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subject:"Geldpolitik"
subject:"Zinsstruktur"
~person:"Caporale, Guglielmo Maria"
~person:"Sarno, Lucio"
~type_genre:"Article in journal"
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Geldpolitik
Zinsstruktur
Estimation
118
Schätzung
118
Time series analysis
39
Zeitreihenanalyse
39
USA
36
United States
36
Theorie
33
Theory
33
Cointegration
31
Kointegration
31
Börsenkurs
20
Share price
20
Volatility
19
Volatilität
19
Fractional integration
18
Großbritannien
18
United Kingdom
18
Exchange rate
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Kaufkraftparität
17
Purchasing power parity
17
Wechselkurs
17
Interest rate
14
Zins
14
Capital income
13
EU countries
13
EU-Staaten
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Kapitaleinkommen
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Aktienmarkt
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Stock market
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Welt
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World
10
fractional integration
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Einheitswurzeltest
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Japan
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Monetary policy
9
Persistence
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Unit root test
9
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8
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Graue Literatur
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Non-commercial literature
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Aufsatz in Zeitschrift
17
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English
17
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Caporale, Guglielmo Maria
Sarno, Lucio
Gupta, Rangan
24
Belke, Ansgar
16
Papadamou, Stephanos
13
Gil-Alaña, Luis A.
10
Serletis, Apostolos
10
Wohar, Mark E.
10
Hsing, Yu
9
Klose, Jens
9
Afonso, António
8
Chiang, Thomas C.
8
Leeper, Eric M.
8
Nautz, Dieter
8
Siklos, Pierre L.
8
Wolters, Jürgen
8
Apergēs, Nikolaos
7
Ghosh, Taniya
7
Maitra, Biswajit
7
Thornton, Daniel L.
7
Tzavalis, Elias
7
Umar, Zaghum
7
Zha, Tao
7
Bahmani-Oskooee, Mohsen
6
Balcilar, Mehmet
6
Berardi, Andrea
6
Bernoth, Kerstin
6
Caraiani, Petre
6
Castelnuovo, Efrem
6
Fendel, Ralf
6
Hayo, Bernd
6
Holmes, Mark J.
6
Joslin, Scott
6
Lütkepohl, Helmut
6
Nowman, Kalid Ben
6
Olson, Eric
6
Rudebusch, Glenn D.
6
Schrimpf, Andreas
6
Spencer, Peter D.
6
Adil, Masudul Hasan
5
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Applied economics letters
2
American economic journal : a journal of the American Economic Association
1
Applied financial economics
1
Eastern economic journal
1
Economic modelling
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
IMF staff papers
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of economics and financial issues : IJEFI
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international development : the journal of the Development Studies Association
1
Journal of international money and finance
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
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ECONIS (ZBW)
17
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1
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
2
Shadow rates as a measure of the monetary policy stance : some international evidence
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Scottish journal of political economy : the journal of …
70
(
2023
)
5
,
pp. 399-422
Persistent link: https://www.econbiz.de/10014437258
Saved in:
3
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
4
Exchange rate parities and Taylor rule deviations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
4
,
pp. 1809-1835
Persistent link: https://www.econbiz.de/10013440437
Saved in:
5
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 170-178
Persistent link: https://www.econbiz.de/10012205401
Saved in:
6
When is foreign exchange intervention effective? : evidence from 33 countries
Fratzscher, Marcel
;
Gloede, Oliver
;
Menkhoff, Lukas
; …
- In:
American economic journal : a journal of the American …
11
(
2019
)
1
,
pp. 132-156
Persistent link: https://www.econbiz.de/10011962406
Saved in:
7
Monetary policy rules in emerging countries : is there an augmented nonlinear taylor rule?
Caporale, Guglielmo Maria
;
Helmi, Mohamad Husam
;
Catik, …
- In:
Economic modelling
72
(
2018
),
pp. 306-319
Persistent link: https://www.econbiz.de/10012100405
Saved in:
8
Stock prices and monetary policy : an impulse response analysis
Caporale, Guglielmo Maria
;
Soliman, Alaa M.
- In:
International journal of economics and financial issues …
3
(
2013
)
3
,
pp. 701-709
Persistent link: https://www.econbiz.de/10010518966
Saved in:
9
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
152
(
2017
),
pp. 116-123
Persistent link: https://www.econbiz.de/10011802433
Saved in:
10
Interest rate dynamics in Kenya : commercial banks' rates and the 91-day treasury bill rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Journal of international development : the journal of …
28
(
2016
)
2
,
pp. 214-232
Persistent link: https://www.econbiz.de/10011552186
Saved in:
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