Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C2: Single Equation Models; Single Variables
/ / / C22: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

2018

• Pincheira, Pablo & Hardy, Nicolas, 2018, "The predictive relationship between exchange rate expectations and base metal prices," MPRA Paper, University Library of Munich, Germany, number 89423, Oct.
• Zhou, Siwen, 2018, "Exploring the Driving Forces of the Bitcoin Exchange Rate Dynamics: An EGARCH Approach," MPRA Paper, University Library of Munich, Germany, number 89445.
• Khan, Farzana Naheed & Majeed, Muhammad Tariq, 2018, "Education levels and Life Expectancy of Males and Females: Empirical Evidence from Pakistan," MPRA Paper, University Library of Munich, Germany, number 89556, Jan.
• Yildirim, Ramazan & Masih, Mansur, 2018, "Investigating International Portfolio Diversification Opportunities for the Asian Islamic Stock Market Investors," MPRA Paper, University Library of Munich, Germany, number 90281, May.
• Pincheira, Pablo & Neumann, Federico, 2018, "Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile," MPRA Paper, University Library of Munich, Germany, number 90432, Dec.
• Shaw, Charles, 2018, "Conditional heteroskedasticity in crypto-asset returns," MPRA Paper, University Library of Munich, Germany, number 90437, Nov.
• Szybisz, Martin Andres, 2018, "Banking net income and macroeconomics, from multicollinearity to Granger causality using US data," MPRA Paper, University Library of Munich, Germany, number 90473, Dec.
• Gil-Alana, Luis A. & Yaya, OlaOluwa S, 2018, "Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions," MPRA Paper, University Library of Munich, Germany, number 90516, Nov.
• Yaya, OlaOluwa S & Ling, Pui Kiew & Furuoka, Fumitaka & Ezeoke, Chinyere Mary Rose & Jacob, Ray Ikechukwu, 2018, "Can Western African countries catch up with Nigeria? Evidence from Smooth Nonlinearity method in Fractional Unit root framework," MPRA Paper, University Library of Munich, Germany, number 90517, Dec.
• Yaya, OlaOluwa S & Gil-Alana, Luis A., 2018, "High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach," MPRA Paper, University Library of Munich, Germany, number 90518, Dec.
• Chappell, Daniel, 2018, "Regime heteroskedasticity in Bitcoin: A comparison of Markov switching models," MPRA Paper, University Library of Munich, Germany, number 90682, Sep.
• Alimi, R. Santos & Olorunfemi, Sola, 2018, "Does Inflation Uncertainty Matter for Validity of Romer’s Hypothesis? Evidence from Nigeria," MPRA Paper, University Library of Munich, Germany, number 90948, Apr.
• Sharif, Bushra & Qayyum, Abdul, 2018, "Estimating the Inflation-Output Gap Trade-Off with Triangle Model in Pakistan," MPRA Paper, University Library of Munich, Germany, number 91166.
• Pönkä, Harri & Stenborg, Markku, 2018, "Forecasting the state of the Finnish business cycle," MPRA Paper, University Library of Munich, Germany, number 91226, Oct.
• Yaya, OlaOluwa & Ogbonna, Ahamuefula, 2018, "Modelling crude oil-petroleum products’ price nexus using dynamic conditional correlation GARCH models," MPRA Paper, University Library of Munich, Germany, number 91227, Dec.
• Yaya, OlaOluwa S & Ogbonna, Ephraim A & Olubusoye, Olusanya E, 2018, "How Persistent and Dependent are Pricing of Bitcoin to other Cryptocurrencies Before and After 2017/18 Crash?," MPRA Paper, University Library of Munich, Germany, number 91253, Dec.
• Furuoka, Fumitaka, 2018, "A new causality test for the analysis of the export-growth nexus," MPRA Paper, University Library of Munich, Germany, number 91467, Dec.
• Adznan, Syaima & Masih, Mansur, 2018, "Exchange rate and trade balance linkage: evidence from Malaysia based on ARDL and NARDL," MPRA Paper, University Library of Munich, Germany, number 91509, Dec.
• Hasan, Amiratul Nadiah & Masih, Mansur, 2018, "Determinants of food price inflation: evidence from Malaysia based on linear and nonlinear ARDL," MPRA Paper, University Library of Munich, Germany, number 91517, Dec.
• Affendi, Diyana Najwa & Masih, Mansur, 2018, "Is inflation targeting compatible with economic growth ? Korean experience based on ARDL and NARDL," MPRA Paper, University Library of Munich, Germany, number 91519, Dec.
• Adediran, Ibrahim Opeyemi & Masih, Mansur, 2018, "Oil price and the global conventional and islamic stock markets: Is the relationship symmetric or asymmetric ? evidence from nonlinear ARDL," MPRA Paper, University Library of Munich, Germany, number 91558, Dec.
• Bahruddin, Wan Athirah & Masih, Mansur, 2018, "Is the relation between lending interest rate and non-performing loans symmetric or asymmetric ? evidence from ARDL and NARDL," MPRA Paper, University Library of Munich, Germany, number 91565, Dec.
• Sabry, Saajid & Masih, Mansur, 2018, "Is gold a hedge against equity risk? Malaysian experience based on NARDL approach," MPRA Paper, University Library of Munich, Germany, number 91584, Dec.
• Nkoba, Malik Abdulrahman & Masih, Mansur, 2018, "Revisiting the Phillips curve trade-off: evidence from Tanzania using nonlinear ARDL approach," MPRA Paper, University Library of Munich, Germany, number 91631, Dec.
• Emenike, Kalu O., 2018, "Stock Market Volatility Clustering and Asymmetry in Africa: A Post Global Financial Crisis Evidence," MPRA Paper, University Library of Munich, Germany, number 91653, Oct.
