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subject:"Forecasting model"
subject:"Stock market"
~person:"Caporale, Guglielmo Maria"
~subject:"Geldpolitik"
~subject:"Monetary policy"
~type_genre:"Article in journal"
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Forecasting model
Stock market
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Estimation
92
Schätzung
92
Time series analysis
38
Zeitreihenanalyse
38
Cointegration
29
Kointegration
29
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28
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25
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Caporale, Guglielmo Maria
Gupta, Rangan
98
Zaremba, Adam
41
Pierdzioch, Christian
33
Ma, Feng
32
Wohar, Mark E.
31
Balcilar, Mehmet
29
McMillan, David G.
29
Narayan, Paresh Kumar
25
Wang, Yudong
22
Zhang, Yaojie
22
Tiwari, Aviral Kumar
21
Salisu, Afees A.
19
Gil-Alaña, Luis A.
18
Xuan Vinh Vo
18
Chiang, Thomas C.
17
Sehgal, Sanjay
17
Belke, Ansgar
16
Demirer, Rıza
16
Bouri, Elie
15
Kumar, Dilip
15
Moosa, Imad A.
15
Nonejad, Nima
15
Jawadi, Fredj
14
Marcellino, Massimiliano
14
Papadamou, Stephanos
14
Wei, Yu
14
Apergēs, Nikolaos
13
Brooks, Robert
13
Bekiros, Stelios
12
Narayan, Seema
12
Shahzad, Syed Jawad Hussain
12
Westerlund, Joakim
12
Yoon, Seong-min
12
Cakici, Nusret
11
Kang, Sang Hoon
11
Long, Huaigang
11
Serletis, Apostolos
11
Swanson, Norman R.
11
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10
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Scottish journal of political economy : the journal of the Scottish Economic Society
2
Applied financial economics
1
Defence and peace economics
1
Eastern economic journal
1
Economic modelling
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of economics and financial issues : IJEFI
1
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1
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
18
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18
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1
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:
2
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:
3
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:
4
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
5
Financial integration in the GCC region : market size versus national effects
Arin, Kerim Peren
;
Caporale, Guglielmo Maria
;
Kyriacou, …
- In:
Open economies review
31
(
2020
)
2
,
pp. 309-316
Persistent link: https://www.econbiz.de/10012229747
Saved in:
6
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:
7
Global and regional stock market integration in Asia : a panel convergence approach
Caporale, Guglielmo Maria
;
You, Kefei
;
Chen, Lei
- In:
International review of financial analysis
65
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012208866
Saved in:
8
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:
9
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:
10
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:
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