matter? |
0 |
1 |
2 |
2 |
0 |
1 |
3 |
3 |
PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY†IN†QUANTILES TEST |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
27 |
Partisan Conflict and Income Inequality in the United States: A Nonparametric Causality-in-Quantiles Approach |
0 |
2 |
6 |
36 |
2 |
4 |
14 |
146 |
Periodically collapsing bubbles in the South African stock market |
0 |
0 |
1 |
17 |
1 |
2 |
8 |
94 |
Persistence in Inflation: Does Aggregation Cause Long Memory? |
0 |
0 |
0 |
43 |
1 |
1 |
2 |
137 |
Persistence of precious metal prices: A fractional integration approach with structural breaks |
0 |
0 |
0 |
16 |
0 |
1 |
3 |
99 |
Productivity and GDP: international evidence of persistence and trends over 130 years of data |
0 |
0 |
2 |
2 |
2 |
2 |
8 |
8 |
Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets |
0 |
0 |
0 |
7 |
0 |
1 |
11 |
49 |
Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions |
0 |
1 |
1 |
1 |
0 |
1 |
3 |
3 |
Regime switching model of US crude oil and stock market prices: 1859 to 2013 |
0 |
0 |
10 |
96 |
2 |
3 |
34 |
324 |
Regional and global spillovers and diversification opportunities in the GCC equity sectors |
0 |
0 |
0 |
14 |
0 |
1 |
2 |
80 |
Revisiting the Exchange Rate Pass‐Through to Inflation in Africa’s Two Largest Economies: Nigeria and South Africa |
0 |
5 |
12 |
20 |
0 |
6 |
14 |
48 |
Revisiting the causality between electricity consumption and economic growth in South Africa: a bootstrap rolling-window approach |
0 |
0 |
2 |
31 |
1 |
1 |
6 |
116 |
Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk |
0 |
0 |
1 |
20 |
1 |
3 |
19 |
138 |
Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets |
0 |
0 |
1 |
6 |
0 |
2 |
8 |
26 |
South Africa’s economic response to monetary policy uncertainty |
0 |
0 |
1 |
14 |
0 |
0 |
2 |
49 |
Spillover dynamics across price inflation and selected agricultural commodity prices |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
19 |
Spillover effects in oil-related CDS markets during and after the sub-prime crisis |
0 |
0 |
3 |
9 |
0 |
1 |
10 |
26 |
Spillover of mortgage default risks in the United States: Evidence from metropolitan statistical areas and states |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
14 |
Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets |
0 |
0 |
0 |
57 |
0 |
0 |
1 |
202 |
THE EFFECTS OF FINANCIAL DEVELOPMENT ON INVESTMENT IN TURKEY |
0 |
0 |
0 |
12 |
1 |
2 |
5 |
46 |
Temporal causality between house prices and output in the US: A bootstrap rolling-window approach |
0 |
1 |
3 |
19 |
0 |
1 |
6 |
124 |
Terorizmin Turkiye Finansal Piyasalari Uzerine Etkisi: Ampirik Bir Calisma |
0 |
0 |
0 |
15 |
0 |
1 |
3 |
67 |
Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries |
0 |
0 |
1 |
4 |
0 |
0 |
2 |
37 |
Testing the asymmetric effects of exchange rate pass‐through in BRICS countries: Does the state of the economy matter? |
0 |
0 |
1 |
7 |
0 |
1 |
6 |
29 |
Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach |
0 |
0 |
1 |
23 |
0 |
0 |
2 |
101 |
Testing the dependency theory on small island economies: The case of Cyprus |
1 |
1 |
4 |
71 |
1 |
2 |
10 |
278 |
The COVID-19 effects on agricultural commodity markets |
0 |
1 |
8 |
8 |
0 |
1 |
15 |
17 |
The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach |
0 |
0 |
5 |
87 |
3 |
3 |
16 |
266 |
The Effect of Global Shocks and Volatility on Herd Behavior in Borsa Istanbul |
0 |
0 |
0 |
28 |
0 |
0 |
22 |
167 |
The Effectiveness Of Monetary Policy In South Africa Under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model |
0 |
0 |
12 |
76 |
1 |
4 |
32 |
369 |
The Growth-Inflation Nexus for the U.S. from 1801 to 2013: A Semiparametric Approach |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
6 |
The Impact of Energy Market Uncertainty Shocks on Energy Transition in Europe |
0 |
0 |
3 |
39 |
4 |
5 |
20 |
131 |
The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis |
0 |
1 |
4 |
15 |
0 |
1 |
9 |
81 |
The Long-Run and Short-Run Exchange Rate Pass-Through during the Period of Economic Reforms in Nigeria: Is it Complete or Incomplete? |
0 |
2 |
16 |
47 |
3 |
7 |
30 |
168 |
The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach |
0 |
0 |
2 |
5 |
1 |
1 |
9 |
16 |
The Time-Varying Effect of Asset Prices on Turkey’s Circular Economy |
0 |
0 |
1 |
1 |
0 |
0 |
5 |
11 |
The causal nexus between oil prices and equity market in the U.S.: A regime switching model |
0 |
0 |
1 |
92 |
0 |
0 |
7 |
351 |
The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains |
0 |
0 |
6 |
41 |
0 |
1 |
11 |
142 |
The dynamic response of the rand real exchange rate to fundamental shocks |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
The effect of global and regional stock market shocks on safe haven assets |
0 |
0 |
0 |
6 |
0 |
1 |
4 |
20 |
