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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Gil-Alana, Luis A."
~person:"Holmlund, Bertil"
~subject:"Cointegration"
~subject:"Hysteresis"
~subject:"Stock market"
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Cointegration
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61
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57
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37
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36
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32
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32
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32
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30
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Caporale, Guglielmo Maria
Gil-Alana, Luis A.
Holmlund, Bertil
Gil-Alaña, Luis A.
27
Weber, Enzo
21
Guo, Hui
20
Gupta, Rangan
19
Banerjee, Anindya
13
Benati, Luca
11
McAleer, Michael
11
Narayan, Paresh Kumar
11
Snower, Dennis J.
11
Stulz, René M.
11
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10
Karolyi, G. Andrew
10
Lechthaler, Wolfgang
9
Diebold, Francis X.
8
Nielsen, Morten Ørregaard
8
Pierdzioch, Christian
8
Allen, David E.
7
Apergēs, Nikolaos
7
Hunter, John
7
Johansen, Søren
7
Luintel, Kul Bahadur
7
Miller, Stephen M.
7
Spagnolo, Nicola
7
Trenkler, Carsten
7
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7
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6
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6
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6
Hayo, Bernd
6
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6
Kurozumi, Eiji
6
Lee, Jung Wan
6
Lütkepohl, Helmut
6
Masih, Abdul Mansur M.
6
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6
Rahman, A. K. M. Matiur
6
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6
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ECONIS (ZBW)
49
EconStor
4
RePEc
2
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1
The impact of
business
and political news on the GCC stock markets
Al-Maadid, Alanoud
;
Caporale, Guglielmo Maria
; …
-
2018
Persistent link: https://www.econbiz.de/10011995746
Saved in:
2
Prospects for a monetary union in the East Africa community : some empirical evidence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2018
Persistent link: https://www.econbiz.de/10011995640
Saved in:
3
The nexus between prices, employment and output growth : a global and national evidence
Caporale, Guglielmo Maria
;
Škare, Marinko
- In:
Journal of business economics and management
15
(
2014
)
2
,
pp. 197-211
Persistent link: https://www.econbiz.de/10010375899
Saved in:
4
Persistence and cycles in the US federal funds rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2012
Persistent link: https://www.econbiz.de/10009672480
Saved in:
5
The weekend effect : an exploitable anomaly in the Ukrainian stock market?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520749
Saved in:
6
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520824
Saved in:
7
The relationship between health care expenditure and disposable personal income in the US States : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
-
2015
Persistent link: https://www.econbiz.de/10011284934
Saved in:
8
Exchange rate dynamics and monetary unions in Africa : a fractional integration and cointegration analysis
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Carcel, Hector
-
2015
Persistent link: https://www.econbiz.de/10010527158
Saved in:
9
The Kenyan stock market : inefficiency, long memory, persistence and anomalities in the NSE-20
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10010527181
Saved in:
10
Long memory in the Ukrainian stock market and financial crises
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2013
Persistent link: https://www.econbiz.de/10010241526
Saved in:
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