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source:"econis"
subject:"Kapitaleinkommen"
~person:"Caporale, Guglielmo Maria"
~person:"Peel, David"
~subject:"Theory"
~type:"article"
~type:"journal"
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Kapitaleinkommen
Theory
Estimation
114
Schätzung
114
Time series analysis
45
Zeitreihenanalyse
45
Theorie
44
USA
32
United States
32
Cointegration
29
Kointegration
29
Großbritannien
20
United Kingdom
20
Börsenkurs
18
Fractional integration
18
Share price
18
Volatility
18
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18
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Capital income
13
EU countries
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10
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Germany
10
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10
fractional integration
10
Geldpolitik
9
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9
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9
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8
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7
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63
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49
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49
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4
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4
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English
53
Author
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Caporale, Guglielmo Maria
Peel, David
Gupta, Rangan
74
Zaremba, Adam
59
Gil-Alaña, Luis A.
44
Wohar, Mark E.
40
McMillan, David G.
34
Narayan, Paresh Kumar
29
Serletis, Apostolos
26
Tiwari, Aviral Kumar
26
Bollerslev, Tim
25
Kumbhakar, Subal
25
Pierdzioch, Christian
24
Apergēs, Nikolaos
21
Todorov, Viktor
21
Bali, Turan G.
19
Brooks, Robert
19
Cakici, Nusret
19
Ma, Feng
19
McAleer, Michael
19
Wang, Yudong
19
Bahmani-Oskooee, Mohsen
18
Fabozzi, Frank J.
18
Lee, Chien-chiang
18
Zhang, Yaojie
18
Jawadi, Fredj
17
Balcilar, Mehmet
16
Chiang, Thomas C.
16
Kumar, Dilip
16
Pesaran, M. Hashem
16
Blundell, Richard W.
15
Engsted, Tom
15
Faff, Robert W.
15
MacDonald, Ronald
15
Moosa, Imad A.
15
Sehgal, Sanjay
15
Bohl, Martin T.
14
Bouri, Elie
14
Chang, Tsangyao
14
Creedy, John
14
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Journal of international money and finance
5
Applied economics
3
Applied economics letters
3
Oxford bulletin of economics and statistics
3
The Manchester School
3
Economic modelling
2
Empirica : journal of european economics
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of economics and finance : JEF
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied financial economics letters
1
Computational economics
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Exchange rate policy in Europe
1
Finance research letters
1
Financial markets and portfolio management
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of economic studies
1
Journal of economics and finance
1
Journal of forecasting
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of political economy
1
Modern perspectives on the gold standard
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
New trends in macroeconomics : with 38 tables
1
Research in international business and finance
1
Review of financial economics : RFE
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Manchester School of Economic and Social Studies
1
The economics of sports betting
1
The empirical economics letters : a monthly international journal of economics
1
The journal of real estate finance and economics
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Shadow rates as a measure of the monetary policy stance : some international evidence
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Scottish journal of political economy : the journal of …
70
(
2023
)
5
,
pp. 399-422
Persistent link: https://www.econbiz.de/10014437258
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Exchange rate parities and Taylor rule deviations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
4
,
pp. 1809-1835
Persistent link: https://www.econbiz.de/10013440437
Saved in:
6
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
7
Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012547070
Saved in:
8
Nonlinearities in the exchange rate pass-through : the role of inflation expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 86-101
Persistent link: https://www.econbiz.de/10014373714
Saved in:
9
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
10
Momentum effects in the cryptocurrency market after one-day abnormal returns
Caporale, Guglielmo Maria
;
Plastun, Alex
- In:
Financial markets and portfolio management
34
(
2020
)
3
,
pp. 251-266
Persistent link: https://www.econbiz.de/10012289645
Saved in:
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