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language:"eng"
person:"Caporale, Guglielmo Maria"
~person:"Fratzscher, Marcel"
~person:"Koopman, Siem Jan"
~subject:"United States"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Zeitreihenanalyse
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61
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61
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16
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16
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16
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15
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15
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15
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Caporale, Guglielmo Maria
Fratzscher, Marcel
Koopman, Siem Jan
Ark, Bart van
11
Gil-Alaña, Luis A.
11
Belke, Ansgar
8
Gros, Daniel
8
Marcellino, Massimiliano
8
Bureau, Jean-Christophe
7
Ames, Glenn C. W.
6
Arestis, Philip
6
Button, Kenneth John
6
Ehrmann, Michael
6
McAdam, Peter
6
Morana, Claudio
6
Timmer, Marcel
6
Van Pottelsberghe de la Potterie, Bruno
6
Breuss, Fritz
5
Ferrara, Laurent
5
Forni, Mario
5
Guisán, María-Carmen
5
Josling, Timothy Edward
5
Reichlin, Lucrezia
5
Salvatici, Luca
5
Thurik, Adriaan R.
5
Artis, Michael J.
4
Bondt, Gabe J. de
4
Carbaugh, Robert J.
4
Cette, Gilbert
4
Chinn, Menzie David
4
Corrado, Carol
4
De Melo, Jaime
4
De Rassenfosse, Gaétan
4
Dolls, Mathias
4
Eichengreen, Barry
4
Fung, Kwok-chiu
4
Haan, Jakob de
4
Hall, Stephen G.
4
Hördahl, Peter
4
Inklaar, Robert
4
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2
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Empirica : journal of european economics
1
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
21
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1
Time-varying effects of the COVID-19 pandemic on stock markets and economic activity : evidence from the US and Europe
Caporale, Guglielmo Maria
;
Catik, A. Nazif
;
Helmi, …
- In:
Empirica : journal of european economics
51
(
2024
)
2
,
pp. 529-558
Persistent link: https://www.econbiz.de/10014557642
Saved in:
2
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
Saved in:
3
Measuring financial cycles in a model-based analysis : empirical evidence for the United States and the euro area
Galati, Gabriele
;
Hindrayanto, Irma
;
Koopman, Siem Jan
; …
- In:
Economics letters
145
(
2016
),
pp. 83-87
Persistent link: https://www.econbiz.de/10011618230
Saved in:
4
Forecasting and nowcasting economic growth in the euro area using factor models
Hindrayanto, Irma
;
Koopman, Siem Jan
;
Winter, Jasper de
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1284-1305
Persistent link: https://www.econbiz.de/10011622152
Saved in:
5
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
6
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
7
Youth unemployment in Europe : persistence and macroeconomic determinants
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Comparative economic studies
56
(
2014
)
4
,
pp. 581-591
Persistent link: https://www.econbiz.de/10010487651
Saved in:
8
Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Multinational finance journal : MF ; quarterly …
16
(
2012
)
1/2
,
pp. 105-136
Persistent link: https://www.econbiz.de/10010257552
Saved in:
9
Stocks, bonds, money markets and exchange rates : measuring international financial transmission
Ehrmann, Michael
;
Fratzscher, Marcel
;
Rigobón, Roberto
- In:
Journal of applied econometrics
26
(
2011
)
6
,
pp. 948-974
Persistent link: https://www.econbiz.de/10009408880
Saved in:
10
Communication and exchange rate policy
Fratzscher, Marcel
- In:
Journal of macroeconomics
30
(
2008
)
4
,
pp. 1651-1672
Persistent link: https://www.econbiz.de/10003805715
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