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Year of publication
Subject
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Estimation 89 Schätzung 89 Time series analysis 71 Zeitreihenanalyse 71 Theorie 70 Theory 70 USA 48 United States 48 Cointegration 45 Kointegration 45 Börsenkurs 44 Share price 44 Volatility 40 Volatilität 40 Aktienmarkt 37 Stock market 37 EU countries 34 EU-Staaten 34 Großbritannien 30 United Kingdom 30 Fractional integration 27 Capital income 26 Kapitaleinkommen 26 Welt 24 World 24 Exchange rate 23 Wechselkurs 23 Einheitswurzeltest 20 Persistence 20 Unit root test 20 Kaufkraftparität 19 Purchasing power parity 19 fractional integration 18 Financial market 17 Finanzmarkt 17 Interest rate 17 Zins 17 ARCH model 16 ARCH-Modell 16 Inflation 16
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Online availability
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Undetermined 76 Free 45 CC license 9
Type of publication
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Article 263
Subcategories
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Article in journal 263 Proceedings 1 Literature review 1
Language
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English German 1
Author
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Caporale, Guglielmo Maria Gupta, Rangan 623 Bahmani-Oskooee, Mohsen 462 Nijkamp, Peter 438 Cheng, T. C. E. 416 Gil-Alaña, Luis A. 388 Hassan, M. Kabir 387 Audretsch, David B. 376 Lee, Chien-Chiang 356 Apergēs, Nikolaos 355 Tiwari, Aviral Kumar 354 Kraus, Sascha 331 Fabozzi, Frank J. 328 Wright, Mike 327 Narayan, Paresh Kumar 326 Zhang, Wei 325 Liu, Yang 324 Yang, Yang 314 Law, Rob 303 Hasan, Iftekhar 302 Eichengreen, Barry 300 Tsionas, Efthymios G. 296 Lien, Da-hsiang Donald 293 Cebula, Richard J. 291 Vrontis, Demetris 290 Chan, Kam C. 288 Smyth, Russell 282 Li, Jing 279 Wang, Wei 277 Phillips, Peter C. B. 274 Faff, Robert W. 271 Beladi, Hamid 263 Kumar, Satish 263 Han, Heesup 258 Kumbhakar, Subal 256 Creedy, John 253 Wang, Shouyang 251 Serletis, Apostolos 250 Egger, Peter 249 Shahbaz, Muhammad 248
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Published in...
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International journal of finance & economics : IJFE 13 Research in international business and finance 13 Journal of international money and finance 11 Applied economics letters 10 Economic modelling 9 Applied economics 8 Applied financial economics 8 Computational economics 7 Finance research letters 7 Journal of economics and finance 7 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 applied economics 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
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Source
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ECONIS (ZBW) 263
Showing 1 - 10 of 263
 
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Cooperative credit banks and economic fluctuations : the Italian case
Caporale, Guglielmo Maria; Alessi, Matteo - 2026
Persistent link: https://www.econbiz.de/10015637265
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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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The effects of physical and transition climate risk on stock markets : some multi-country evidence
Albanese, Marina; Caporale, Guglielmo Maria; Colella, Ida; … - 2025
Persistent link: https://www.econbiz.de/10015329618
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Long-run trends and cycles in US house prices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2025
Persistent link: https://www.econbiz.de/10015591451
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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
Persistent link: https://www.econbiz.de/10015573865
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The Covid-19 pandemic and European trade flows : evidence from a dynamic panel model
Caporale, Guglielmo Maria; Sova, Anamaria Diana; Sova, … - 2024
Persistent link: https://www.econbiz.de/10014635142
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Exponential time trends in a fractional integration model
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2024
This paper introduces a new modelling approach that incorporates nonlinear, exponential deterministic terms into a fractional integration framework. The proposed model is based on a specific test on fractional integration that is more general than the standard methods, which allow for only...
Persistent link: https://www.econbiz.de/10014636409
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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, … - 2024
Persistent link: https://www.econbiz.de/10014533276
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Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2024
Persistent link: https://www.econbiz.de/10014451482
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Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2024
Persistent link: https://www.econbiz.de/10014521131
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