| 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 |
1 |
119 |
1 |
2 |
8 |
298 |
| A re-examination of growth and growth uncertainty relationship in a stochastic volatility in the mean model with time-varying parameters |
0 |
0 |
0 |
0 |
2 |
4 |
4 |
4 |
| A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates |
0 |
1 |
4 |
15 |
2 |
4 |
10 |
84 |
| A wavelet analysis of the relationship between oil and natural gas prices |
0 |
2 |
7 |
12 |
0 |
4 |
23 |
44 |
| An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa |
0 |
0 |
0 |
35 |
0 |
0 |
2 |
228 |
| Analyzing South Africa’s inflation persistence using an ARFIMA model with Markov-switching fractional differencing parameter |
0 |
0 |
3 |
15 |
1 |
3 |
13 |
66 |
| Are there long-run diversification gains from the Dow Jones Islamic finance index? |
0 |
0 |
0 |
7 |
2 |
2 |
9 |
54 |
| Are there really bubbles in oil prices? |
0 |
0 |
0 |
16 |
0 |
0 |
8 |
69 |
| Asymmetric and Time-Varying Causality between Inflation and Inflation Uncertainty in G-7 Countries |
0 |
0 |
1 |
29 |
0 |
0 |
3 |
88 |
| Asymmetric effects of inequality on real output levels of the United States |
0 |
0 |
0 |
0 |
0 |
3 |
10 |
10 |
| 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 |
1 |
5 |
14 |
109 |
| Can economic policy uncertainty and investors sentiment predict commodities returns and volatility? |
1 |
1 |
6 |
25 |
1 |
2 |
30 |
170 |
| Can volume predict Bitcoin returns and volatility? A quantiles-based approach |
1 |
4 |
32 |
127 |
8 |
26 |
108 |
389 |
| 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 |
16 |
| Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach |
0 |
0 |
0 |
5 |
1 |
5 |
10 |
34 |
| Causality between US economic policy and equity market uncertainties: Evidence from linear and nonlinear tests |
1 |
1 |
2 |
27 |
2 |
4 |
13 |
100 |
| Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests |
1 |
5 |
14 |
149 |
2 |
7 |
45 |
415 |
| Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model |
0 |
0 |
0 |
35 |
0 |
1 |
7 |
144 |
| 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 |
2 |
8 |
93 |
| Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data |
0 |
1 |
2 |
17 |
2 |
4 |
14 |
78 |
| Comparing the forecasting ability of financial conditions indices: The case of South Africa |
0 |
0 |
1 |
5 |
1 |
2 |
16 |
46 |
| Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks |
0 |
1 |
2 |
6 |
2 |
6 |
19 |
43 |
| Date-stamping US housing market explosivity |
0 |
0 |
1 |
3 |
0 |
0 |
13 |
33 |
| Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality-in-quantiles test |
0 |
0 |
2 |
5 |
0 |
2 |
10 |
50 |
| Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach |
0 |
0 |
2 |
4 |
1 |
2 |
9 |
32 |
| Distribution specific dependence and causality between industry-level U.S. credit and stock markets |
0 |
0 |
0 |
7 |
2 |
2 |
7 |
39 |
| Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations |
0 |
0 |
5 |
16 |
4 |
10 |
32 |
74 |
| Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test |
0 |
0 |
0 |
4 |
0 |
2 |
4 |
39 |
| Do oil prices and exchange rates account for agricultural commodity market spillovers? Evidence from the Diebold and Yilmaz Index |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Do precious metal prices help in forecasting South African inflation? |
0 |
0 |
0 |
2 |
1 |
2 |
7 |
39 |
| Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test |
3 |
3 |
14 |
52 |
8 |
15 |
54 |
207 |
| Does country risks predict stock returns and volatility? Evidence from a nonparametric approach |
0 |
0 |
2 |
8 |
1 |
1 |
11 |
48 |
| 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 |
1 |
5 |
1 |
1 |
11 |
40 |
| Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test |
0 |
0 |
0 |
3 |
0 |
0 |
4 |
19 |
| Does oil predict gold? A nonparametric causality-in-quantiles approach |
0 |
1 |
6 |
11 |
2 |
5 |
21 |
65 |
| Does speculation in the oil market drive investor herding in emerging stock markets? |
0 |
0 |
2 |
7 |
4 |
8 |
27 |
66 |
| Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test |
2 |
5 |
12 |
28 |
4 |
