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  • Search: person:"Caporale, Guglielmo Maria"
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Year of publication
Subject
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Schätzung 408 Estimation 379 Zeitreihenanalyse 307 Time series analysis 290 Theorie 282 Theory 271 USA 216 Börsenkurs 211 fractional integration 205 Share price 201 United States 194 Volatilität 184 EU-Staaten 183 Volatility 178 Kointegration 174 EU countries 171 Aktienmarkt 169 Cointegration 167 Stock market 161 Welt 135 Capital income 130 Kapitaleinkommen 130 Großbritannien 126 World 123 United Kingdom 122 persistence 112 Wechselkurs 104 Exchange rate 101 long memory 94 Finanzmarkt 87 Schwellenländer 84 Financial market 80 Inflation 80 Emerging economies 79 Kaufkraftparität 72 Strukturbruch 71 Structural break 68 Wirkungsanalyse 66 Einheitswurzeltest 65 Germany 65
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Online availability
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Free 1,409 Undetermined 175 CC license 10
Type of publication
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Book / Working Paper 1,493 Article 495 Other 2
Type of publication (narrower categories)
All
Working Paper 890 Arbeitspapier 568 Graue Literatur 551 Non-commercial literature 551 Article in journal 261 Aufsatz in Zeitschrift 261 Aufsatz im Buch 13 Book section 13 Article 9 research-article 2 Aufsatzsammlung 1 Conference Paper 1 Conference paper 1 Konferenzbeitrag 1 Systematic review 1 technical-paper 1 Übersichtsarbeit 1
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Language
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English 1,670 Undetermined 319 German 1
Author
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Caporale, Guglielmo Maria 1,978 Gil-Alaña, Luis A. 476 Spagnolo, Nicola 229 Gil-Alana, Luis A. 167 Pittis, Nikitas 141 Plastun, Alex 122 Sova, Robert 118 Rault, Christophe 109 Girardi, Alessandro 103 Spagnolo, Fabio 90 Sova, Anamaria 88 Ali, Faek Menla 56 Anderl, Christina 50 Cerrato, Mario 44 Beirne, John 42 Plastun, Oleksiy 36 You, Kefei 33 Hall, Stephen G. 31 Makarenko, Inna 31 Philippas, Nikolaos 31 Schulze-Ghattas, Marianne 30 Babalos, Vassilios 29 Paesani, Paolo 28 Matousek, Roman 26 Sousa, Ricardo M. 26 Ciferri, Davide 25 Cipollini, Andrea 25 Helmi, Mohamad Husam 25 Barros, Carlos Pestana 24 Carcel, Hector 24 Lopez, Juan Sergio 23 Poza, Carlos 23 Stewart, Chris 23 Gil-Alana, Luis Alberiko 22 Kang, Woo-Young 22 Gil-Alana, Luis 19 Sova, Anamaria Diana 19 Williams, Geoffrey 19 Al-Maadid, Alanoud 18 Barassi, Marco R. 18
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Institution
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CESifo 68 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 60 Economics and Finance Section, School of Social Sciences, Brunel University 37 Institute for the Study of Labor (IZA) 7 National Institute of Economic and Social Research 6 School of Economics and Business Administration, University of Navarra 5 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 4 Centre for International Macroeconomics 3 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 3 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 3 William Davidson Institute, University of Michigan 3 Dipartimento di Economia e Finanza (DEF), Libera Università Internazionale degli Studi Sociali Guido Carli (LUISS) 2 EcoMod Network 2 European Central Bank 2 HWWA Institut für Wirtschaftsforschung 2 Núcleo de Investigação em Políticas Económicas (NIPE), Universidade do Minho 2 William Davidson Institute <Ann Arbor, Mich.> 2 Centro di Economia del Lavoro e di Politica Economica (CELPE), Università degli Studi di Salerno 1 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 1 Department of Accounting, Economics and Finance, Bristol Business School 1 Department of Economics, Adam Smith Business School 1 Department of Economics, Leicester University 1 Edward Elgar Publishing 1 Hamburgisches Welt-Wirtschafts-Archiv 1 Institut for Miljø og Erhvervsøkonomi, Syddansk Universitet 1 Institut für Höhere Studien und Wissenschaftliche Forschung 1 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 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 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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CESifo Working Paper 295 CESifo working papers 216 Economics and finance working paper series 178 CESifo Working Paper Series 165 DIW Discussion Papers 91 Discussion papers / Deutsches Institut für Wirtschaftsforschung 91 DIW Berlin Discussion Paper 88 Discussion paper / Centre for Economic Forecasting 77 Discussion Papers of DIW Berlin 60 Economics and Finance Discussion Papers 26 Journal of international money and finance 16 IZA Discussion Papers 14 Research in international business and finance 14 International journal of finance & economics : IJFE 13 Applied financial economics 12 Applied Economics Letters 11 Economic modelling 11 Empirica : journal of european economics 11 Public Policy Discussion Papers 11 Applied economics letters 10 Department of Economics working papers 10 International Journal of Finance & Economics 10 Journal of economic integration 10 Review of international economics 10 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 9 Applied Financial Economics 8 The Manchester School 8 Applied economics 7 Discussion paper series / IZA 7 Economic Modelling 7 Finance research letters 7 IZA Discussion Paper 7 Journal of International Money and Finance 7 Journal of economics and finance 7 Journal of international financial markets, institutions & money 7 Computational economics 6 International review of financial analysis 6 NIESR Discussion Papers 6 Review of International Economics 6 Review of financial economics : RFE 6
