Sarosh Shabi

Economics and Econometrics · 2015–2016

A researcher in the Science corpus: 2 papers; trusts 10 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 25 citations into it
• Finance — 18 citations into it

Whom Sarosh Shabi trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Clive W. J. Granger
2. Cees G. H. Diks
3. Jeffrey A. Frankel
4. D. McMillan
5. G. Schwert

Papers from Sarosh Shabi's perspective

Ordered by how strongly the researchers Sarosh Shabi trusts endorse each paper. Same corpus, a different order for every researcher.

1. On the Economic Sources of Stock Market Volatility
2. A new statistic and practical guidelines for nonparametric Granger causality testing
3. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
4. What moves the gold market
5. The Spline-Garch Model for Low Frequency Volatility and its Global Macroeconomic Causes
6. Investigating causal relations by econometric models and cross-spectral methods
7. Risk, uncertainty, and asset prices
8. Do We Really Know That Oil Caused the Great Stagflation? A Monetary Alternative (NBER macroeconomics annual)
9. Asymmetric Volatility in the Gold Market (The Journal of Alternative Investments)
10. Stock Market Volatility and the Business Cycle

Their papers

• Relationship between gold and stock markets during the global financial crisis: Evidence from nonlinear causality tests (2015) — 194 citations
• Stock market volatility and business cycle: Evidence from linear and nonlinear causality tests (2016) — 114 citations