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~accessRights:"restricted"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"McAleer, Michael"
~type_genre:"Article in journal"
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Volatility
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Caporale, Guglielmo Maria
McAleer, Michael
Gupta, Rangan
394
Tiwari, Aviral Kumar
208
Lee, Chien-chiang
205
Cheng, T. C. E.
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ECONIS (ZBW)
129
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1
The Covid-19 pandemic and European trade flows : evidence from a dynamic panel model
Caporale, Guglielmo Maria
;
Sova, Anamaria Diana
;
Sova, …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
3
,
pp. 2563-2580
Persistent link: https://www.econbiz.de/10014635142
Saved in:
2
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
3
Shipping cost uncertainty, endogenous regime switching and the global drivers of inflation
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
International economics : the quarterly journal in …
178
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014578275
Saved in:
4
Aggregate insider trading and stock market volatility in the UK
Caporale, Guglielmo Maria
;
Kyriacou, Kyriacos
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014490042
Saved in:
5
Connectedness between fossil and renewable energy stock indices : the impact of the COP policies
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
;
Almajali, Awon
- In:
Economic modelling
123
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014462535
Saved in:
6
Drawbacks in the 3-factor approach of fama and French (2018)
Allen, David E.
;
McAleer, Michael
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014442370
Saved in:
7
Nonlinearities in the exchange rate pass-through : the role of inflation expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 86-101
Persistent link: https://www.econbiz.de/10014373714
Saved in:
8
Small and medium sized European firms and energy saving measures : the role of financing
Caporale, Guglielmo Maria
;
Donati, Cristiana
;
Spagnolo, …
- In:
Energy policy
179
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014478882
Saved in:
9
US policy responses to the COVID-19 pandemic and sectoral stock indices : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Abakah, …
- In:
Applied economics
55
(
2023
)
3
,
pp. 283-292
Persistent link: https://www.econbiz.de/10013494423
Saved in:
10
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
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