• Akhtar, Sharmin & Masih, Mansur, 2018, "Does asymmetry matter in the relationship between exchange rate and remittance? Evidence from a remittance recipient country based on ARDL and NARDL," MPRA Paper, University Library of Munich, Germany, number 91764, Dec.
• Lee, Kam Weng & Masih, Mansur, 2018, "Investigating the causal relationship between exchange rate variability and palm oil export: evidence from Malaysia based on ARDL and nonlinear ARDL approaches," MPRA Paper, University Library of Munich, Germany, number 91801, Dec.
• Pang, Tianxiao & Du, Lingjie & Chong, Terence Tai Leung, 2018, "Estimating Multiple Breaks in Nonstationary Autoregressive Models," MPRA Paper, University Library of Munich, Germany, number 92074, Aug.
• Asongu, Simplice & Folarin, Oludele & Biekpe, Nicholas, 2018, "The Long Run Stability of Money Demand in the Proposed West African Monetary Union," MPRA Paper, University Library of Munich, Germany, number 92343, Jan.
• Dinda, Soumyananda, 2018, "Production Technology and Carbon Emission: Long run relation with Short run Dynamics," MPRA Paper, University Library of Munich, Germany, number 93403, Nov, revised 2017.
• Suwanhirunkul, Suwijak & Masih, Mansur, 2018, "Islamic equity as an alternative investment from the perspective of the Southeast Asian investors: evidence from MGARCH-DCC and Wavelet Coherence," MPRA Paper, University Library of Munich, Germany, number 93542, Dec.
• Suwanhirunkul, Prachaya & Masih, Mansur, 2018, "Effect of dividend policy on stock price volatility in the Dow Jones U.S. index and the Dow Jones islamic U.S. index: evidences from GMM and quantile regression," MPRA Paper, University Library of Munich, Germany, number 93543, Dec.
• Gerlach, Richard & Naimoli, Antonio & Storti, Giuseppe, 2018, "Time Varying Heteroskedastic Realized GARCH models for tracking measurement error bias in volatility forecasting," MPRA Paper, University Library of Munich, Germany, number 94289, Jan.
• Fries, Sébastien, 2018, "Conditional moments of noncausal alpha-stable processes and the prediction of bubble crash odds," MPRA Paper, University Library of Munich, Germany, number 97353, May, revised Nov 2019.
• Ibrahim, Norhaslina & Masih, Mansur, 2018, "The finance-growth nexus: is finance supply-leading or demand-following in islamic finance ? evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 98676, Jun.
• Rahman, Nadiah & Masih, Mansur, 2018, "Do deposits in islamic banks have an impact on equity market? evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 98734, Feb.
• Nasir, Nur Alissa & Masih, Mansur, 2018, "Are the stock indices of FTSE Malaysia, China and USA causally linked together ?," MPRA Paper, University Library of Munich, Germany, number 98782, May.
• Aziz, Abdul & Masih, Mansur, 2018, "Lead-lag relationship between macroeconomic variables and stock market: evidence from Korea," MPRA Paper, University Library of Munich, Germany, number 99894, Oct.
• Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2018, "Volatility Jumps: The Role of Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 201805, Jan.
• Zintle Twala & Riza Demirer & Rangan Gupta, 2018, "Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities," Working Papers, University of Pretoria, Department of Economics, number 201808, Feb.
• Riza Demirer & Rangan Gupta, 2018, "Presidential Cycles and Time-Varying Bond-Stock Correlations: Evidence from More than Two Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 201811, Feb.
• Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2018, "Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data," Working Papers, University of Pretoria, Department of Economics, number 201816, Feb.
• Adnen Ben Nasr & Mehmet Balcilar & Rangan Gupta & Seyi Saint Akadiri, 2018, "Asymmetric Effects of Inequality on Per Capita Real GDP of the United States," Working Papers, University of Pretoria, Department of Economics, number 201820, Mar.
• Aviral Kumar Tiwari & Goodness C. Aye & Rangan Gupta, 2018, "Stock Market Efficiency Analysis using Long Spans of Data: A Multifractal Detrended Fluctuation Approach," Working Papers, University of Pretoria, Department of Economics, number 201824, Apr.
• Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2018, "Oil Shocks and Volatility Jumps," Working Papers, University of Pretoria, Department of Economics, number 201825, Apr.
• Elie Bouri & Rangan Gupta & David Roubaud, 2018, "Herding Behaviour in the Cryptocurrency Market," Working Papers, University of Pretoria, Department of Economics, number 201834, Jun.
• Rangan Gupta & Vasilios Plakandaras, 2018, "Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability," Working Papers, University of Pretoria, Department of Economics, number 201836, Jun.
• Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2018, "Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201838, Jun.
• Christina Christou & Ruthira Naraidoo & Rangan Gupta, 2018, "Conventional and Unconventional Monetary Policy Reaction to Uncertainty in Advanced Economies: Evidence from Quantile Regressions," Working Papers, University of Pretoria, Department of Economics, number 201839, Jun.
• Konstantinos Gkillas & Rangan Gupta & Dimitrios Vortelinos, 2018, "Uncertainty and Volatility Jumps in the Pound-Dollar Exchange Rate: Evidence from Over One Century of Data," Working Papers, University of Pretoria, Department of Economics, number 201843, Jul.
• Vasilios Plakandaras & Rangan Gupta & Wing-Keung Wong, 2018, "Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 201847, Jul.
• Rangan Gupta & Mark E. Wohar, 2018, "The Role of Monetary Policy Uncertainty in Predicting Equity Market Volatility of the United Kingdom: Evidence from over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201851, Aug.
• Rangan Gupta, 2018, "Manager Sentiment and Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 201853, Aug.