10 |
27 |
84 |
| Dynamic Relationship Between Oil Price And Inflation In South Africa |
0 |
1 |
8 |
47 |
2 |
8 |
26 |
134 |
| Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window |
1 |
5 |
19 |
136 |
5 |
13 |
52 |
414 |
| Effect of Global Shocks and Volatility on Herd Behavior in an Emerging Market: Evidence from Borsa Istanbul |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
11 |
| Effectiveness of Inflation Targeting in Turkey |
1 |
1 |
4 |
67 |
1 |
1 |
5 |
170 |
| EuroConference 2013 Symposium: International Conference on Business, Economics and Finance |
0 |
0 |
0 |
6 |
1 |
1 |
1 |
34 |
| Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns |
0 |
0 |
1 |
13 |
3 |
3 |
7 |
70 |
| Examining the Effect of Globalization on Insurance Activities in Large Emerging Market Economies |
2 |
4 |
5 |
5 |
2 |
8 |
12 |
12 |
| Financial integration in small Islands: The case of Cyprus |
1 |
1 |
3 |
17 |
2 |
3 |
10 |
47 |
| Firm-level political risk and asymmetric volatility |
0 |
0 |
2 |
3 |
2 |
3 |
16 |
17 |
| Fiscal Policy Shocks and the Dynamics of Asset Prices |
0 |
0 |
2 |
11 |
0 |
0 |
4 |
22 |
| Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes |
0 |
0 |
0 |
11 |
2 |
2 |
3 |
109 |
| Forecasting South African inflation using non-linearmodels: a weighted loss-based evaluation |
0 |
0 |
0 |
9 |
0 |
0 |
5 |
46 |
| Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model |
1 |
1 |
8 |
29 |
1 |
9 |
30 |
120 |
| Forecasting US real private residential fixed investment using a large number of predictors |
0 |
0 |
0 |
9 |
3 |
5 |
11 |
70 |
| Forecasting aggregate retail sales: The case of South Africa |
0 |
1 |
2 |
16 |
1 |
3 |
6 |
86 |
| Forecasting core inflation: the case of South Africa |
0 |
0 |
0 |
0 |
0 |
7 |
7 |
7 |
| Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model |
0 |
2 |
4 |
49 |
1 |
6 |
24 |
171 |
| Geopolitical risks and stock market dynamics of the BRICS |
1 |
5 |
28 |
45 |
10 |
25 |
126 |
203 |
| Global risk exposures and industry diversification with Shariah-compliant equity sectors |
0 |
1 |
1 |
11 |
0 |
2 |
6 |
61 |
| Herding behavior in real estate markets: Novel evidence from a Markov-switching model |
0 |
1 |
5 |
13 |
1 |
5 |
14 |
48 |
| Housing and the Great Depression |
0 |
0 |
0 |
9 |
0 |
3 |
11 |
80 |
| Housing and the business cycle in South Africa |
0 |
0 |
1 |
18 |
0 |
2 |
14 |
108 |
| INTERNATIONAL LABOUR FORCE PARTICIPATION RATES BY GENDER: UNIT ROOT OR STRUCTURAL BREAKS? |
0 |
0 |
0 |
18 |
1 |
1 |
2 |
63 |
| IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST |
0 |
0 |
5 |
6 |
0 |
3 |
20 |
26 |
| IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST |
1 |
2 |
2 |
2 |
1 |
10 |
10 |
10 |
| Impact of macroeconomic factors and country risk ratings on GCC stock markets: evidence from a dynamic panel threshold model with regime switching |
0 |
0 |
3 |
12 |
1 |
2 |
8 |
39 |
| Insurance-growth nexus in Africa |
2 |
3 |
6 |
6 |
3 |
6 |
21 |
21 |
| Interactions between real economic and financial sides of the US economy in a regime-switching environment |
0 |
0 |
0 |
3 |
0 |
0 |
4 |
27 |
| International stock return predictability: Is the role of U.S. time-varying? |
0 |
0 |
0 |
8 |
0 |
1 |
8 |
50 |
| Investor herds and regime-switching: Evidence from Gulf Arab stock markets |
0 |
2 |
12 |
53 |
0 |
3 |
31 |
187 |
| 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 |
2 |
2 |
58 |
2 |
5 |
18 |
213 |
| Is there a role for Islamic bonds in global diversification strategies? |
1 |
2 |
6 |
7 |
3 |
4 |
20 |
33 |
| Kuznets Curve for the US: A Reconsideration Using Cosummability |
1 |
1 |
3 |
8 |
2 |
4 |
28 |
45 |
| LPPLS bubble indicators over two centuries of the S&P 500 index |
0 |
0 |
0 |
15 |
1 |
1 |
6 |
60 |
| Long memory, economic policy uncertainty and forecasting US inflation: a Bayesian VARFIMA approach |
0 |
1 |
1 |
3 |
0 |
1 |
8 |
24 |
| Military expenditure, economic growth and structural instability: a case study of South Africa |
0 |
0 |
0 |
24 |
1 |
2 |
4 |
106 |
| Multifractality of the Istanbul and Moscow Stock Market Returns |
