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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~subject:"Stock market"
~subject:"Cointegration"
~subject:"Time series analysis"
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Stock market
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37
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32
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32
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27
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27
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25
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Caporale, Guglielmo Maria
Gil-Alaña, Luis A.
52
McAleer, Michael
33
Weber, Enzo
27
Gupta, Rangan
26
Guo, Hui
22
Franses, Philip Hans
17
Banerjee, Anindya
16
Croux, Christophe
15
Dijk, Dick van
14
Nielsen, Morten Ørregaard
14
Teräsvirta, Timo
14
Dijk, Herman K. van
13
Narayan, Paresh Kumar
13
Reichlin, Lucrezia
13
Benati, Luca
12
Chang, Chia-Lin
12
Urbain, Jean-Pierre
12
Allen, David E.
11
Hecq, Alain W. J.
11
Härdle, Wolfgang
11
Karolyi, G. Andrew
11
Koop, Gary
11
Ravazzolo, Francesco
11
Stulz, René M.
11
Apergēs, Nikolaos
10
Kontonikas, Alexandros
10
Marcellino, Massimiliano
10
Pierdzioch, Christian
10
Canova, Fabio
9
Diebold, Francis X.
9
Haldrup, Niels
9
Johansen, Søren
9
Koopman, Siem Jan
9
Masih, Abdul Mansur M.
9
Phillips, Peter C. B.
9
Piger, Jeremy Max
9
Trenkler, Carsten
9
Billio, Monica
8
Cuñado Eizaguirre, Juncal
8
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Economics and finance working paper series
55
Journal of business economics and management
1
Tourism economics : the business and finance of tourism and recreation
1
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ECONIS (ZBW)
57
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1
UK overseas visitors : seasonality and persistence
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Tourism economics : the business and finance of tourism …
25
(
2019
)
5
,
pp. 827-831
Persistent link: https://www.econbiz.de/10012182194
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 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:
4
Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011893395
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
The fisher relationship in Nigeria
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10010527201
Saved in:
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