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Review of Development Economics, ISSN 1363-6669, 02/2015, Volume 19, Issue 1, pp. 163 - 177
This study considers the effects of financial development on output in a panel cointegration framework, focusing on the implications of trade and financial... 
TRADE | TESTS | HETEROGENEOUS PANELS | INTERMEDIATION | INVESTMENT | UNIT-ROOT | STOCK MARKETS | SHORT-RUN | GROWTH NEXUS | ECONOMICS | CAPITAL ACCOUNT LIBERALIZATION | PLANNING & DEVELOPMENT | Studies | Economic theory | Industrialized nations | Global economy | Economic development | Cointegration analysis | Developing countries--LDCs | International
Journal Article
Applied Economics, ISSN 0003-6846, 07/2018, Volume 50, Issue 34-35, pp. 3647 - 3653
We employ 1440 stocks listed in the S&P Composite 1500 Index of the NYSE. Three benchmark GARCH models are estimated for the returns of each individual stock... 
C22 | time-series | C13 | C12 | GARCH | alternative distributions | volatility | GJR-GARCH | EGARCH | Stochastic models | Regression analysis | Economic theory | Volatility | Stock indexing
Journal Article
Nature, ISSN 0028-0836, 2013, Volume 496, Issue 7446, pp. 498 - 503
Journal Article
Journal of Futures Markets, ISSN 0270-7314, 12/2017, Volume 37, Issue 12, pp. 1179 - 1204
The effect of financial shocks on the cross-market linkages between oil prices (spot and futures) and stock markets is examined for four major crises. We... 
BUSINESS, FINANCE | ENERGY | DIVERSIFICATION | PRICE | FUTURES | INVESTMENT | CONTAGION | CRUDE-OIL | COMMODITY-MARKETS | SHOCKS | INTERDEPENDENCE | Stock markets | Analysis | Gaussian processes | International finance | Securities markets
Journal Article
Studies in Nonlinear Dynamics and Econometrics, ISSN 1081-1826, 12/2015, Volume 19, Issue 5, p. 657
  We examine the causal relationship between crude oil and gold spot prices before and after the recent financial crisis. In the pre-crisis period, causality... 
Studies | Crude oil prices | Gold markets | Market prices | Bootstrap method | Causality | Economic crisis
Journal Article
International Review of Financial Analysis, ISSN 1057-5219, 10/2015, Volume 41, pp. 267 - 276
This study examines the long-run hedging ability of gold and silver prices against alternative measures of consumer price index for the UK and the US. We... 
Time-varying cointegration | Silver prices | Gold prices | Inflation hedge | TESTS | FILTER | PRICE | CRASH | RATES | BUSINESS, FINANCE | COINTEGRATION | UNIT-ROOT | TIME-SERIES | CORE INFLATION | Silver industry | Inflation (Finance) | Hedging (Finance)
Journal Article
Studies in nonlinear dynamics and econometrics, ISSN 1081-1826, 02/2015, Volume 19, Issue 5, pp. 657 - 657
We examine the causal relationship between crude oil and gold spot prices before and after the recent financial crisis. In the pre-crisis period, causality is... 
Journal Article
Scottish Journal of Political Economy, ISSN 0036-9292, 02/2019, Volume 66, Issue 1, pp. 180 - 197
This study explores the relationship between Google search activity and the conditional volatility of oil and gold spot market returns. By aggregating the... 
ATTENTION | MARKET | INTERNET | SEARCH | POLITICAL SCIENCE | VOLUME | ECONOMICS | MODEL | VARIANCE | HETEROSKEDASTICITY | PSYCHOLOGY | RATIONALITY | Gold | Economic models | Investors | Households | Volatility | Markets | Petroleum
Journal Article
Review of Development Economics, ISSN 1363-6669, 02/2015, Volume 19, Issue 1, pp. 163 - 177
Journal Article
Studies in Nonlinear Dynamics & Econometrics, ISSN 1081-1826, 12/2015, Volume 19, Issue 5, pp. 657 - 668
Journal Article
Journal of Economics and Finance, ISSN 1055-0925, 7/2016, Volume 40, Issue 3, pp. 549 - 567
The day-of-the-week effect for the securitized real estate indices is investigated by employing daily data at the global, European and country level for the... 
Economics | Rolling regressions | C32 | Day-of-the-week effect | Macroeconomics/Monetary Economics//Financial Economics | GARCH | G14 | Data mining | Economics, general | Finance, general | Real estate indices | Real property | Studies | New stock market listings | Seasonal variations | Efficient markets | Institutional investments | Stock exchanges | Bias | Calendars | Stochastic models
Journal Article
North American Journal of Economics and Finance, ISSN 1062-9408, 07/2016, Volume 37, pp. 374 - 392
This paper examines whether individual stocks can act as inflation hedgers. We focus on longer investment horizons and construct in- and out-of-sample... 
Stock prices | Good prices | Hedging | Quantile regression | Generalized Fisher effect | REGRESSION | MONETARY-POLICY | COMMON-STOCKS | RATES | BUSINESS, FINANCE | COVARIANCE-MATRIX | MARKET RETURNS | COINTEGRATION | UNIT-ROOT | TIME-SERIES | ECONOMICS | ASSET RETURNS | Inflation (Finance) | Financial analysis | Stocks | Portfolio management | Analysis
Journal Article
Economics Letters, ISSN 0165-1765, 02/2012, Volume 114, Issue 2, p. 161
Using a two-stage quantile regression framework, we uncover significant asymmetries across quantiles for all coefficients in an otherwise standard New... 
Studies | Inflation | Regression analysis | Eurozone | Phillips curve | Keynesian theory
Journal Article
Journal Article