0 |
0 |
0 |
45 |
1 |
3 |
5 |
189 |
| Oil price uncertainty and movements in the US government bond risk premia |
0 |
0 |
1 |
1 |
3 |
16 |
57 |
57 |
| On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test |
0 |
0 |
1 |
7 |
0 |
1 |
6 |
41 |
| On the nonlinear causality between inflation and inflation uncertainty in the G3 countries |
0 |
0 |
1 |
82 |
1 |
1 |
7 |
212 |
| On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach |
2 |
2 |
4 |
10 |
6 |
11 |
39 |
67 |
| On the time‐varying links between oil and gold: New insights from the rolling and recursive rolling approaches |
0 |
1 |
1 |
11 |
1 |
2 |
13 |
40 |
| Openness and financial development: time series evidence for Turkey |
0 |
1 |
2 |
43 |
0 |
1 |
6 |
121 |
| PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY†IN†QUANTILES TEST |
0 |
0 |
0 |
1 |
0 |
0 |
7 |
17 |
| Partisan Conflict and Income Inequality in the United States: A Nonparametric Causality-in-Quantiles Approach |
2 |
2 |
4 |
10 |
5 |
9 |
22 |
42 |
| Periodically collapsing bubbles in the South African stock market |
0 |
0 |
2 |
11 |
1 |
2 |
11 |
65 |
| Persistence in Inflation: Does Aggregation Cause Long Memory? |
0 |
0 |
1 |
42 |
0 |
0 |
2 |
130 |
| Persistence of precious metal prices: A fractional integration approach with structural breaks |
0 |
0 |
1 |
13 |
1 |
2 |
7 |
84 |
| Predicting BRICS stock returns using ARFIMA models |
0 |
0 |
3 |
53 |
1 |
4 |
12 |
150 |
| Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets |
0 |
0 |
3 |
3 |
3 |
6 |
19 |
19 |
| Regime switching model of US crude oil and stock market prices: 1859 to 2013 |
0 |
1 |
8 |
75 |
2 |
7 |
36 |
240 |
| Regional and global spillovers and diversification opportunities in the GCC equity sectors |
0 |
0 |
1 |
12 |
0 |
0 |
6 |
65 |
| Revisiting the Exchange Rate Pass‐Through to Inflation in Africa’s Two Largest Economies: Nigeria and South Africa |
0 |
1 |
3 |
5 |
1 |
3 |
8 |
11 |
| Revisiting the causality between electricity consumption and economic growth in South Africa: a bootstrap rolling-window approach |
1 |
3 |
3 |
23 |
4 |
10 |
13 |
87 |
| Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk |
0 |
0 |
0 |
16 |
0 |
5 |
12 |
78 |
| South Africa’s economic response to monetary policy uncertainty |
0 |
0 |
0 |
9 |
0 |
1 |
3 |
34 |
| Spillover dynamics across price inflation and selected agricultural commodity prices |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
2 |
| Spillover of mortgage default risks in the United States: Evidence from metropolitan statistical areas and states |
1 |
1 |
2 |
2 |
3 |
3 |
6 |
6 |
| Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets |
0 |
0 |
4 |
53 |
1 |
3 |
14 |
184 |
| THE EFFECTS OF FINANCIAL DEVELOPMENT ON INVESTMENT IN TURKEY |
0 |
1 |
2 |
8 |
1 |
3 |
8 |
30 |
| Temporal causality between house prices and output in the US: A bootstrap rolling-window approach |
0 |
0 |
0 |
15 |
1 |
4 |
10 |
94 |
| Terorizmin Turkiye Finansal Piyasalari Uzerine Etkisi: Ampirik Bir Calisma |
0 |
0 |
1 |
13 |
0 |
1 |
9 |
57 |
| Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries |
0 |
0 |
0 |
3 |
2 |
2 |
6 |
26 |
| Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach |
0 |
0 |
1 |
15 |
1 |
3 |
9 |
71 |
| Testing the dependency theory on small island economies: The case of Cyprus |
1 |
2 |
3 |
50 |
3 |
6 |
34 |
189 |
| The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach |
0 |
0 |
1 |
67 |
3 |
5 |
19 |
214 |
| The Effect of Global Shocks and Volatility on Herd Behavior in Borsa Istanbul |
0 |
0 |
0 |
27 |
1 |
3 |
13 |
100 |
| The Effectiveness Of Monetary Policy In South Africa Under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model |
1 |
4 |
22 |
22 |
14 |
40 |
95 |
95 |
| The Impact of Energy Market Uncertainty Shocks on Energy Transition in Europe |
2 |
5 |
16 |
28 |
5 |
15 |
46 |
75 |
| The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis |
0 |
0 |
2 |
9 |
0 |
4 |
15 |
59 |
| The Long-Run and Short-Run Exchange Rate Pass-Through during the Period of Economic Reforms in Nigeria: Is it Complete or Incomplete? |