• Riza Demirer & Rangan Gupta & Qiang Ji & Aviral Kumar Tiwari, 2018, "Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 201860, Sep.
• Goodness C. Aye & Mehmet Balcilar & Riza Demirer & Rangan Gupta, 2018, "Firm-Level Political Risk and Asymmetric Volatility," Working Papers, University of Pretoria, Department of Economics, number 201861, Sep.
• Rangan Gupta & Chi Keung Marco Lau & Wendy Nyakabawo, 2018, "Predicting Aggregate and State-Level US House Price Volatility: The Role of Sentiment," Working Papers, University of Pretoria, Department of Economics, number 201866, Oct.
• Semih Emre Cekin & Ashis Kumar Pradhan & Aviral Kumar Tiwari & Rangan Gupta, 2018, "Measuring Co-Dependencies of Economic Policy Uncertainty in Latin American Countries using Vine Copulas," Working Papers, University of Pretoria, Department of Economics, number 201867, Oct.
• Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2018, "Long-Memory Modeling and Forecasting: Evidence from the U.S. Historical Series of Inflation," Working Papers, University of Pretoria, Department of Economics, number 201869, Nov.
• Konstantinos Gkillas & Rangan Gupta & Chi Keung Marco Lau & Tahir Suleman, 2018, "Jumps Beyond the Realms of Cricket: India’s Performance in One Day Internationals and Stock Market Movements," Working Papers, University of Pretoria, Department of Economics, number 201871, Nov.
• Hossein Hassani & Mohammad Reza Yeganegi & Juncal Cunado & Rangan Gupta, 2018, "Forecasting Interest Rate Volatility of the United Kingdom: Evidence from over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201873, Nov.
• Mehmet Balcilar & Elie Bouri & Rangan Gupta & Mark E. Wohar, 2018, "Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration," Working Papers, University of Pretoria, Department of Economics, number 201875, Nov.
• Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2018, "Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis?," Working Papers, University of Pretoria, Department of Economics, number 201879, Nov.
• Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta & Riza Demirer, 2018, "Forecasting Stock Market (Realized) Volatility in the United Kingdom: Is There a Role for Economic Inequality?," Working Papers, University of Pretoria, Department of Economics, number 201880, Nov.
• Milan Bašta, 2018, "Time series forecasting with a prior wavelet-based denoising step," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2018, issue 1, pages 5-24, DOI: 10.18267/j.aop.592.
• Milan Fičura & Jiří Witzany, 2018, "Use of Adapted Particle Filters in SVJD Models," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2018, issue 3, pages 5-20, DOI: 10.18267/j.efaj.211.
• Tomáš Evan & Pavla Vozárová & Ilya Bolotov, 2018, "Some Effects of Intellectual Property Protection on National Economies: Theoretical and Econometric Study," Prague Economic Papers, Prague University of Economics and Business, volume 2018, issue 1, pages 73-91, DOI: 10.18267/j.pep.644.
• Burak Güriş & Muhammed Tiraşoğlu, 2018, "The Validity of Purchasing Power Parity in BRICS Countries," Prague Economic Papers, Prague University of Economics and Business, volume 2018, issue 4, pages 417-426, DOI: 10.18267/j.pep.654.
• Abderrazak Ben Maatoug & Rim Lamouchi & Russell Davidson & Ibrahim Fatnassi, 2018, "Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 10, issue 1, pages 1-25, March.
• Paulo M.M. Rodrigues & João Cruz, 2018, "Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics," Working Papers, Banco de Portugal, Economics and Research Department, number w201814.
• Paulo M.M. Rodrigues & Matei Demetrescu, 2018, "Testing the fractionally integrated hypothesis using M estimation: With an application to stock market volatility," Working Papers, Banco de Portugal, Economics and Research Department, number w201817.
• Mohitosh Kejriwal & Xuewen Yu, 2018, "Bootstrap Procedures for Detecting Multiple Persistance4 Shifts in a heteroskedastic Time Series," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1308, Dec.
• Giuseppe Cavaliere & Morten Ø. Nielsen & A.M. Robert Taylor, 2019, "Adaptive Inference In Heteroskedastic Fractional Time Series Models," Working Paper, Economics Department, Queen's University, number 1390, Aug.
• Byeong U. Park & Lèopold Simar & Valentin Zelenyuk, 2018, "Forecasting of Recessions via Dynamic Probit for Time Series: Replication and Extension of Kauppi and Saikkonen (2008)," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP092018, Nov.
• D Aromi & A Clements, 2018, "Media attention and crude oil volatility: Is there any 'new' news in the newspaper?," NCER Working Paper Series, National Centre for Econometric Research, number 118, Mar.
• A Clements & M Doolan, 2018, "Combining Multivariate Volatility Forecasts using Weighted Losses," NCER Working Paper Series, National Centre for Econometric Research, number 119, Dec.
• Ales Marsal, 2018, "Government Spending and the Term Structure of Interest Rates in a DSGE Model," 2018 Meeting Papers, Society for Economic Dynamics, number 107.
• Narinder Pal Singh & Archana Singh, 2018, "Global Financial Crisis and Price Risk Management in Gold Futures Market- Evidences from Indian & US Markets," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 21, issue 68, pages 111-120, June.
• Mile Bošnjak & Ivan Novak & Ante Krišto, 2018, "Monetary and absorption approach to explain the Croatian current account," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 36, issue 2, pages 929-946.
• Suthawan Prukumpai & Yuthana Sethapramote, 2018, "Stock Market Integration in the ASEAN-5," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 25, issue 1, pages 15-34.
