//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International review of financial analysis"
~subject:"Market integration"
~subject:"Price discovery"
~subject:"Time series analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Vector error correction model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Market integration
Price discovery
Time series analysis
Cointegration
44
Kointegration
44
Aktienmarkt
16
Börsenkurs
16
Share price
16
Stock market
16
Theorie
10
Theory
10
Estimation
9
Schätzung
9
Causality analysis
8
Kausalanalyse
8
International financial market
7
Internationaler Finanzmarkt
7
USA
7
United States
7
Welt
7
World
7
Marktintegration
6
Capital income
5
Kapitaleinkommen
5
Zeitreihenanalyse
5
Aktienindex
4
EU countries
4
EU-Staaten
4
Exchange rate
4
Financial crisis
4
Finanzkrise
4
Japan
4
Portfolio selection
4
Portfolio-Management
4
Preis
4
Price
4
Stock index
4
Volatility
4
Volatilität
4
Wechselkurs
4
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
16
Author
All
Caporale, Guglielmo Maria
2
Aggarwal, Raj
1
Babak Naysary
1
Casalin, Fabrizio
1
Chen, Lei
1
Chu, Patrick Kuok-Kun
1
Dimpfl, Thomas
1
Gagnon, Marie-Hélène
1
Georgoutsos, Demetris A.
1
Ghadhab, Imen
1
Gil-Alaña, Luis A.
1
Guidi, Francesco
1
Gupta, Rakesh
1
Hellara, Slaheddine
1
Hou, Yang
1
Hu, Yang
1
Kouretas, Georgios P.
1
Kyaw, NyoNyo A.
1
Lucey, Brian M.
1
Muckley, Cal
1
Narayan, Paresh Kumar
1
Narayan, Seema
1
Oxley, Les
1
Power, Gabriel J.
1
Sharma, Susan Sunila
1
Sheena Sara Suresh Philip
1
Shrestha, Keshab
1
Smyth, Russell
1
Toupin, Dominique
1
Voronkova, Svitlana
1
You, Kefei
1
more ...
less ...
Published in...
All
International review of financial analysis
Journal of econometrics
57
Economic modelling
44
Applied economics
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
Applied economics letters
32
Energy economics
32
Economics letters
30
CESifo working papers
28
International Journal of Energy Economics and Policy : IJEEP
27
Econometric theory
24
The empirical economics letters : a monthly international journal of economics
23
Econometric reviews
22
International journal of economics and financial issues : IJEFI
21
Discussion papers / Department of Economics, University of Copenhagen
20
International journal of forecasting
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Econometrics : open access journal
16
Economics and finance working paper series
16
The North American journal of economics and finance : a journal of financial economics studies
16
Working paper
16
CREATES research paper
15
Research in international business and finance
15
Discussion papers / Deutsches Institut für Wirtschaftsforschung
14
Journal of banking & finance
13
Cowles Foundation discussion paper
12
International review of economics & finance : IREF
12
Modern economy
12
Business and Economic Research : BER
11
Cogent economics & finance
11
Journal of economic surveys
11
Journal of international financial markets, institutions & money
11
Discussion paper / Tinbergen Institute
10
Discussion papers of interdisciplinary research project 373
10
International journal of economics and finance
10
Journal of macroeconomics
10
The econometrics journal
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
CBN journal of applied statistics
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Price discovery in carbon exchange traded fund markets
Shrestha, Keshab
;
Babak Naysary
;
Sheena Sara Suresh Philip
- In:
International review of financial analysis
89
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014466349
Saved in:
2
What role do futures markets play in Bitcoin pricing? : causality, cointegration and price discovery from a time-varying perspective?
Hu, Yang
;
Hou, Yang
;
Oxley, Les
- In:
International review of financial analysis
72
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012437354
Saved in:
3
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:
4
An analysis of time-varying commodity market price discovery
Narayan, Paresh Kumar
;
Sharma, Susan Sunila
- In:
International review of financial analysis
57
(
2018
),
pp. 122-133
Persistent link: https://www.econbiz.de/10012006333
Saved in:
5
Price discovery of cross-listed firms
Ghadhab, Imen
;
Hellara, Slaheddine
- In:
International review of financial analysis
44
(
2016
),
pp. 177-188
Persistent link: https://www.econbiz.de/10011623988
Saved in:
6
Size and power of tests based on Permanent-Transitory Component Models
Casalin, Fabrizio
- In:
International review of financial analysis
47
(
2016
),
pp. 142-153
Persistent link: https://www.econbiz.de/10011624095
Saved in:
7
International stock market cointegration under the risk-neutral measure
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
International review of financial analysis
47
(
2016
),
pp. 243-255
Persistent link: https://www.econbiz.de/10011624161
Saved in:
8
Interest parity, cointegration, and the term structure : testing in an integrated framework
Georgoutsos, Demetris A.
;
Kouretas, Georgios P.
- In:
International review of financial analysis
46
(
2016
),
pp. 281-294
Persistent link: https://www.econbiz.de/10011582102
Saved in:
9
The financial econometrics of price discovery and predictability
Narayan, Seema
;
Smyth, Russell
- In:
International review of financial analysis
42
(
2015
),
pp. 380-393
Persistent link: https://www.econbiz.de/10011573535
Saved in:
10
A note on cointegration of international stock market indices
Dimpfl, Thomas
- In:
International review of financial analysis
33
(
2014
),
pp. 10-16
Persistent link: https://www.econbiz.de/10010520092
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->