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subject:"EU countries"
subject:"Economic growth"
~isPartOf:"Economics and finance working paper series"
~subject:"Nichtlineare Regression"
~subject:"Volatility"
~type_genre:"Working Paper"
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EU countries
Economic growth
Nichtlineare Regression
Volatility
Estimation
72
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Time series analysis
30
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30
Cointegration
18
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Caporale, Guglielmo Maria
22
Gil-Alaña, Luis A.
11
Spagnolo, Nicola
4
Ali, Faek Menla
2
Barrell, Ray
2
Carcel, Hector
2
Girardi, Alessandro
2
Hunter, John
2
Nahhas, Abdulkader
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Škare, Marinko
2
Akdeniz, Coşkun
1
Arin, Kerim Peren
1
Balparda, Borja
1
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Catik, A. Nazif
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1
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Di Colli, Stefano
1
Di Salvo, Roberto
1
Fidrmuc, Jan
1
Ghalia, Thaana
1
Helmi, Mohamad Husam
1
Karanasos, Menelaos G.
1
Kyriacou, Kyriacos
1
Lopez, Juan Sergio
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Mallick, Sushanta Kumar
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Moore, Tomoe
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Orlando, C. James
1
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Economics and finance working paper series
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273
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191
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186
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165
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153
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103
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95
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1
Volatility forecasts for the RTS stock index : option-implied volatility versus alternative methods
Caporale, Guglielmo Maria
;
Teterkina, Daria
-
2019
Persistent link: https://www.econbiz.de/10011996358
Saved in:
2
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
-
2019
Persistent link: https://www.econbiz.de/10011996362
Saved in:
3
Financial integration in the GCC region : market size versus national effects
Arin, Kerim Peren
;
Caporale, Guglielmo Maria
;
Kyriacou, …
-
2018
Persistent link: https://www.econbiz.de/10011995788
Saved in:
4
EU cross-border banking and financial crises : empirical evidence using the gravity model
Barrell, Ray
;
Nahhas, Abdulkader
;
Hunter, John
-
2017
Persistent link: https://www.econbiz.de/10011893055
Saved in:
5
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011893067
Saved in:
6
Exchange rates and bilateral FDI : gravity models of bilateral FDI in high income economies
Barrell, Ray
;
Nahhas, Abdulkader
;
Hunter, John
-
2017
Persistent link: https://www.econbiz.de/10011656654
Saved in:
7
Monetary policy rules in emerging countries : is there an augmented nonlinear taylor rule?
Caporale, Guglielmo Maria
;
Catik, A. Nazif
;
Helmi, …
-
2016
Persistent link: https://www.econbiz.de/10011536687
Saved in:
8
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2016
Persistent link: https://www.econbiz.de/10011448283
Saved in:
9
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520824
Saved in:
10
African growth, non-linearities and strong dependence : an empirical study
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10010527217
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