• Khalid Khan & Chi-Wei SU & Adnan Khurshid & Ashfaq U. Rehman, 2018, "How Often Does the Exchange Rate Granger Cause the Stock Market in Pakistan? A Bootstrap Rolling Window Approach," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 25, issue 1, pages 65-78.
• Cevat Bilgin, 2018, "Uluslararasi Ti̇carette Satin Alma Gücü Pari̇tesi̇ni̇n Geçerli̇li̇ği̇ Sorunu: Türki̇ye İçi̇n Zaman Seri̇si̇ Anali̇zi̇," Academic Review of Humanities and Social Sciences, Bursa Teknik Üniversitesi, volume 1, issue 1, pages 17-30.
• Nazlı Karaoğlu & Serdar Kılıçkaplan, 2018, "Estimation of Exchange Rate Pass-Through to Domestic Prices with Smooth Transition Autoregressive Models," Bulletin of Economic Theory and Analysis, BETA Journals, volume 3, issue 3, pages 195-215.
• Alain-Philippe Fortin & Jean-Guy Simonato & Georges Dionne, 2018, "Forecasting Expected Shortfall: Should we use a Multivariate Model for Stock Market Factors?," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 18-4, Jun.
• Marco Tronzano, 2018, "Regime-Shifts, Multicointegration and Fiscal Sustainability: Further Evidence on Poland (1999-2015)," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 71, issue 1, pages 73-86.
• Nidhaleddine Ben Cheikh & Younes Ben Zaied & Houssam Bouzgarrou & Pascal Nguyen, 2018, "Nonlinear Exchange Rate Pass-Through: Does Business Cycle Matter?," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 33, issue 2, pages 1234-1260.
• Antonia López-Villavicencio & Valérie Mignon, 2018, "Globalization and Exchange-Rate Pass-Through in Europe: Is There a Link?," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 33, issue 4, pages 773-786.
• Sakiru Adebola Solarin & Muhammad Shahbaz & Chris Stewart, 2018, "Is the consumption-income ratio stationary in African countries? Evidence from new time series tests that allow for structural breaks," Economics Discussion Papers, School of Economics, Kingston University London, number 2018-2, Apr.
• Sheila Guarnizo, 2018, "Relación entre capital humano y crecimiento económico de Colombia," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 4, issue 1, pages 22-34.
• Dina Sarango, 2018, "Análisis de la relación entre el consumo de energía y las emisiones de carbono en Ecuador," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 4, issue 1, pages 35-48.
• Jesús Godoy, 2018, "Urbanización e industrialización en Ecuador," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 4, issue 1, pages 49-60.
• Jimmy Erráez, 2018, "El efecto del comercio en el crecimiento de Colombia: Un enfoque de cointegración," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 4, issue 1, pages 61-69.
• Andrea Agurto, 2018, "Relación entre crecimiento económico y manufactura en Ecuador usando técnicas de cointegración," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 4, issue 1, pages 70-82.
• Andres Peñarreta, 2018, "Democracia, libertades civiles y crecimiento económico en Ecuador: un análisis de cointegración," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 4, issue 1, pages 83-96.
• Juliana León, 2018, "Relación entre el capital humano y el crecimiento económico en Bolivia, mediante técnicas de cointegración," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 4, issue 1, pages 97-109.
• Katherine Feraud, 2018, "Relación entre las exportaciones y gasto público sobre el crecimiento económico en Colombia periodo 1961-2015," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 4, issue 1, pages 110-122.
• Belen Jumbo & Michelle López, 2018, "Relación entre la inversión extranjera directa y el desempleo: Un enfoque con técnicas de cointegración para los países de la CAN," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 5, issue 1, pages 56-63.
• Mana Mesbahi & Hossein Asgharpur & Jafar Haghighat, 2018, "A Non-Linear Investigation of Exchange Rate Pass-Through into the Import Price with an Emphasis on the Role of Inflation Volatility in Iran," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 5, issue 2, pages 27-54.
• Ali Rezazadeh & Siavash Mohammadpoor & Fahmide Fattahi, 2018, "The Validity of Purchasing Power Parity Theory in Iran: Evidence from Markov- Switching Unit Root Test," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 5, issue 2, pages 55-80.
• Hassan Heidari & Arash Refah-Kahriz & Nayyer Hashemi Berenjabadi, 2018, "Dynamic Relationship between Macroeconomic Variables and Stock Return Volatility in Tehran Stock Exchange: Multivariate MS ARMA GARCH Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 5, issue 2, pages 223-250.
• Sakineh Ashrafi & Davood Behbudi & Farhad Dejpasand, 2018, "Study of Non-linear Relationship between Income Inequality and Economic Growth: A Case of Iran," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 5, issue 3, pages 21-42.
• Rouhollah Nazari & Mehdi Khodaparast Mashhadi & Ahmad Seifi, 2018, "Investigating Iran and Saudi Arabia Behavior in OPEC Using the Markov Switching Model," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 5, issue 3, pages 43-74.
• Farzad Saghi & kambiz Hozhabr Kiani & Akbar Mirzapour Babajan & Beytollah Akbari Moghaddam, 2018, "Asymmetric Effects of Monetary Policy on Iran Housing Market: A Nonlinear MS-VAR Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 5, issue 3, pages 75-102.
• Weilin Xiao & Jun Yu, 2018, "Asymptotic Theory for Rough Fractional Vasicek Models," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 7-2018, Mar.
• Yiu Lim Lui & Weilin Xiao & Jun Yu, 2018, "Mild-explosive and Local-to-mild-explosive Autoregressions with Serially Correlated Errors," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 22-2018, Dec.
• Julijana Angelovska & Zoran Ivanovski, 2018, "Accuracy In Risk Estimation Based On Simple Sma And Ewma Models:Evidence From Macedonian Stock Market," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 9, issue 1, pages 17-27.