The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective |
0 |
0 |
0 |
4 |
1 |
1 |
5 |
50 |
The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach |
0 |
0 |
1 |
38 |
0 |
0 |
11 |
130 |
The export-output growth nexus in Japan: a bootstrap rolling window approach |
0 |
0 |
3 |
57 |
0 |
4 |
9 |
262 |
The growth-inflation nexus for the U.S. from 1801 to 2013: A semiparametric approach |
0 |
0 |
0 |
19 |
0 |
0 |
2 |
68 |
The impact of US policy uncertainty on the monetary effectiveness in the Euro area |
0 |
0 |
7 |
37 |
1 |
4 |
37 |
170 |
The impact of oil prices on the stock returns in Turkey: A TVP-VAR approach |
0 |
0 |
5 |
41 |
1 |
1 |
15 |
118 |
The investment volatility-dampening role of foreign aid in poor sub-Saharan African countries |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
5 |
The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress |
0 |
0 |
4 |
4 |
0 |
1 |
9 |
9 |
The migration of fear: An analysis of migration choices of Syrian refugees |
0 |
0 |
3 |
21 |
0 |
2 |
16 |
90 |
The nexus between the oil price and its volatility risk in a stochastic volatility in the mean model with time-varying parameters |
0 |
1 |
1 |
2 |
1 |
2 |
3 |
33 |
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 |
32 |
0 |
0 |
5 |
129 |
The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
13 |
The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
8 |
The relationship between oil and agricultural commodity prices in South Africa: A quantile causality approach |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
25 |
The relationship between oil and agricultural commodity prices in south africa: a quantile causality approach |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
68 |
The relationship between the inflation rate and inequality across U.S. states: a semiparametric approach |
0 |
2 |
8 |
21 |
0 |
2 |
17 |
115 |
The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method |
1 |
1 |
1 |
15 |
1 |
1 |
8 |
75 |
The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test |
0 |
1 |
1 |
12 |
0 |
4 |
11 |
83 |
The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea |
0 |
1 |
6 |
30 |
1 |
3 |
15 |
151 |
The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach |
0 |
0 |
1 |
22 |
1 |
1 |
3 |
104 |
The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method |
2 |
2 |
5 |
37 |
3 |
7 |
20 |
134 |
The synergistic effect of insurance and banking sector activities on economic growth in Africa |
0 |
1 |
1 |
15 |
0 |
1 |
6 |
127 |
The time-varying causality between spot and futures crude oil prices: A regime switching approach |
0 |
0 |
0 |
26 |
0 |
1 |
2 |
136 |
The volatility effect on precious metals price returns in a stochastic volatility in mean model with time-varying parameters |
0 |
0 |
2 |
6 |
0 |
0 |
4 |
33 |
Time-varying causality between research output and economic growth in US |
0 |
0 |
2 |
8 |
1 |
2 |
9 |
48 |
Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality |
0 |
0 |
0 |
4 |
0 |
0 |
4 |
20 |
Time-varying impact of pandemics on global output growth |
0 |
0 |
0 |
6 |
0 |
0 |
3 |
21 |
Time-varying linkages between tourism receipts and economic growth in South Africa |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
96 |
Time-varying linkages between tourism receipts and economic growth in a small open economy |
0 |
0 |
2 |
43 |
0 |
0 |
7 |
187 |
Time-varying linkages between tourism receipts and economic growth in a small open economy |
0 |
0 |
4 |
77 |
2 |
5 |
25 |
311 |
Time-varying relationship between conventional and unconventional monetary policies and risk aversion: international evidence from time- and frequency-domains |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
11 |
Turkiye’nin Ihracat Performansi: Ihracat Hacminin Temel Belirleyicilerinin Incelenmesi (1995-2012) |
0 |
1 |
3 |
33 |
1 |
2 |
7 |
156 |
U.S. monetary policy and the predictability of global economic synchronization patterns |
0 |
0 |
1 |
3 |
0 |
0 |
4 |
8 |
Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning |
0 |
0 |
0 |
0 |
3 |
3 |
5 |
5 |
Unraveling the Green Growth Matrix: Exploring the Impact of Green Technology, Climate Change Adaptation, and Macroeconomic Factors on Sustainable Development |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
Was the recent downturn in US real GDP predictable? |
0 |
0 |
0 |
17 |
1 |
1 |
4 |
105 |
Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test |
0 |
0 |
1 |
6 |
1 |
2 |
4 |
27 |
What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data |
0 |
0 |
1 |
5 |
0 |
0 |
2 |
17 |
What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors |
0 |
1 |
2 |
27 |
0 |
1 |
10 |
126 |
‘Ripple’ Effects in South African House Prices |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
23 |
Total Journal Articles |
28 |
92 |
422 |
4,350 |
134 |
349 |
1,708 |
18,011 |