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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Meenagh, David"
~subject:"Börsenkurs"
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Börsenkurs
Schätzung
64
Estimation
60
Theorie
45
Theory
42
Indirect Inference
41
Zeitreihenanalyse
40
Time series analysis
38
USA
38
United States
36
EU-Staaten
34
Konjunktur
33
Großbritannien
32
Business cycle
31
EU countries
31
Dynamisches Gleichgewicht
29
United Kingdom
27
DSGE model
25
Dynamic equilibrium
24
Geldpolitik
23
Monetary policy
23
Volatilität
23
Volatility
22
Euro area
20
Eurozone
20
Aktienmarkt
19
Zins
19
Capital income
18
Cointegration
18
DSGE
18
Interest rate
18
Kapitaleinkommen
18
Kointegration
18
Share price
18
Stock market
18
Welt
18
Bootstrap
16
Finanzkrise
16
indirect inference
16
China
15
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18
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18
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Caporale, Guglielmo Maria
Meenagh, David
Gupta, Rangan
20
Stulz, René M.
18
Liljeblom, Eva
15
Pierdzioch, Christian
15
Allen, David E.
14
Härdle, Wolfgang
11
Berglund, Tom
10
Döpke, Jörg
10
Hayo, Bernd
10
Lee, Jung Wan
10
McAleer, Michael
10
Kang, Wensheng
9
Neuenkirch, Matthias
9
Vespignani, Joaquin
9
Gil-Alaña, Luis A.
8
Guo, Hui
8
Hou, Kewei
8
Weber, Enzo
8
Betzer, André
7
Chiarella, Carl
7
Albuquerque, Rui
6
Birru, Justin
6
Bohl, Martin T.
6
Cepni, Oguzhan
6
Groenewold, Nicolaas
6
Hsing, Yu
6
Kilic, Mete
6
Madura, Jeff
6
Masih, Abdul Mansur M.
6
Papanikolaou, Dimitris
6
Ratti, Ronald A.
6
Spagnolo, Nicola
6
Stadtmann, Georg
6
Ziegler, Andreas
6
Adam, Klaus
5
Ben-David, Itzhak
5
Christiansen, Charlotte
5
Hautsch, Nikolaus
5
Henderson, Glenn V.
5
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Economics and finance working paper series
18
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ECONIS (ZBW)
18
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1
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:
2
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:
3
Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520828
Saved in:
4
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:
5
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2014
Persistent link: https://www.econbiz.de/10010431600
Saved in:
6
The weekend effect : a trading robot and fractional integration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2014
Persistent link: https://www.econbiz.de/10010364554
Saved in:
7
Macro news and stock returns in the euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010402688
Saved in:
8
Oil price uncertainty and sectoral stock returns in China : a time-varying approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010402689
Saved in:
9
On the linkages between stock prices and exchange rates : evidence from the banking crisis of 2007 - 2010
Caporale, Guglielmo Maria
;
Hunter, John
;
Ali, Faek Menla
-
2013
Persistent link: https://www.econbiz.de/10009731958
Saved in:
10
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731962
Saved in:
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