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subject:"Arbeitslosigkeit"
subject:"Arbeitsuche"
~language:"eng"
~language:"pol"
~person:"Caporale, Guglielmo Maria"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Business cycle"
~subject:"Börsenkurs"
~subject:"Deutschland"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book review"
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Arbeitslosigkeit
Arbeitsuche
ARCH model
Aktienmarkt
Business cycle
Börsenkurs
Deutschland
Estimation
92
Schätzung
92
Time series analysis
38
Zeitreihenanalyse
38
Cointegration
29
Kointegration
29
Theorie
28
Theory
28
USA
25
United States
25
Fractional integration
18
Share price
17
Volatility
16
Volatilität
16
Großbritannien
13
United Kingdom
13
EU countries
12
EU-Staaten
12
Interest rate
12
Zins
12
Capital income
11
Kapitaleinkommen
11
Kaufkraftparität
11
Purchasing power parity
11
Stock market
11
fractional integration
10
Einheitswurzeltest
9
Exchange rate
9
Persistence
9
Unit root test
9
Wechselkurs
9
Konjunktur
8
Long memory
8
Nichtlineare Regression
8
Nonlinear regression
8
Geldpolitik
7
Monetary policy
7
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Online availability
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Undetermined
16
Free
4
Type of publication
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Article
40
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Book review
Arbeitspapier
68
Working Paper
68
Graue Literatur
67
Non-commercial literature
67
Article in journal
40
Aufsatz im Buch
2
Book section
2
Conference paper
1
Konferenzbeitrag
1
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Language
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English
Polish
Author
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Caporale, Guglielmo Maria
Gupta, Rangan
78
Gil-Alaña, Luis A.
54
Wagner, Joachim
48
Wohar, Mark E.
38
Zaremba, Adam
37
Tiwari, Aviral Kumar
35
Narayan, Paresh Kumar
33
McMillan, David G.
32
Pierdzioch, Christian
32
Ma, Feng
26
Balcilar, Mehmet
24
Bahmani-Oskooee, Mohsen
23
Döpke, Jörg
23
Apergēs, Nikolaos
22
Kumar, Dilip
21
Riphahn, Regina T.
21
Brooks, Robert
20
Chiang, Thomas C.
20
Fitzenberger, Bernd
20
Fritsch, Michael
20
Lee, Chien-chiang
20
McAleer, Michael
20
Schnabel, Claus
20
Sehgal, Sanjay
20
Jawadi, Fredj
19
Addison, John T.
18
Bouri, Elie
18
Belke, Ansgar
17
Bohl, Martin T.
17
Jalles, João Tovar
17
Salisu, Afees A.
17
Xuan Vinh Vo
17
Berg, Gerard J. van den
16
Bollerslev, Tim
16
Buch, Claudia M.
16
Demirer, Rıza
16
Yoon, Seong-min
16
Bauer, Thomas K.
15
Bellmann, Lutz
15
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Published in...
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Economic modelling
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied economics letters
2
Applied financial economics
2
Bulletin of economic research
2
International review of financial analysis
2
Journal of economic integration
2
Journal of international money and finance
2
Research in international business and finance
2
Review of financial economics : RFE
2
Applied economics
1
Applied financial economics letters
1
Computational economics
1
Defence and peace economics
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
Finance research letters
1
Financial markets and portfolio management
1
International journal of economics and financial issues : IJEFI
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of applied economics
1
Journal of economics and finance
1
Journal of economics and finance : JEF
1
Open economies review
1
Oxford bulletin of economics and statistics
1
Review of international economics
1
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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
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:
4
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:
5
Financial integration in the GCC region : market size versus national effects
Arin, Kerim Peren
;
Caporale, Guglielmo Maria
;
Kyriacou, …
- In:
Open economies review
31
(
2020
)
2
,
pp. 309-316
Persistent link: https://www.econbiz.de/10012229747
Saved in:
6
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:
7
High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
Saved in:
8
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:
9
Modelling volatility of cryptocurrencies using Markov-Switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
- In:
Research in international business and finance
48
(
2019
),
pp. 143-155
Persistent link: https://www.econbiz.de/10012135859
Saved in:
10
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 170-178
Persistent link: https://www.econbiz.de/10012205401
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