University of Pretoria-ko ikertzaileekin lankidetzan egindako argitalpenak (66)

2024

  1. On the propagation mechanism of international real interest rate spillovers: evidence from more than 200 years of data

    Applied Economics

  2. Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach

    Financial Innovation, Vol. 10, Núm. 1

2023

  1. Flourishing During the COVID-19 Pandemic: A Longitudinal Study in South Africa

    Psychological Reports

  2. Infectious Diseases-Related Uncertainty and the Predictability of Foreign Exchange and Bitcoin Futures Realized Volatility

    Annals of Financial Economics, Vol. 18, Núm. 2

  3. Productivity and GDP: international evidence of persistence and trends over 130 years of data

    Empirical Economics, Vol. 64, Núm. 3, pp. 1219-1246

2022

  1. Geopolitical risks and historical exchange rate volatility of the BRICS

    International Review of Economics and Finance, Vol. 77, pp. 179-190

  2. Globalization, long memory, and real interest rate convergence: a historical perspective

    Empirical Economics, Vol. 63, Núm. 5, pp. 2331-2355

  3. Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases

    Journal of Risk and Financial Management, Vol. 15, Núm. 1

  4. Temperature and precipitation in the US states: long memory, persistence, and time trend

    Theoretical and Applied Climatology, Vol. 150, Núm. 3-4, pp. 1731-1744

  5. The behaviour of real interest rates: New evidence from a 'suprasecular' perspective

    International Finance, Vol. 25, Núm. 1, pp. 46-64

2021

  1. Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum

    International Economics, Vol. 167, pp. 29-38

  2. Oil Price and Exchange Rate Behaviour of the BRICS

    Emerging Markets Finance and Trade, Vol. 57, Núm. 7, pp. 2042-2051

  3. Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data

    Urban Studies, Vol. 58, Núm. 1, pp. 53-72

  4. Stock markets and exchange rate behavior of the BRICS

    Journal of Forecasting, Vol. 40, Núm. 8, pp. 1581-1595

  5. Time-varying relationship between conventional and unconventional monetary policies and risk aversion: international evidence from time- and frequency-domains

    Empirical Economics, Vol. 61, Núm. 6, pp. 2963-2983

2020

  1. Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data

    Journal of Applied Statistics, Vol. 47, Núm. 6, pp. 1128-1143

  2. Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data

    Physica A: Statistical Mechanics and its Applications, Vol. 540

  3. Modeling US historical time-series prices and inflation using alternative long-memory approaches

    Empirical Economics, Vol. 58, Núm. 4, pp. 1491-1511

  4. Primary results from CECILIA, a global single-arm phase II study evaluating bevacizumab, carboplatin and paclitaxel for advanced cervical cancer

    Gynecologic Oncology, Vol. 159, Núm. 1, pp. 142-149

  5. Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data

    North American Journal of Economics and Finance, Vol. 51