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subject:"Wechselkurs"
type_genre:"Article in journal"
~person:"Caporale, Guglielmo Maria"
~subject:"fractional integration"
~type_genre:"Multi-volume publication"
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Wechselkurs
fractional integration
Estimation
92
Schätzung
92
Time series analysis
38
Zeitreihenanalyse
38
Cointegration
29
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29
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28
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28
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25
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Caporale, Guglielmo Maria
Bahmani-Oskooee, Mohsen
61
Gil-Alaña, Luis A.
30
MacDonald, Ronald
16
Hsing, Yu
15
Beckmann, Joscha
14
Gupta, Rangan
12
Arize, Augustine Chuck
11
Belke, Ansgar
11
Hegerty, Scott W.
11
Rashid, Abdul
10
Tiwari, Aviral Kumar
10
Chinn, Menzie David
9
Grossmann, Axel
9
Pierdzioch, Christian
9
Sarno, Lucio
9
Baharumshah, Ahmad Zubaidi
8
Harvey, Hanafiah
8
Malindretos, John
8
Moosa, Imad A.
8
Sosvilla-Rivero, Simón
8
Aftab, Muhammad
7
Cho, Dooyeon
7
Morley, Bruce
7
Nouira, Ridha
7
Rahman, A. K. M. Matiur
7
Salisu, Afees A.
7
Shahbaz, Muhammad
7
Su, Chi-Wei
7
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7
Baek, Jungho
6
Cheung, Yin-Wong
6
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6
Karamelikli, Huseyin
6
Kitamura, Yoshihiro
6
Kutan, Ali Mustafa
6
Maitra, Biswajit
6
Menkhoff, Lukas
6
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6
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6
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Journal of international money and finance
3
Applied economics letters
2
International journal of finance & economics : IJFE
2
Bulletin of economic research
1
Comparative economic studies
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International review of financial analysis
1
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1
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The South African journal of economics
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
19
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1
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:
2
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
3
Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Bulletin of economic research
74
(
2022
)
1
,
pp. 123-134
Persistent link: https://www.econbiz.de/10012819299
Saved in:
4
Stock market linkages between the ASEAN countries, China and the US : a fractional integration/cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
5
,
pp. 1502-1514
Persistent link: https://www.econbiz.de/10013167095
Saved in:
5
Testing for UIP-type relationships : nonlinearities, monetary announcements and interest rate expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Open economies review
33
(
2022
)
4
,
pp. 705-749
Persistent link: https://www.econbiz.de/10013455611
Saved in:
6
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:
7
International portfolio flows and exchange rate volatility in emerging Asian markets
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Fabio
- In:
Journal of international money and finance
76
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011788040
Saved in:
8
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
9
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:
10
Testing unemployment theories : a multivariate long memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Lovcha, …
- In:
Journal of applied economics
19
(
2016
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10011555191
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