• Blagica Novkovska & Gordana Serafimovic, 2018, "Recognizing The Vulnerability Of Generation Z To Economic And Social Risks," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 9, issue 1, pages 29-37.
• Saso Kozuharov & Vladimir Petkovski, 2018, "The Impact Of Social Transfers On Inequality Measured By Gini Index: The Example Of Macedonia," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 9, issue 1, pages 49-61.
• Adnan KHURSHID & Yin KEDONG & Adrian Cantemir CĂLIN & Zhaosu MENG & Naila NAZIR, 2018, "Remittances Inflows, Gain of Foreign Exchange or Trade Loss? New Evidence from Low, Lower-Middle and Middle-Income Groups," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 20-41, December.
• Mircea BAHNA & Cosmin-Octavian CEPOI & Bogdan Andrei DUMITRESCU & Virgil DAMIAN, 2018, "Estimating the Price Impact of Market Orders on the Bucharest Stock Exchange," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 120-133, December.
• Ran TAO & Zheng-Zheng LI & Xiao-Lin LI & Chi-Wei SU, 2018, "A Reexamination of Friedman-Ball’s Hypothesis in Slovakia - Evidence from Wavelet Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 41-54, December.
• Zintle Twala & Riza Demirer & Rangan Gupta, 2018, "Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities," Journal of Economics and Behavioral Studies, AMH International, volume 10, issue 2, pages 120-132, DOI: 10.22610/jebs.v10i2(J).2221.
• Egorov, Aleksei V. (Егоров, Алексей В.) & Borzykh, Olga A. (Борзых, Ольга А.), 2018, "Asymmetric Interest Rate Pass-Through in Russia
  [Асимметрия Процентного Канала Денежной Трансмиссии В России]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, volume 1, pages 92-121, February.
• Ion PARTACHI & Vitalie MOTELICA, 2018, "The Difference of the Actual Price Level from the Equilibrium One and its Impact on Inflation," Management and Economics Review, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 3, issue 2, pages 193-201, December.
• Andrea Baldini, 2018, "Determinants Of Loan And Bad Loan Dynamics: Evidence From Italy," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0232, Jan.
• Willy Alanya & Gabriel Rodríguez, 2018, "Stochastic Volatility in the Peruvian Stock Market and Exchange Rate Returns: A Bayesian Approximation," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 17, issue 3, pages 354-385, December, DOI: 10.1177/0972652718800560.
• Mohsin Hasnain Ahmad & Qazi Masood Ahmed & Zeeshan Atiq, 2018, "The Impact of Quality of Institutions on Sectoral FDI," Foreign Trade Review, , volume 53, issue 3, pages 174-188, August, DOI: 10.1177/0015732517734757.
• Santosh K. Dash & Lakshmi Kumar, 2018, "Does Inflation Affect Savings Non-linearly? Evidence from India," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 12, issue 4, pages 431-457, November, DOI: 10.1177/0973801018786155.
• Shadlee Rahman, 2018, "A Critical Examination of Inter-temporal Spatial Poverty Trends in Bangladesh," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 19, issue 1, pages 108-123, March, DOI: 10.1177/1391561418763469.
• Burcu YAVUZ-TIFTIKCIGIL & Burak GURIS & Ya?ar Serhat YASGUL, 2018, "Does Middle Income Trap Exist?: Evidence From Emerging Economies: E7 Countries For 1969-2015," Revista Galega de Economía, University of Santiago de Compostela. Faculty of Economics and Business., volume 27, issue 1, pages 145-158.
• Ender BAYKUT & Veysel KULA, 2018, "Determining the Regime Structure of BIST-100 Index: Markov Regime Switching Approach," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6408963, Jun.
• Somsri Banditvilai & Siriluck Anansatitzin, 2018, "Comparative Study of Three Time Series Methods in Forecasting Dengue Hemorrhagic Fever Incidence in Thailand," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6409199, Jun.
• Fela Özbey, 2018, "Real Exchange Rate Effects On The Turkish Trade Balance," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 7508666, Apr.
• Krzysztof Echaust, 2018, "Conditional VaR using GARCH-EVT approach with optimal tail selection," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 6910151, Oct.
• Nikolaos Dritsakis & Pavlos Stamatiou, 2018, "Causal Nexus between FDI, Exports, Unemployment and Economic Growth for the Old European Union Members. Evidence from Panel Data," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 7, issue 2, pages 35-56, November.
• Hans-Ueli Hunziker & Christian Raggi & Rina Rosenblatt-Wisch & Attilio Zanetti, 2018, "The impact of guidance, short-term dynamics and individual characteristics on firms' long-term inflation expectations," Working Papers, Swiss National Bank, number 2018-18.
• Ji Hyung Lee & Oliver Linton & YOON-JAE WHANG, 2018, "Quantilograms under Strong Dependence," Working Paper Series, Institute of Economic Research, Seoul National University, number no111, Apr.
• Utku ALTUNÖZ, 2018, "Investigating the Presence of Fisher Effect for the China Economy," Sosyoekonomi Journal, Sosyoekonomi Society, issue 26(35).
• Hakan BİLİR, 2018, "An Analysis of January Effect on Different BIST Indexes in Turkish Stock Markets," Sosyoekonomi Journal, Sosyoekonomi Society, issue 26(36).
• Zeynep ERÜNLÜ, 2018, "Do Depreciations Really Trigger an Inflow of Foreign Direct Investment? The Case of Turkey," Sosyoekonomi Journal, Sosyoekonomi Society, issue 26(37).