1 |
3 |
12 |
12 |
6 |
15 |
47 |
47 |
| The causal nexus between oil prices and equity market in the U.S.: A regime switching model |
0 |
2 |
3 |
83 |
0 |
4 |
15 |
318 |
| The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains |
0 |
0 |
6 |
28 |
1 |
3 |
16 |
102 |
| The dynamic response of the rand real exchange rate to fundamental shocks |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
24 |
| The effect of global and regional stock market shocks on safe haven assets |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
| The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective |
0 |
0 |
0 |
2 |
2 |
5 |
10 |
32 |
| The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach |
0 |
1 |
6 |
31 |
2 |
3 |
17 |
99 |
| The export-output growth nexus in Japan: a bootstrap rolling window approach |
2 |
2 |
4 |
51 |
3 |
5 |
16 |
229 |
| The growth-inflation nexus for the U.S. from 1801 to 2013: A semiparametric approach |
1 |
1 |
3 |
17 |
5 |
6 |
10 |
57 |
| The impact of US policy uncertainty on the monetary effectiveness in the Euro area |
0 |
0 |
1 |
14 |
2 |
2 |
16 |
74 |
| The impact of oil prices on the stock returns in Turkey: A TVP-VAR approach |
0 |
3 |
6 |
6 |
2 |
9 |
19 |
19 |
| The migration of fear: An analysis of migration choices of Syrian refugees |
0 |
0 |
5 |
6 |
2 |
3 |
29 |
33 |
| 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 |
3 |
6 |
10 |
17 |
| The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand |
0 |
0 |
2 |
29 |
0 |
0 |
5 |
112 |
| The relationship between oil and agricultural commodity prices in South Africa: A quantile causality approach |
0 |
1 |
1 |
6 |
1 |
3 |
4 |
21 |
| The relationship between oil and agricultural commodity prices in south africa: a quantile causality approach |
0 |
0 |
0 |
8 |
1 |
3 |
12 |
59 |
| The relationship between the inflation rate and inequality across U.S. states: a semiparametric approach |
0 |
0 |
0 |
3 |
2 |
6 |
18 |
45 |
| The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method |
1 |
2 |
3 |
11 |
2 |
7 |
17 |
49 |
| The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test |
0 |
0 |
2 |
6 |
2 |
6 |
18 |
40 |
| The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea |
2 |
3 |
9 |
13 |
4 |
10 |
41 |
81 |
| The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach |
0 |
0 |
2 |
14 |
3 |
6 |
18 |
78 |
| The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method |
0 |
1 |
1 |
15 |
1 |
4 |
12 |
68 |
| The synergistic effect of insurance and banking sector activities on economic growth in Africa |
1 |
2 |
4 |
12 |
3 |
12 |
35 |
72 |
| The time-varying causality between spot and futures crude oil prices: A regime switching approach |
1 |
2 |
3 |
23 |
3 |
7 |
18 |
122 |
| The volatility effect on precious metals price returns in a stochastic volatility in mean model with time-varying parameters |
0 |
1 |
2 |
2 |
2 |
5 |
10 |
10 |
| Time-varying causality between research output and economic growth in US |
0 |
0 |
1 |
3 |
1 |
3 |
13 |
28 |
| Time-varying linkages between tourism receipts and economic growth in South Africa |
0 |
1 |
2 |
16 |
0 |
1 |
8 |
83 |
| Time-varying linkages between tourism receipts and economic growth in a small open economy |
0 |
0 |
3 |
39 |
3 |
3 |
16 |
158 |
| Time-varying linkages between tourism receipts and economic growth in a small open economy |
1 |
3 |
7 |
60 |
2 |
9 |
25 |
225 |
| Turkiye’nin Ihracat Performansi: Ihracat Hacminin Temel Belirleyicilerinin Incelenmesi (1995-2012) |
0 |
0 |
0 |
27 |
0 |
0 |
8 |
136 |
| Was the recent downturn in US real GDP predictable? |
0 |
0 |
0 |
16 |
1 |
1 |
10 |
94 |
| Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test |
0 |
1 |
2 |
5 |
1 |
2 |
4 |
19 |
| What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors |
0 |
0 |
4 |
18 |
0 |
1 |
13 |
86 |
| ‘Ripple’ Effects in South African House Prices |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
21 |
| Total Journal Articles |
41 |
114 |
442 |
2,940 |
234 |
627 |
2,285 |
11,971 |
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