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Year of publication
Subject
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Schätzung 113 Estimation 112 USA 98 United States 97 Theorie 86 Theory 85 Zeitreihenanalyse 76 Time series analysis 74 Kointegration 60 Cointegration 59 Börsenkurs 57 Share price 57 Aktienmarkt 50 Stock market 50 Volatility 43 Volatilität 43 EU countries 33 EU-Staaten 33 Capital income 29 Kapitaleinkommen 29 Einheitswurzeltest 27 Unit root test 27 fractional integration 26 Großbritannien 25 United Kingdom 25 Kaufkraftparität 24 Purchasing power parity 23 Welt 23 World 23 ARCH-Modell 22 Interest rate 22 Zins 22 ARCH model 21 Business cycle 21 Konjunktur 21 Exchange rate 20 Wechselkurs 20 Efficient market hypothesis 19 Effizienzmarkthypothese 19 Financial market 17
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Online availability
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Free 204 Undetermined 57
Type of publication
All
Book / Working Paper 323 Article 202 Other 1
Type of publication (narrower categories)
All
Working Paper 238 Arbeitspapier 232 Graue Literatur 221 Non-commercial literature 221 Article in journal 103 Aufsatz in Zeitschrift 103 Aufsatz im Buch 1 Book section 1 Commentary 1 Kommentar 1 Systematic review 1 Übersichtsarbeit 1
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Language
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English 388 Undetermined 137 German 1
Author
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Caporale, Guglielmo Maria Frey, Bruno S. 1,170 Nijkamp, Peter 1,154 Wagner, Joachim 936 McAleer, Michael 925 Tisdell, Clement A. 821 Güth, Werner 800 Gupta, Rangan 790 Torgler, Benno 734 Zenou, Yves 624 Stark, Oded 611 Sutter, Matthias 610 Kanbur, Ravi 607 Arestis, Philip 604 Stiglitz, Joseph E. 603 Acemoglu, Daron 601 Aizenman, Joshua 598 Anderson, Kym 592 Creedy, John 566 Winter-Ebmer, Rudolf 553 Schneider, Friedrich 552 Siebert, Horst 552 Zilberman, David 549 Zimmermann, Klaus F. 540 Wray, L. Randall 537 Shogren, Jason F. 536 Eichengreen, Barry 530 List, John A. 526 Dosi, Giovanni 514 Rausser, Gordon C. 489 Whalley, John 488 Fehr, Ernst 487 Shubik, Martin 487 Smyth, Russell 472 Hanley, Nick 469 Heckman, James J. 464 Aghion, Philippe 461 Miller, Stephen M. 457 Basu, Kaushik 451 Bahmani-Oskooee, Mohsen 443
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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 Centre for International Macroeconomics 3 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 Hamburgisches Welt-Wirtschafts-Archiv 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 178 Economics and Finance Discussion Papers 26 Applied financial economics 12 Applied Economics Letters 11 CESifo working papers 11 Public Policy Discussion Papers 11 Applied economics letters 10 Department of Economics working papers 10 Empirica : journal of european economics 10 International journal of finance & economics : IJFE 10 Review of international economics 10 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 9 International Journal of Finance & Economics 9 Applied Financial Economics 8 CESifo Working Paper Series 8 Journal of economics and finance 7 Review of International Economics 6 Review of financial economics : RFE 6 Applied economics 5 Computational economics 5 Discussion papers / Deutsches Institut für Wirtschaftsforschung 5 Economics letters 5 Faculty Working Papers 5 IHS economics series : working paper 5 Reihe Ökonomie 5 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 5 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 DIW Berlin Discussion Paper 3 Discussion paper series / IZA 3 Discussion papers / The Centre for International Macroeconomics 3 Economics Letters 3 International economics : a journal published by CEPII (Center for research and expertise on the world economy) 3 Journal of applied economics 3 Review of Financial Economics 3 Review of world economics 3
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Source
All
ECONIS (ZBW) 352 RePEc 127 OLC EcoSci 32 EconStor 6 Other ZBW resources 6 BASE 2 USB Cologne (EcoSocSci) 1
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Showing 1 - 10 of 526
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On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Trani, … - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
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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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Persistence in the private debt-t- GDP ratio : evidence from 43 OECD countries
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Applied economics 53 (2021) 43, pp. 5018-5027
Persistent link: https://www.econbiz.de/10012609922
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Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Journal of economics and finance : JEF 45 (2021) 3, pp. 413-427
Persistent link: https://www.econbiz.de/10012547070
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Equity fund flows and stock market returns in the USA before and after the global financial crisis : a VAR-GARCH-in-mean analysis
Babalos, Vassilios; Caporale, Guglielmo Maria; … - In: Empirical economics : a quarterly journal of the … 60 (2021) 2, pp. 539-555
Persistent link: https://www.econbiz.de/10012490280
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The frequency of one-day abnormal returns and price fluctuations in the FOREX
Caporale, Guglielmo Maria; Plastun, Alex; Oliinyk, Viktor - In: Journal of applied economics 24 (2021) 1, pp. 401-415
This paper analyses the explanatory power of the frequency of abnormal returns in the FOREX over the period 1994-2019. The following hypotheses are tested: frequency of abnormal returns is asignificant driver of price movements (H1); it does not exhibit seasonal patterns (H2); it is stable over...
Persistent link: https://www.econbiz.de/10013174306
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Fractional Integration and the Persistence of UK Inflation, 1210–2016
Caporale, Guglielmo Maria; Gil‐Alana, Luis Alberiko - In: Economic Papers: A journal of applied economics and policy 39 (2020) 2, pp. 162-166
Persistent link: https://www.econbiz.de/10012190360
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Investors' trading behaviour and stock market volatility during crisis periods : A dual long‐memory model for the Korean Stock Exchange
Caporale, Guglielmo Maria; Karanasos, Menelaos; Yfanti, … - In: International Journal of Finance & Economics 26 (2020) 3, pp. 4441-4461
Persistent link: https://www.econbiz.de/10012273307
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On the persistence of UK inflation : A long‐range dependence approach
Caporale, Guglielmo Maria; Gil‐Alana, Luis Alberiko; … - In: International Journal of Finance & Economics 27 (2020) 1, pp. 439-454
Persistent link: https://www.econbiz.de/10012273380
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Prospects for a Monetary Union in the East Africa Community : Some Empirical Evidence
Caporale, Guglielmo Maria; Gil-Alana, Luis - In: South African Journal of Economics 88 (2020) 2, pp. 174-185
Persistent link: https://www.econbiz.de/10012284236
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