• A. M. Angulo & J. Mur & F. J. Trívez, 2018, "Measuring resilience to economic shocks: an application to Spain," The Annals of Regional Science, Springer;Western Regional Science Association, volume 60, issue 2, pages 349-373, March, DOI: 10.1007/s00168-017-0815-8.
• Niematallah Elamin & Mototsugu Fukushige, 2018, "Forecasting extreme seasonal tourism demand: the case of Rishiri Island in Japan," Asia-Pacific Journal of Regional Science, Springer, volume 2, issue 2, pages 279-296, August, DOI: 10.1007/s41685-017-0048-y.
• Vicente Esteve & Cecilio Tamarit, 2018, "Public debt and economic growth in Spain, 1851–2013," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), volume 12, issue 2, pages 219-249, May, DOI: 10.1007/s11698-017-0159-8.
• Blagov, Boris, 2018, "Exchange rate uncertainty and import prices in the euro area," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 789, DOI: 10.4419/86788917.
• Belke, Ansgar & Beckmann, Joscha & Dubova, Irina, 2018, "What drives updates of inflation expectations? A Bayesian VAR analysis for the G-7 countries," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association, number 181518.
• Olivier Ledoit & Michael Wolf, 2018, "Robust performance hypothesis testing with smooth functions of population moments," ECON - Working Papers, Department of Economics - University of Zurich, number 305, Oct.
• Nonejad, Nima, 2018, "Déjà vol oil? Predicting S&P 500 equity premium using crude oil price volatility: Evidence from old and recent time-series data," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 260-270, DOI: 10.1016/j.irfa.2018.03.012.
• Bedoui, Rihab & Braeik, Sana & Goutte, Stéphane & Guesmi, Khaled, 2018, "On the study of conditional dependence structure between oil, gold and USD exchange rates," International Review of Financial Analysis, Elsevier, volume 59, issue C, pages 134-146, DOI: 10.1016/j.irfa.2018.07.001.
• Labidi, Chiaz & Rahman, Md Lutfur & Hedström, Axel & Uddin, Gazi Salah & Bekiros, Stelios, 2018, "Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis," International Review of Financial Analysis, Elsevier, volume 59, issue C, pages 179-211, DOI: 10.1016/j.irfa.2018.08.005.
• Blazsek, Szabolcs & Carrizo, Daniela & Eskildsen, Ricardo & Gonzalez, Humberto, 2018, "Forecasting rate of return after extreme values when using AR-t-GARCH and QAR-Beta-t-EGARCH," Finance Research Letters, Elsevier, volume 24, issue C, pages 193-198, DOI: 10.1016/j.frl.2017.09.006.
• Caporale, Guglielmo Maria & Carcel, Hector & Gil-Alana, Luis, 2018, "The EMBI in Latin America: Fractional integration, non-linearities and breaks," Finance Research Letters, Elsevier, volume 24, issue C, pages 34-41, DOI: 10.1016/j.frl.2017.06.014.
• Gupta, Rangan & Mwamba, John W. Muteba & Wohar, Mark E., 2018, "The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach," Finance Research Letters, Elsevier, volume 25, issue C, pages 131-136, DOI: 10.1016/j.frl.2017.10.023.
• Ping, Yuan & Li, Rui, 2018, "Forecasting realized volatility based on the truncated two-scales realized volatility estimator (TTSRV): Evidence from China's stock market," Finance Research Letters, Elsevier, volume 25, issue C, pages 222-229, DOI: 10.1016/j.frl.2017.10.028.
• Li, Haiqi & Zheng, Chaowen, 2018, "Unit root quantile autoregression testing with smooth structural changes," Finance Research Letters, Elsevier, volume 25, issue C, pages 83-89, DOI: 10.1016/j.frl.2017.10.008.
• Demir, Ender & Gozgor, Giray & Lau, Chi Keung Marco & Vigne, Samuel A., 2018, "Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation," Finance Research Letters, Elsevier, volume 26, issue C, pages 145-149, DOI: 10.1016/j.frl.2018.01.005.
• Dash, Saumya Ranjan & Maitra, Debasish, 2018, "Does sentiment matter for stock returns? Evidence from Indian stock market using wavelet approach," Finance Research Letters, Elsevier, volume 26, issue C, pages 32-39, DOI: 10.1016/j.frl.2017.11.008.
• Caporale, Guglielmo Maria & Gil-Alana, Luis & Plastun, Alex, 2018, "Is market fear persistent? A long-memory analysis," Finance Research Letters, Elsevier, volume 27, issue C, pages 140-147, DOI: 10.1016/j.frl.2018.02.007.
• Gkillas, Konstantinos & Gupta, Rangan & Wohar, Mark E., 2018, "Volatility jumps: The role of geopolitical risks," Finance Research Letters, Elsevier, volume 27, issue C, pages 247-258, DOI: 10.1016/j.frl.2018.03.014.
• Hiebert, Paul & Jaccard, Ivan & Schüler, Yves, 2018, "Contrasting financial and business cycles: Stylized facts and candidate explanations," Journal of Financial Stability, Elsevier, volume 38, issue C, pages 72-80, DOI: 10.1016/j.jfs.2018.06.002.
• Park, Jin Suk & Newaz, Mohammad Khaleq, 2018, "Do terrorist attacks harm financial markets? A meta-analysis of event studies and the determinants of adverse impact," Global Finance Journal, Elsevier, volume 37, issue C, pages 227-247, DOI: 10.1016/j.gfj.2018.06.003.
• Kuersteiner, Guido M. & Phillips, David C. & Villamizar-Villegas, Mauricio, 2018, "Effective sterilized foreign exchange intervention? Evidence from a rule-based policy," Journal of International Economics, Elsevier, volume 113, issue C, pages 118-138, DOI: 10.1016/j.jinteco.2018.04.003.
