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language:"eng"
person:"Caporale, Guglielmo Maria"
~person:"Angelini, Elena"
~subject:"Ankündigungseffekt"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Ankündigungseffekt
Zeitreihenanalyse
EU countries
35
EU-Staaten
35
Estimation
12
Schätzung
12
Euro area
9
Eurozone
9
Volatility
8
Volatilität
8
Börsenkurs
6
Cointegration
6
Kointegration
6
Share price
6
Time series analysis
5
Capital income
4
Deutschland
4
Fractional integration
4
Germany
4
Großbritannien
4
Kapitaleinkommen
4
Monetary union
4
USA
4
United Kingdom
4
United States
4
Währungsunion
4
Aktienmarkt
3
Financial market
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Finanzmarkt
3
National income
3
Nationaleinkommen
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Public bond
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Stock market
3
Yield curve
3
Zinsstruktur
3
Öffentliche Anleihe
3
ARCH model
2
ARCH-Modell
2
Announcement effect
2
Central bank
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Aufsatz in Zeitschrift
Arbeitspapier
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Caporale, Guglielmo Maria
Angelini, Elena
Gil-Alaña, Luis A.
9
Chebbi, Tarek
8
Koopman, Siem Jan
5
Ehrmann, Michael
4
Evans, Kevin P.
4
Forni, Mario
4
Haan, Jakob de
4
Hussain, Syed Mujahid
4
Marcellino, Massimiliano
4
Moessner, Richhild
4
Sosvilla-Rivero, Simón
4
Speight, Alan E. H.
4
Bouzgarrou, Houssam
3
Camacho, Maximo
3
Derbali, Abdelkader
3
Fendel, Ralf
3
Ferrara, Laurent
3
Ferreira, Paulo
3
Fratzscher, Marcel
3
Gillas, Konstantinos Gkillas
3
Grossmann, Axel
3
Hall, Stephen G.
3
Hallin, Marc
3
Hmedat, Waleed
3
Kontonikas, Alexandros
3
Lippi, Marco
3
McAdam, Peter
3
Morana, Claudio
3
Schumacher, Christian
3
Spagnolo, Nicola
3
Tiwari, Aviral Kumar
3
Vlaar, Peter J. G.
3
Aguiar-Conraria, Luís
2
Akdoğan, Kurmaş
2
Apergēs, Nikolaos
2
Arčabić, Vladimir
2
Aslam, Faheem
2
Azevedo, João Valle e
2
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Comparative economic studies
1
Economic modelling
1
International review of financial analysis
1
Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
The European journal of finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
7
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1
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
Saved in:
2
Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
The European journal of finance
24
(
2018
)
1/3
,
pp. 114-134
Persistent link: https://www.econbiz.de/10012244285
Saved in:
3
Macro news and stock returns in the Euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
International review of financial analysis
45
(
2016
),
pp. 180-188
Persistent link: https://www.econbiz.de/10011581967
Saved in:
4
Youth unemployment in Europe : persistence and macroeconomic determinants
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Comparative economic studies
56
(
2014
)
4
,
pp. 581-591
Persistent link: https://www.econbiz.de/10010487651
Saved in:
5
Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Multinational finance journal : MF ; quarterly …
16
(
2012
)
1/2
,
pp. 105-136
Persistent link: https://www.econbiz.de/10010257552
Saved in:
6
Econometric analyses with backdated data : unified Germany and the euro area
Angelini, Elena
;
Marcellino, Massimiliano
- In:
Economic modelling
28
(
2011
)
3
,
pp. 1405-1414
Persistent link: https://www.econbiz.de/10009272091
Saved in:
7
Estimating and forecasting the euro area monthly national accounts from a dynamic factor model
Angelini, Elena
;
Bańbura, Marta
;
Rünstler, Gerhard
- In:
Journal of business cycle measurement and analysis : a …
(
2010
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10008698660
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