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Source
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ECONIS (ZBW) 1,218 RePEc 336 EconStor 332 OLC EcoSci 76 Other ZBW resources 14 USB Cologne (EcoSocSci) 6 BASE 4 USB Cologne (business full texts) 2 ArchiDok 2
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Showing 1 - 10 of 1,990
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The effects of physical and transition climate risk on stock markets : some multi-country evidence
Albanese, Marina; Caporale, Guglielmo Maria; Colella, Ida; … - In: International economics : the quarterly journal in … 181 (2025), pp. 1-17
Persistent link: https://www.econbiz.de/10015329618
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Persistence in Real GDP: Evidence from Europe and the US
Caporale, Guglielmo Maria; Gil-Alana, Luis Alberiko - 2025
This note provides extensive evidence on the persistence properties of real GDP in 17 European countries and in the US over the period 1960-2023 using a fractional integration framework. The analysis suggests that in all cases shocks have permanent effects on the level of real GDP. This is...
Persistent link: https://www.econbiz.de/10015398721
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Earthquakes and Stock Market Performance: Evidence from Japan
Caporale, Guglielmo Maria; Gil-Alana, Luis Alberiko; … - 2025
This paper examines the stochastic behaviour of the number of earthquakes (in total and also classified by magnitude) and stock market log prices and returns in the case of Japan over the period from January 2009 to February 2024 using fractional integration methods. Their linkages are then...
Persistent link: https://www.econbiz.de/10015398875
Saved in:
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Climate Policies, Energy Shocks and Spillovers Between Green and Brown Stock Price Indices
Albanese, Marina; Caporale, Guglielmo Maria; Colella, Ida; … - 2025
This paper examines the effects of climate policies and energy shocks on mean and volatility spillovers between green and brown stock price indices in five countries (Canada, India, Japan, the UK and the US). More specifically, bivariate GARCH-BEKK models including dummy variables controlling...
Persistent link: https://www.econbiz.de/10015398895
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International Financial Integration, Economic Growth and Threshold Effects: Some Panel Evidence for Europe
Caporale, Guglielmo Maria; Sova, Anamaria Diana; Sova, … - 2025
This paper applies the Seo and Shin (2016) method for estimating dynamic panels with endogenous threshold effects to obtain new, robust evidence on nonlinearities in the relationship between international financial integration (IFI) and economic growth. This approach is based on a...
Persistent link: https://www.econbiz.de/10015339445
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Testing for Persistence in Real House Prices in 47 Countries from the OECD Database
Caporale, Guglielmo Maria; Dominguez, Alfonso; … - 2025
This paper provides a comprehensive analysis of persistence in real house prices at the quarterly frequency in 47 countries from the OECD Database using fractional integration methods. The sample period varies depending on data availability, the longest series being the Japanese one (from...
Persistent link: https://www.econbiz.de/10015339459
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The COVID-19 pandemic and European trade patterns : a sectoral analysis
Caporale, Guglielmo Maria; Sova, Anamaria Diana; Sova, … - 2025
Persistent link: https://www.econbiz.de/10015338008
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International financial integration, economic growth and threshold effects : some panel evidence for Europe
Caporale, Guglielmo Maria; Sova, Anamaria Diana; Sova, … - 2025
This paper applies the Seo and Shin (2016) method for estimating dynamic panels with endogenous threshold effects to obtain new, robust evidence on nonlinearities in the relationship between international financial integration (IFI) and economic growth. This approach is based on a...
Persistent link: https://www.econbiz.de/10015189921
Saved in:
Cover Image
Climate policies, energy shocks and spillovers between green and brown stock price indices
Albanese, Marina; Caporale, Guglielmo Maria; Colella, Ida; … - 2025
This paper examines the effects of climate policies and energy shocks on mean and volatility spillovers between green and brown stock price indices in five countries (Canada, India, Japan, the UK and the US). More specifically, bivariate GARCH-BEKK models including dummy variables controlling...
Persistent link: https://www.econbiz.de/10015333280
Saved in:
Cover Image
Earthquakes and stock market performance : evidence from Japan
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Muñoz, … - 2025
This paper examines the stochastic behaviour of the number of earthquakes (in total and also classified by magnitude) and stock market log prices and returns in the case of Japan over the period from January 2009 to February 2024 using fractional integration methods. Their linkages are then...
Persistent link: https://www.econbiz.de/10015393850
Saved in:
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