• Paris, Anthony, 2018, "On the link between oil and agricultural commodity prices: Do biofuels matter?," International Economics, Elsevier, volume 155, issue C, pages 48-60, DOI: 10.1016/j.inteco.2017.12.003.
• Fedoseeva, Svetlana, 2018, "Under pressure: Dynamic pass-through of oil prices to the RUB/USD exchange rate," International Economics, Elsevier, volume 156, issue C, pages 117-126, DOI: 10.1016/j.inteco.2018.01.004.
• Shahzad, Syed Jawad Hussain & Mensi, Walid & Hammoudeh, Shawkat & Balcilar, Mehmet & Shahbaz, Muhammad, 2018, "Distribution specific dependence and causality between industry-level U.S. credit and stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 52, issue C, pages 114-133, DOI: 10.1016/j.intfin.2017.09.025.
• Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2018, "Nonfinancial debt and economic growth in euro-area countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 56, issue C, pages 17-37, DOI: 10.1016/j.intfin.2018.03.005.
• Yan, Cheng & Wang, Xichen, 2018, "The non-persistent relationship between foreign equity flows and emerging stock market returns across quantiles," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 56, issue C, pages 38-54, DOI: 10.1016/j.intfin.2018.03.002.
• Franses, Philip Hans & Janssens, Eva, 2018, "Inflation in Africa, 1960–2015," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 57, issue C, pages 261-292, DOI: 10.1016/j.intfin.2018.09.005.
• Hendry, David F., 2018, "Deciding between alternative approaches in macroeconomics," International Journal of Forecasting, Elsevier, volume 34, issue 1, pages 119-135, DOI: 10.1016/j.ijforecast.2017.09.003.
• Antunes, António & Bonfim, Diana & Monteiro, Nuno & Rodrigues, Paulo M.M., 2018, "Forecasting banking crises with dynamic panel probit models," International Journal of Forecasting, Elsevier, volume 34, issue 2, pages 249-275, DOI: 10.1016/j.ijforecast.2017.12.003.
• Smeekes, Stephan & Wijler, Etienne, 2018, "Macroeconomic forecasting using penalized regression methods," International Journal of Forecasting, Elsevier, volume 34, issue 3, pages 408-430, DOI: 10.1016/j.ijforecast.2018.01.001.
• Camacho, Maximo & Perez-Quiros, Gabriel & Poncela, Pilar, 2018, "Markov-switching dynamic factor models in real time," International Journal of Forecasting, Elsevier, volume 34, issue 4, pages 598-611, DOI: 10.1016/j.ijforecast.2018.05.002.
• Zanetti Chini, Emilio, 2018, "Forecasting dynamically asymmetric fluctuations of the U.S. business cycle," International Journal of Forecasting, Elsevier, volume 34, issue 4, pages 711-732, DOI: 10.1016/j.ijforecast.2018.05.003.
• Gomez-Gonzalez, Jose Eduardo & Sanin-Restrepo, Sebastian, 2018, "The maple bubble: A history of migration among Canadian provinces," Journal of Housing Economics, Elsevier, volume 41, issue C, pages 57-71, DOI: 10.1016/j.jhe.2018.03.001.
• Foroni, Claudia & Ravazzolo, Francesco & Sadaba, Barbara, 2018, "Assessing the predictive ability of sovereign default risk on exchange rate returns," Journal of International Money and Finance, Elsevier, volume 81, issue C, pages 242-264, DOI: 10.1016/j.jimonfin.2017.12.001.
• Gyntelberg, Jacob & Loretan, Mico & Subhanij, Tientip, 2018, "Private information, capital flows, and exchange rates," Journal of International Money and Finance, Elsevier, volume 81, issue C, pages 40-55, DOI: 10.1016/j.jimonfin.2017.10.005.
• De Vita, Glauco & Trachanas, Emmanouil & Luo, Yun, 2018, "Revisiting the bi-directional causality between debt and growth: Evidence from linear and nonlinear tests," Journal of International Money and Finance, Elsevier, volume 83, issue C, pages 55-74, DOI: 10.1016/j.jimonfin.2018.02.004.
• Yang, Lixiong & Su, Jen-Je, 2018, "Debt and growth: Is there a constant tipping point?," Journal of International Money and Finance, Elsevier, volume 87, issue C, pages 133-143, DOI: 10.1016/j.jimonfin.2018.06.002.
• Bakas, Dimitrios & Triantafyllou, Athanasios, 2018, "The impact of uncertainty shocks on the volatility of commodity prices," Journal of International Money and Finance, Elsevier, volume 87, issue C, pages 96-111, DOI: 10.1016/j.jimonfin.2018.06.001.
• Ismailov, Adilzhan & Rossi, Barbara, 2018, "Uncertainty and deviations from uncovered interest rate parity," Journal of International Money and Finance, Elsevier, volume 88, issue C, pages 242-259, DOI: 10.1016/j.jimonfin.2017.07.012.
• Gupta, Rangan & Ma, Jun & Risse, Marian & Wohar, Mark E., 2018, "Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty," Journal of Macroeconomics, Elsevier, volume 57, issue C, pages 317-337, DOI: 10.1016/j.jmacro.2018.06.009.
• Haase, Marco & Huss, Matthias, 2018, "Guilty speculators? Range-based conditional volatility in a cross-section of wheat futures," Journal of Commodity Markets, Elsevier, volume 10, issue C, pages 29-46, DOI: 10.1016/j.jcomm.2017.10.001.
• Aye, Goodness C. & Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan, 2018, "Firm-level political risk and asymmetric volatility," The Journal of Economic Asymmetries, Elsevier, volume 18, issue C, pages 1-1, DOI: 10.1016/j.jeca.2018.e00110.
