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Year of publication
Subject
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Schätzung 49 Estimation 48 USA 46 United States 45 Kointegration 38 Cointegration 37 Theorie 33 Zeitreihenanalyse 33 Theory 32 Time series analysis 31 Aktienmarkt 24 Stock market 24 Volatility 23 Volatilität 23 EU countries 20 EU-Staaten 20 Börsenkurs 19 Share price 19 Efficient market hypothesis 17 Effizienzmarkthypothese 17 Einheitswurzeltest 15 Kaufkraftparität 15 Unit root test 15 Großbritannien 14 Purchasing power parity 14 United Kingdom 14 ARCH-Modell 13 Welt 13 World 13 ARCH model 12 Euro area 12 Exchange rate 12 G7 countries 12 G7-Staaten 12 Interest rate 12 Wechselkurs 12 Zins 12 fractional integration 12 Business cycle 11 Causality analysis 11
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Online availability
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Free 156 Undetermined 45
Type of publication
All
Book / Working Paper 277 Article 176 Other 1
Type of publication (narrower categories)
All
Working Paper 207 Arbeitspapier 201 Graue Literatur 190 Non-commercial literature 190 Article in journal 80 Aufsatz in Zeitschriften 80 Commentary 1 Kommentar 1 Survey 1 Übersichtsarbeit 1
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Language
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English 318 Undetermined 136
Author
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Caporale, Guglielmo Maria Nijkamp, Peter 1,029 Frey, Bruno S. 943 Wagner, Joachim 878 McAleer, Michael 862 Tisdell, Clement A. 803 Güth, Werner 696 Gupta, Rangan 576 Aizenman, Joshua 573 Creedy, John 554 Arestis, Philip 545 Zenou, Yves 545 Kanbur, Ravi 543 Anderson, Kym 540 Zilberman, David 524 Shogren, Jason F. 511 Acemoglu, Daron 504 Zimmermann, Klaus F. 502 Torgler, Benno 492 Winter-Ebmer, Rudolf 488 Stiglitz, Joseph E. 486 Schneider, Friedrich 484 Sutter, Matthias 484 Stark, Oded 475 Rausser, Gordon C. 471 Shubik, Martin 451 Hanley, Nick 437 Smyth, Russell 421 Fehr, Ernst 415 Tirole, Jean 406 Whalley, John 406 Aghion, Philippe 404 List, John A. 398 Koo, Won W. 397 Leistritz, F. Larry 396 Siebert, Horst 396 Bahmani-Oskooee, Mohsen 395 Ravallion, Martin 391 Dosi, Giovanni 388 Shleifer, Andrei 386
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Institution
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Economics and Finance Section, School of Social Sciences, Brunel University 37 CESifo 5 School of Economics and Business Administration, University of Navarra 5 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 4 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 4 Institute for the Study of Labor (IZA) 4 Núcleo de Investigação em Políticas Económicas (NIPE), Universidade do Minho 2 Department of Accounting, Economics and Finance, Bristol Business School 1 Department of Economics, Adam Smith Business School 1 Department of Economics, Leicester University 1 International Monetary Fund (IMF) 1 Levy Economics Institute 1 Scottish Institute for Research in Economics (SIRE) 1 University of Leicester / Department of Economics 1
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Published in...
All
Economics and finance working paper series 157 Economics and Finance Discussion Papers 26 Applied financial economics 12 Applied Economics Letters 11 Public Policy Discussion Papers 11 Department of Economics working papers 10 Empirica : journal of european economics 10 Review of international economics 10 Applied economics letters 9 CESifo working papers 9 Discussion papers 9 Applied Financial Economics 8 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 8 International journal of finance & economics : IJFE 8 Journal of economics and finance 6 Review of International Economics 6 Review of financial economics : RFE 6 CESifo Working Paper Series 5 Economics letters 5 Economics series : working paper 5 Faculty Working Papers 5 International Journal of Finance & Economics 5 Applied economics 4 Computational economics 4 Department of Economics discussion paper / Department of Economics, The University of Birmingham 4 Discussion Papers of DIW Berlin 4 Economics Series / Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 4 IZA Discussion Papers 4 Oxford bulletin of economics and statistics 4 Reihe Ökonomie / Economics Series 4 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 4 Discussion paper series / IZA 3 Economics Letters 3 Review of Financial Economics 3 Review of world economics 3 Applied Financial Economics Letters 2 Applied financial economics letters 2 Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics 2 Economics Bulletin 2 International economics : a journal published by CEPII (Center for research and expertise on the world economy) 2
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Source
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ECONIS (ZBW) 286 RePEc 127 OLC EcoSci 32 EconStor 6 BASE 2 USB Cologne (EcoSocSci) 1
Showing 1 - 10 of 454
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The PPP hypothesis revisited : evidence using a multivariate long-memory model
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Lovcha, … - In: The empirical economics letters : a monthly … 17 (2018) 5, pp. 563-567
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Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria; Carcel, Hector; Gil-Alaña, … - 2017
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Unemployment in Africa : a fractional integration approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2017
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Is there a Friday effect in financial markets?
Caporale, Guglielmo Maria; Plastun, Alex - 2017
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Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria; Carcel, Hector; Gil-Alaña, … - In: International economics : a journal published by CEPII … 152 (2017), pp. 116-123
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Spillovers between food and energy prices and structural breaks
Al-Maadid, Alanoud; Caporale, Guglielmo Maria; … - In: International economics : a journal published by CEPII … 150 (2017), pp. 1-18
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The fisher relationship in Nigeria
Balparda, Borja; Caporale, Guglielmo Maria; Gil-Alaña, … - In: Journal of economics and finance 41 (2017) 2, pp. 343-353
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Searching for inefficiencies in exchange rate dynamics
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Computational economics 49 (2017) 3, pp. 405-432
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Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2017
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The spillovers between the Russian and other Asian and European stock markets a multivariate GARCH-in-mean analysis
Caporale, Guglielmo Maria; Abilov, Nurdaulet - 2017
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