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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Gil-Alana, Luis A."
~subject:"Cointegration"
~subject:"Hysteresis"
~subject:"Stock market"
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Cointegration
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Caporale, Guglielmo Maria
Gil-Alana, Luis A.
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
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11
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11
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10
Karolyi, G. Andrew
10
Holmlund, Bertil
9
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
Canarella, Giorgio
6
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Hayo, Bernd
6
Kurita, Takamitsu
6
Kurozumi, Eiji
6
Lee, Jung Wan
6
Lütkepohl, Helmut
6
Masih, Abdul Mansur M.
6
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6
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6
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ECONIS (ZBW)
43
RePEc
2
EconStor
1
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21
Time-Varying spot and futures oil prices dynamics
Caporale, Guglielmo Maria
;
Ciferri, Davide
;
Girardi, …
-
2010
Persistent link: https://www.econbiz.de/10003963295
Saved in:
22
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10008748168
Saved in:
23
US disposable personal income and housing price index : a fractional integration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10008662898
Saved in:
24
Stock prices and monetary policy : an impulse response analysis
Caporale, Guglielmo Maria
;
Soliman, Alaa M.
-
2010
Persistent link: https://www.econbiz.de/10008662918
Saved in:
25
International financial integration and real exchange rate long-run dynamics in emerging countries : some panel evidence
Caporale, Guglielmo Maria
;
Amor, Thouraya Hadj
;
Rault, …
-
2009
Persistent link: https://www.econbiz.de/10003817129
Saved in:
26
Volatility spillovers and contagion from mature to emerging stock markets
Beirne, John
;
Caporale, Guglielmo Maria
; …
-
2009
Persistent link: https://www.econbiz.de/10003799859
Saved in:
27
Global and regional spillovers in emerging stock markets : a multivariate GARCH-in-mean analysis
Beirne, John
;
Caporale, Guglielmo Maria
; …
-
2009
Persistent link: https://www.econbiz.de/10003880585
Saved in:
28
Testing for convergence in stock markets : a non-linear factor approach
Caporale, Guglielmo Maria
;
Erdogan, Burcu
;
Kuzin, Vladimir
-
2009
Persistent link: https://www.econbiz.de/10003880587
Saved in:
29
Multiple shift and fractional integration in the US and UK unemployment rates
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003739796
Saved in:
30
Fractional integration and data frequency
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003739811
Saved in:
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