• Santos, Anabela & Cincera, Michele, 2018, "Tourism demand, low cost carriers and European institutions: The case of Brussels," Journal of Transport Geography, Elsevier, volume 73, issue C, pages 163-171, DOI: 10.1016/j.jtrangeo.2018.04.026.
• Esteves, Paulo Soares & Prades, Elvira, 2018, "Does export concentration matter in economic adjustment programs? Evidence from the euro-area," Journal of Policy Modeling, Elsevier, volume 40, issue 2, pages 225-241, DOI: 10.1016/j.jpolmod.2017.10.005.
• King, Cheng & Du, Jane, 2018, "China’s first priority in post-war state building: A wealthy state, or a strong army?," Journal of Policy Modeling, Elsevier, volume 40, issue 5, pages 851-872, DOI: 10.1016/j.jpolmod.2018.07.001.
• Kozlova, Olesia & de Jesus Noguera, Jose, 2018, "Achievers or slackers? Per capita income trends in European countries," Journal of Policy Modeling, Elsevier, volume 40, issue 6, pages 1332-1345, DOI: 10.1016/j.jpolmod.2018.08.004.
• Bonato, Matteo & Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian, 2018, "Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach," Resources Policy, Elsevier, volume 57, issue C, pages 196-212, DOI: 10.1016/j.resourpol.2018.03.004.
• Grabarczyk, Peter & Wagner, Martin & Frondel, Manuel & Sommer, Stephan, 2018, "A cointegrating polynomial regression analysis of the material kuznets curve hypothesis," Resources Policy, Elsevier, volume 57, issue C, pages 236-245, DOI: 10.1016/j.resourpol.2018.03.009.
• Iriarte-Goñi, Iñaki & Ayuda, María-Isabel, 2018, "Should Forest Transition Theory include effects on forest fires? The case of Spain in the second half of the twentieth century," Land Use Policy, Elsevier, volume 76, issue C, pages 789-797, DOI: 10.1016/j.landusepol.2018.03.009.
• Bahloul, Walid & Balcilar, Mehmet & Cunado, Juncal & Gupta, Rangan, 2018, "The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test," Journal of Multinational Financial Management, Elsevier, volume 45, issue C, pages 52-71, DOI: 10.1016/j.mulfin.2018.04.002.
• Fuentes, Fernanda & Herrera, Rodrigo & Clements, Adam, 2018, "Modeling extreme risks in commodities and commodity currencies," Pacific-Basin Finance Journal, Elsevier, volume 51, issue C, pages 108-120, DOI: 10.1016/j.pacfin.2018.06.003.
• Pan, Zhiyuan & Liu, Li, 2018, "Forecasting stock return volatility: A comparison between the roles of short-term and long-term leverage effects," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 492, issue C, pages 168-180, DOI: 10.1016/j.physa.2017.09.030.
• Gkillas (Gillas), Konstantinos & Vortelinos, Dimitrios I. & Saha, Shrabani, 2018, "The properties of realized volatility and realized correlation: Evidence from the Indian stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 492, issue C, pages 343-359, DOI: 10.1016/j.physa.2017.10.007.
• Ferrer, Román & Jammazi, Rania & Bolós, Vicente J. & Benítez, Rafael, 2018, "Interactions between financial stress and economic activity for the U.S.: A time- and frequency-varying analysis using wavelets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 492, issue C, pages 446-462, DOI: 10.1016/j.physa.2017.10.044.
• Duan, Yinying & Chen, Wang & Zeng, Qing & Liu, Zhicao, 2018, "Leverage effect, economic policy uncertainty and realized volatility with regime switching," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 493, issue C, pages 148-154, DOI: 10.1016/j.physa.2017.10.040.
• Chen, Yanhui & Zhang, Chuan & He, Kaijian & Zheng, Aibing, 2018, "Multi-step-ahead crude oil price forecasting using a hybrid grey wave model," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 501, issue C, pages 98-110, DOI: 10.1016/j.physa.2018.02.061.
• Zhang, Guofu & Li, Jingjing, 2018, "Multifractal analysis of Shanghai and Hong Kong stock markets before and after the connect program," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 503, issue C, pages 611-622, DOI: 10.1016/j.physa.2018.02.139.
• Charfeddine, Lanouar & Khediri, Karim Ben & Aye, Goodness C. & Gupta, Rangan, 2018, "Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 505, issue C, pages 632-647, DOI: 10.1016/j.physa.2018.04.004.
• Song, Wonho & Park, Sung Y. & Ryu, Doojin, 2018, "Dynamic conditional relationships between developed and emerging markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 507, issue C, pages 534-543, DOI: 10.1016/j.physa.2018.05.007.
• Hassani, Hossein & Silva, Emmanuel Sirimal & Gupta, Rangan & Das, Sonali, 2018, "Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 509, issue C, pages 121-139, DOI: 10.1016/j.physa.2018.05.147.
• Ning, Ye & Han, Chenyu & Wang, Yiming, 2018, "The multifractal properties of Euro and Pound exchange rates and comparisons," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 509, issue C, pages 578-587, DOI: 10.1016/j.physa.2018.06.037.
• Fu, Hui & Chen, Wenting & He, Xin-Jiang, 2018, "On a class of estimation and test for long memory," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 509, issue C, pages 906-920, DOI: 10.1016/j.physa.2018.06.092.
• Cuestas, Juan Carlos & Ordóñez, Javier, 2018, "Oil prices and unemployment in the UK before and after the crisis: A Bayesian VAR approach. A note," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 510, issue C, pages 200-207, DOI: 10.1016/j.physa.2018.06.114.