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Year of publication
Subject
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Estimation 86 Schätzung 86 Time series analysis 57 Zeitreihenanalyse 57 Theorie 53 Theory 53 Cointegration 40 Kointegration 40 USA 40 United States 40 Volatility 39 Volatilität 39 Börsenkurs 37 Share price 37 Aktienmarkt 28 Stock market 28 Capital income 27 Kapitaleinkommen 27 EU countries 26 EU-Staaten 26 Großbritannien 25 United Kingdom 25 Exchange rate 23 Fractional integration 23 Wechselkurs 23 Kaufkraftparität 19 Purchasing power parity 19 Einheitswurzeltest 18 Unit root test 18 Interest rate 16 Zins 16 Persistence 15 ARCH model 13 ARCH-Modell 13 Deutschland 13 Efficient market hypothesis 13 Effizienzmarkthypothese 13 Financial crisis 13 Finanzkrise 13 Germany 13
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Online availability
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Undetermined 66 Free 21
Type of publication
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Article 229
Type of publication (narrower categories)
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Article in journal Working Paper 809 Arbeitspapier 529 Graue Literatur 513 Non-commercial literature 513 Aufsatz in Zeitschrift 229 Aufsatz im Buch 8 Book section 8 Article 2 Conference Paper 1 Conference paper 1 Konferenzbeitrag 1 Systematic review 1 Übersichtsarbeit 1
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Language
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English German 1
Author
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Caporale, Guglielmo Maria Gupta, Rangan 527 Bahmani-Oskooee, Mohsen 446 Nijkamp, Peter 416 Gil-Alaña, Luis A. 340 Audretsch, David B. 322 Wright, Mike 322 Cheng, T. C. E. 318 Apergēs, Nikolaos 315 Hassan, M. Kabir 310 Narayan, Paresh Kumar 303 Fabozzi, Frank J. 280 Cebula, Richard J. 272 Eichengreen, Barry 270 Tsionas, Efthymios G. 265 Hasan, Iftekhar 263 Lien, Da-hsiang Donald 260 Smyth, Russell 258 Tiwari, Aviral Kumar 257 Lee, Chien-chiang 255 Faff, Robert W. 254 Kraus, Sascha 250 Creedy, John 248 Phillips, Peter C. B. 247 McAleer, Michael 244 Beladi, Hamid 243 Frey, Bruno S. 240 Zhang, Wei 237 Güth, Werner 236 Stiglitz, Joseph E. 234 Haan, Jakob de 228 Kumbhakar, Subal 227 Chan, Kam C. 226 Egger, Peter 225 Serletis, Apostolos 223 List, John A. 221 Williams, Colin C. 221 Moosa, Imad A. 220 Shahbaz, Muhammad 220 Wohar, Mark E. 220
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Published in...
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Research in international business and finance 12 Applied economics letters 10 Journal of international money and finance 10 International journal of finance & economics : IJFE 9 Applied financial economics 8 Economic modelling 8 Finance research letters 7 Journal of economics and finance 7 Applied economics 6 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 6 Review of international economics 6 Computational economics 5 Empirica : journal of european economics 5 International review of financial analysis 5 Journal of economic integration 5 Journal of international financial markets, institutions & money 5 The Manchester School 5 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 International economics : a journal published by CEPII (Center for research and expertise on the world economy) 3 Journal of applied economics 3 Journal of economics and finance : JEF 3 Journal of forecasting 3 Open economies review 3 Review of financial economics : RFE 3 African development review 2 Applied financial economics letters 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 Investment management and financial innovations 2 Journal of banking & finance 2 Journal of economic development 2 Journal of economic studies 2 Journal of international development : the journal of the Development Studies Association 2 Journal of macroeconomics 2 Journal of policy modeling : JPMOD ; a social science forum of world issues 2
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Source
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ECONIS (ZBW) 229
Showing 1 - 10 of 229
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US policy responses to the COVID-19 pandemic and sectoral stock indices : a fractional integration approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Abakah, … - In: Applied economics 55 (2023) 3, pp. 283-292
Persistent link: https://www.econbiz.de/10013494423
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Forecasting inflation with a zero lower bound or negative interest rates : evidence from point and density forecasts
Anderl, Christina; Caporale, Guglielmo Maria - In: The Manchester School 91 (2023) 3, pp. 171-232
Persistent link: https://www.econbiz.de/10014252210
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Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Bulletin of economic research 74 (2022) 1, pp. 123-134
Persistent link: https://www.econbiz.de/10012819299
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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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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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Stock market linkages between the ASEAN countries, China and the US : a fractional integration/cointegration approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - In: Emerging markets, finance and trade : EMFT 58 (2022) 5, pp. 1502-1514
Persistent link: https://www.econbiz.de/10013167095
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Cross-border portfolio flows and news media coverage
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Fabio - In: Journal of international money and finance 126 (2022), pp. 1-28
Persistent link: https://www.econbiz.de/10013435479
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Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations
Anderl, Christina; Caporale, Guglielmo Maria - In: Journal of economic studies 49 (2022) 6, pp. 937-959
Persistent link: https://www.econbiz.de/10013352888
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The direct and indirect effects of financial development on international trade : evidence from the CEEC-6
Caporale, Guglielmo Maria; Sova, Anamaria Diana; Sova, … - In: Journal of international financial markets, … 78 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013357285
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U.S. house prices by Census Division : persistence, trends and structural breaks
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: International advances in economic research 29 (2023) 1/2, pp. 79-90
Persistent link: https://www.econbiz.de/10014251676
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