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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"McMillan, David G."
~subject:"Estimation"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Survey"
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Estimation
Schätzung
139
Capital income
98
Kapitaleinkommen
98
Börsenkurs
97
Share price
97
Volatility
90
Volatilität
90
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Caporale, Guglielmo Maria
McMillan, David G.
Gupta, Rangan
174
Bahmani-Oskooee, Mohsen
160
Gil-Alaña, Luis A.
129
Chang, Tsangyao
97
Tiwari, Aviral Kumar
81
Wohar, Mark E.
81
Apergēs, Nikolaos
77
Narayan, Paresh Kumar
75
Belke, Ansgar
70
Lee, Chien-chiang
63
Zaremba, Adam
62
Kumbhakar, Subal
57
Shahbaz, Muhammad
57
Pierdzioch, Christian
53
Su, Chi-Wei
53
Wagner, Joachim
53
Egger, Peter
52
Balcilar, Mehmet
49
Serletis, Apostolos
49
Herwartz, Helmut
48
Moosa, Imad A.
48
Hsing, Yu
47
Xuan Vinh Vo
44
Holmes, Mark J.
42
Schneider, Friedrich
42
Hammoudeh, Shawkat
41
MacDonald, Ronald
41
McAleer, Michael
41
Tsionas, Efthymios G.
41
Payne, James E.
40
Smyth, Russell
39
Jalles, João Tovar
37
Kutan, Ali Mustafa
37
Brooks, Robert
36
Hamori, Shigeyuki
36
Pradhan, Rudra Prakash
36
Afonso, António
35
Salisu, Afees A.
35
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Applied economics letters
8
Research in international business and finance
7
International journal of finance & economics : IJFE
6
Applied economics
5
Applied financial economics
5
Finance research letters
5
Economic modelling
4
International review of financial analysis
4
Journal of international money and finance
4
The Manchester School
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International review of applied economics
3
Oxford bulletin of economics and statistics
3
The journal of asset management
3
Applied financial economics letters
2
Bulletin of economic research
2
Empirica : journal of european economics
2
International review of economics & finance : IREF
2
Journal of economic integration
2
Journal of economics and finance
2
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Journal of international financial markets, institutions & money
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Open economies review
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Scottish journal of political economy : the journal of the Scottish Economic Society
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African development review
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China economic review : an international journal
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Cogent economics & finance
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Comparative economic studies
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Defence and peace economics
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Eastern economic journal
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Econometric reviews
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Emerging markets, finance and trade : EMFT
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ECONIS (ZBW)
139
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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
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
3
Do financial markets predict macroeconomic performance? : US evidence from risk-based measures
McMillan, David G.
- In:
The Manchester School
91
(
2023
)
5
,
pp. 439-466
Persistent link: https://www.econbiz.de/10014326656
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
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:
8
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:
9
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:
10
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
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