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~language:"eng"
~language:"slk"
~person:"Caporale, Guglielmo Maria"
~subject:"KMU"
~subject:"Schätzung"
~subject:"Volatility"
~type_genre:"Article in journal"
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KMU
Schätzung
Volatility
Estimation
92
Time series analysis
60
Zeitreihenanalyse
60
Theorie
58
Theory
58
USA
43
United States
43
Börsenkurs
41
Cointegration
41
Kointegration
41
Share price
41
Volatilität
41
Aktienmarkt
32
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32
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31
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31
EU countries
29
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29
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25
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25
Fractional integration
24
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23
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23
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19
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19
Einheitswurzeltest
18
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18
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Zins
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Persistence
15
Welt
15
World
15
fractional integration
15
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14
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14
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13
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118
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245
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245
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118
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2
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2
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1
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Caporale, Guglielmo Maria
Gupta, Rangan
266
Bahmani-Oskooee, Mohsen
195
Gil-Alaña, Luis A.
141
Tiwari, Aviral Kumar
123
Wohar, Mark E.
108
Chang, Tsangyao
100
Bouri, Elie
99
Apergēs, Nikolaos
96
Ma, Feng
96
Hammoudeh, Shawkat
93
McAleer, Michael
90
Narayan, Paresh Kumar
89
McMillan, David G.
81
Zaremba, Adam
74
Serletis, Apostolos
72
Lee, Chien-chiang
71
Xuan Vinh Vo
70
Pierdzioch, Christian
69
Belke, Ansgar
67
Shahbaz, Muhammad
67
Balcilar, Mehmet
65
Kang, Sang Hoon
65
Salisu, Afees A.
63
Wang, Yudong
61
Bollerslev, Tim
58
Kraus, Sascha
58
Mensi, Walid
58
Su, Chi-Wei
57
Herwartz, Helmut
56
Kumbhakar, Subal
56
Hamori, Shigeyuki
55
Hsing, Yu
54
Kutan, Ali Mustafa
54
Moosa, Imad A.
54
Wagner, Joachim
54
Brooks, Robert
53
Demirer, Rıza
51
Zhang, Yaojie
51
Holmes, Mark J.
50
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Applied economics letters
7
Research in international business and finance
6
Finance research letters
5
International journal of finance & economics : IJFE
5
Economic modelling
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International review of financial analysis
4
Journal of economics and finance
4
Journal of international money and finance
4
Applied economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of applied economics
3
Journal of economics and finance : JEF
3
Journal of international financial markets, institutions & money
3
Review of international economics
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied financial economics
2
Bulletin of economic research
2
China economic review : an international journal
2
Computational economics
2
Empirica : journal of european economics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Financial markets and portfolio management
2
Journal of economic integration
2
Journal of international development : the journal of the Development Studies Association
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Open economies review
2
Oxford bulletin of economics and statistics
2
Review of financial economics : RFE
2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
The Manchester School
2
African development review
1
Applied financial economics letters
1
Comparative economic studies
1
Defence and peace economics
1
Eastern economic journal
1
Econometric reviews
1
Economics letters
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
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ECONIS (ZBW)
118
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118
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
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:
3
Asymmetries, uncertainty and inflation : evidence from developed and emerging economies
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Journal of economics and finance : JEF
47
(
2023
)
4
,
pp. 984-1017
Persistent link: https://www.econbiz.de/10014448593
Saved in:
4
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:
5
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:
6
The short-run and long-run effects of trade openness on financial development : some panel evidence for Europe
Caporale, Guglielmo Maria
;
Sova, Anamaria Diana
;
Sova, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3891-3901
Persistent link: https://www.econbiz.de/10014429199
Saved in:
7
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:
8
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:
9
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:
10
Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Journal of economic studies
49
(
2022
)
6
,
pp. 937-959
Persistent link: https://www.econbiz.de/10013352888
Saved in:
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