EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search:
Narrow search

Delete all filters | 3 applied filters

Year of publication
Subject
All
Estimation 88 Schätzung 88 Theorie 70 Theory 70 Time series analysis 70 Zeitreihenanalyse 70 USA 47 United States 47 Börsenkurs 44 Cointegration 44 Kointegration 44 Share price 44 Volatility 40 Volatilität 40 Aktienmarkt 37 Stock market 37 EU countries 33 EU-Staaten 33 Großbritannien 29 United Kingdom 29 Capital income 26 Fractional integration 26 Kapitaleinkommen 26 Exchange rate 23 Wechselkurs 23 Welt 23 World 23 Einheitswurzeltest 20 Unit root test 20 Kaufkraftparität 19 Persistence 19 Purchasing power parity 19 fractional integration 18 Interest rate 17 Zins 17 ARCH model 16 ARCH-Modell 16 Financial market 16 Finanzmarkt 16 Inflation 16
more ... less ...
Online availability
All
Undetermined 76 Free 42 CC license 9
Type of publication
All
Article 260
Type of publication (narrower categories)
All
Article in journal Working Paper 885 Arbeitspapier 565 Graue Literatur 548 Non-commercial literature 548 Aufsatz in Zeitschrift 260 Aufsatz im Buch 13 Book section 13 Article 8 research-article 2 Aufsatzsammlung 1 Conference Paper 1 Conference paper 1 Konferenzbeitrag 1 Systematic review 1 technical-paper 1 Übersichtsarbeit 1
more ... less ...
Language
All
English German 1
Author
All
Caporale, Guglielmo Maria Gupta, Rangan 606 Bahmani-Oskooee, Mohsen 459 Nijkamp, Peter 434 Cheng, T. C. E. 385 Gil-Alaña, Luis A. 375 Hassan, M. Kabir 367 Audretsch, David B. 366 Apergēs, Nikolaos 355 Lee, Chien-Chiang 331 Wright, Mike 327 Tiwari, Aviral Kumar 320 Narayan, Paresh Kumar 313 Kraus, Sascha 307 Fabozzi, Frank J. 305 Zhang, Wei 298 Tsionas, Efthymios G. 295 Eichengreen, Barry 293 Hasan, Iftekhar 291 Law, Rob 290 Cebula, Richard J. 287 Lien, Da-hsiang Donald 286 Chan, Kam C. 276 Yang, Yang 273 Smyth, Russell 272 Phillips, Peter C. B. 270 Faff, Robert W. 265 Liu, Yang 260 Vrontis, Demetris 260 Beladi, Hamid 258 Creedy, John 253 Kumbhakar, Subal 247 Frey, Bruno S. 245 McAleer, Michael 245 Egger, Peter 244 Güth, Werner 244 Han, Heesup 244 Li, Jing 244 Serletis, Apostolos 244 Wang, Wei 242
more ... less ...
Published in...
All
Research in international business and finance 13 International journal of finance & economics : IJFE 12 Applied economics letters 10 Journal of international money and finance 10 Economic modelling 9 Applied financial economics 8 Applied economics 7 Finance research letters 7 Journal of economics and finance 7 Computational economics 6 Empirica : journal of european economics 6 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 6 Journal of international financial markets, institutions & money 6 Review of international economics 6 International economics : a journal published by CEPII (Center for research and expertise on the world economy) 5 International review of financial analysis 5 Journal of economic integration 5 The Manchester School 5 Cogent economics & finance 4 Journal of economics and finance : JEF 4 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 4 Bulletin of economic research 3 China economic review : an international journal 3 Economics letters 3 Financial markets and portfolio management 3 Journal of economic studies 3 Journal of forecasting 3 Open economies review 3 Review of financial economics : RFE 3 Scottish journal of political economy : the journal of the Scottish Economic Society 3 African development review 2 Applied financial economics letters 2 Econometrics : open access journal 2 Empirical economics : a quarterly journal of the Institute for Advanced Studies 2 Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo 2 Intelligent systems in accounting finance and management : international journal 2 International advances in economic research 2 International economics : the quarterly journal in international economics founded in 1980 by the CEPII 2 Investment management and financial innovations 2 Journal of banking & finance 2
more ... less ...
Source
All
ECONIS (ZBW) 260
Showing 1 - 10 of 260
Cover Image
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
Saved in:
Cover Image
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
Saved in:
Cover Image
Modelling loans to non-financial corporations in the Eurozone : a long-memory approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Rubino, … - In: International advances in economic research 30 (2024) 3, pp. 231-254
Persistent link: https://www.econbiz.de/10015191912
Saved in:
Cover Image
Functional shocks to inflation expectations and real interest rates and their macroeconomic effects
Anderl, Christina; Caporale, Guglielmo Maria - In: Review of world economics 160 (2024) 4, pp. 1543-1575
Persistent link: https://www.econbiz.de/10015193719
Saved in:
Cover Image
Time-varying parameters in monetary policy rules : a GMM approach
Anderl, Christina; Caporale, Guglielmo Maria - In: Journal of economic studies 51 (2024) 9, pp. 148-176
Persistent link: https://www.econbiz.de/10015198626
Saved in:
Cover Image
Long-run linkages between US stock prices and cryptocurrencies : a fractional cointegration analysis
Caporale, Guglielmo Maria; Dios Mazariegos, José Javier; … - In: Computational economics 64 (2024) 6, pp. 3543-3553
Persistent link: https://www.econbiz.de/10015144252
Saved in:
Cover Image
Dynamic factor models and fractional integration : with an application to US real economic activity
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Econometrics : open access journal 12 (2024) 4, pp. 1-13
This paper makes a twofold contribution. First, it develops the dynamic factor model of by allowing for fractional integration instead of imposing the classical dichotomy between I(0) stationary and I(1) non-stationary series. This more general setup provides valuable information on the degree...
Persistent link: https://www.econbiz.de/10015272692
Saved in:
Cover Image
Shipping cost uncertainty, endogenous regime switching and the global drivers of inflation
Anderl, Christina; Caporale, Guglielmo Maria - In: International economics : the quarterly journal in … 178 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10014578275
Saved in:
Cover Image
Macro-financial linkages in the high-frequency domain : economic fundamentals and the Covid-induced uncertainty channel in US and UK financial markets
Caporale, Guglielmo Maria; Karanasos, Menelaos; Yfanti, … - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 1581-1608
Persistent link: https://www.econbiz.de/10014533276
Saved in:
Cover Image
Persistence in high frequency financial data : the case of the EuroStoxx 50 futures prices
Caporale, Guglielmo Maria; Plastun, Alex - In: Cogent economics & finance 12 (2024) 1, pp. 1-9
Differences in the behaviour of asset prices depending on data frequency have not been thoroughly investigated in the literature despite their possible importance. In particular, high-frequency data might contain more information about financial assets because they are updated more rapidly in...
Persistent link: https://www.econbiz.de/10015394356
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...