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subject:"Share price"
subject:"Stock index"
~person:"Caporale, Guglielmo Maria"
~person:"Hsing, Yu"
~subject:"Wechselkurs"
~type_genre:"Article in journal"
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Share price
Stock index
Wechselkurs
Estimation
139
Schätzung
139
Time series analysis
39
Zeitreihenanalyse
39
USA
38
United States
38
Theorie
37
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37
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Caporale, Guglielmo Maria
Hsing, Yu
Gupta, Rangan
64
Bahmani-Oskooee, Mohsen
61
Wohar, Mark E.
34
Tiwari, Aviral Kumar
32
McMillan, David G.
31
Zaremba, Adam
31
Narayan, Paresh Kumar
29
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26
Pierdzioch, Christian
26
Salisu, Afees A.
21
Balcilar, Mehmet
19
Belke, Ansgar
17
Bollerslev, Tim
17
Chiang, Thomas C.
17
Beckmann, Joscha
16
Ma, Feng
16
MacDonald, Ronald
16
Todorov, Viktor
16
Brooks, Robert
14
McAleer, Michael
14
Xuan Vinh Vo
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Bohl, Martin T.
13
Bouri, Elie
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Lee, Chien-chiang
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Rashid, Abdul
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11
Chinn, Menzie David
11
Hegerty, Scott W.
11
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11
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Applied economics letters
3
Journal of international money and finance
3
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2
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ECONIS (ZBW)
43
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1
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:
2
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:
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
A simultaneous-equation model of estimating the response of the consumer price to exchange rate movements in Thailand
Hsing, Yu
- In:
Business and Economic Research : BER
10
(
2020
)
1
,
pp. 284-293
Persistent link: https://www.econbiz.de/10012219903
Saved in:
6
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
7
Are the predictions of the Mundell-Fleming model applicable to Hungary?
Hsing, Yu
- In:
The empirical economics letters : a monthly …
19
(
2020
)
8
,
pp. 777-786
Persistent link: https://www.econbiz.de/10012597176
Saved in:
8
A simultaneous-equation model of estimating exchange rate pass-through in Indonesia
Hsing, Yu
- In:
The empirical economics letters : a monthly …
19
(
2020
)
9
,
pp. 931-939
Persistent link: https://www.econbiz.de/10012597822
Saved in:
9
High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
Saved in:
10
Momentum effects in the cryptocurrency market after one-day abnormal returns
Caporale, Guglielmo Maria
;
Plastun, Alex
- In:
Financial markets and portfolio management
34
(
2020
)
3
,
pp. 251-266
Persistent link: https://www.econbiz.de/10012289645
Saved in:
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