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language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Zimmermann, Klaus F."
~subject:"Kapitaleinkommen"
~subject:"Stock market"
~type_genre:"Aufsatz in Zeitschrift"
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Kapitaleinkommen
Stock market
EU countries
45
EU-Staaten
45
Estimation
13
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13
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8
Volatilität
8
Börsenkurs
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Caporale, Guglielmo Maria
Zimmermann, Klaus F.
Floros, Christos
7
Ahmad, Wasim
5
Gil-Alaña, Luis A.
5
Iglesias, Emma M.
5
Lobão, Júlio
5
Savva, Christos S.
5
Corbet, Shaen
4
Ferreira, Paulo
4
Fonseca, José Soares da
4
Mirza, Nawazish
4
Sehgal, Sanjay
4
Vortelinos, Dimitrios I.
4
Aslam, Faheem
3
Bhanumurthy, N. R.
3
Brooks, Robert
3
Camilleri, Silvio John
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Christiansen, Charlotte
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Drobetz, Wolfgang
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Gillas, Konstantinos Gkillas
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Guidolin, Massimo
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Hussain, Syed Mujahid
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Jareño, Francisco
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Lucey, Brian M.
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Mansur Masih
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Adjaoute, Kpate
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2
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2
Annaert, Jan
2
Apergēs, Nikolaos
2
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2
Arouri, Mohamed
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Empirica : journal of european economics
2
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
The European journal of finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
7
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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
Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
The European journal of finance
24
(
2018
)
1/3
,
pp. 114-134
Persistent link: https://www.econbiz.de/10012244285
Saved in:
4
Macro news and stock returns in the Euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
International review of financial analysis
45
(
2016
),
pp. 180-188
Persistent link: https://www.econbiz.de/10011581967
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
Testing stock market convergence : a non-linear factor approach
Caporale, Guglielmo Maria
;
Erdogan, Burcu
;
Kuzin, Vladimir
- In:
Empirica : journal of european economics
42
(
2015
)
3
,
pp. 481-498
Persistent link: https://www.econbiz.de/10011485529
Saved in:
7
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:
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