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subject:"Arbeitslosigkeit"
subject:"Arbeitsuche"
~person:"Caporale, Guglielmo Maria"
~source:"econis"
~subject:"ARCH model"
~subject:"Share price"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book review"
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Arbeitslosigkeit
Arbeitsuche
ARCH model
Share price
Theory
Estimation
93
Schätzung
93
Time series analysis
38
Zeitreihenanalyse
38
Cointegration
29
Kointegration
29
Theorie
28
USA
25
United States
25
Fractional integration
18
Börsenkurs
17
Volatility
16
Volatilität
16
EU countries
13
EU-Staaten
13
Großbritannien
13
United Kingdom
13
Interest rate
12
Zins
12
Aktienmarkt
11
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
Business cycle
8
Konjunktur
8
Long memory
8
Nichtlineare Regression
8
Nonlinear regression
8
Geldpolitik
7
Monetary policy
7
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Online availability
All
Undetermined
11
Free
8
Type of publication
All
Article
43
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Book review
Arbeitspapier
67
Graue Literatur
67
Non-commercial literature
67
Working Paper
67
Article in journal
43
Aufsatz im Buch
2
Book section
2
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Language
All
English
43
Author
All
Caporale, Guglielmo Maria
Gupta, Rangan
78
Gil-Alaña, Luis A.
60
Wohar, Mark E.
38
Narayan, Paresh Kumar
35
Tiwari, Aviral Kumar
34
McMillan, David G.
33
Zaremba, Adam
32
Bahmani-Oskooee, Mohsen
29
Pierdzioch, Christian
28
Ma, Feng
27
Serletis, Apostolos
27
McAleer, Michael
26
Apergēs, Nikolaos
25
Kumbhakar, Subal
25
Lee, Chien-chiang
23
Bollerslev, Tim
22
Jawadi, Fredj
21
Balcilar, Mehmet
20
Bouri, Elie
20
Chiang, Thomas C.
20
Kumar, Dilip
20
Brooks, Robert
19
Chang, Tsangyao
19
Moosa, Imad A.
19
Salisu, Afees A.
19
Todorov, Viktor
19
Zhang, Yaojie
19
Berg, Gerard J. van den
17
Belke, Ansgar
16
Fabozzi, Frank J.
16
Herwartz, Helmut
16
Koopman, Siem Jan
16
Westerlund, Joakim
16
Hsing, Yu
15
Wang, Yudong
15
Bohl, Martin T.
14
Caporin, Massimiliano
14
Engsted, Tom
14
Ghysels, Eric
14
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Published in...
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Applied economics letters
3
Journal of international money and finance
3
Research in international business and finance
3
Applied economics
2
Economic modelling
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
Oxford bulletin of economics and statistics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied financial economics
1
Applied financial economics letters
1
Computational economics
1
Defence and peace economics
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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
Journal of applied economics
1
Journal of economic integration
1
Journal of economic studies
1
Journal of economics and finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Review of financial economics : RFE
1
Review of international economics
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
The Manchester School
1
The empirical economics letters : a monthly international journal of economics
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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All
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
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 & trade : a journal of the …
58
(
2022
)
5
,
pp. 1502-1514
Persistent link: https://www.econbiz.de/10013167095
Saved in:
4
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:
5
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:
6
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:
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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