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subject:"EU countries"
type_genre:"CD-ROM, DVD"
~person:"Caporale, Guglielmo Maria"
~subject:"Gravity model"
~subject:"Kapitaleinkommen"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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EU countries
Gravity model
Kapitaleinkommen
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
Börsenkurs
17
Share price
17
Volatility
16
Volatilität
16
Großbritannien
13
United Kingdom
13
EU-Staaten
12
Interest rate
12
Zins
12
Aktienmarkt
11
Capital income
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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Article
22
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CD-ROM, DVD
Aufsatz in Zeitschrift
Conference paper
Arbeitspapier
38
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Graue Literatur
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Caporale, Guglielmo Maria
Gupta, Rangan
59
Zaremba, Adam
58
McMillan, David G.
31
Wohar, Mark E.
27
Belke, Ansgar
22
Gil-Alaña, Luis A.
22
Narayan, Paresh Kumar
22
Tiwari, Aviral Kumar
21
Pierdzioch, Christian
20
Sehgal, Sanjay
19
Bollerslev, Tim
18
Cakici, Nusret
18
Ma, Feng
18
Todorov, Viktor
18
Wang, Yudong
17
Bali, Turan G.
16
Chiang, Thomas C.
15
Kumar, Dilip
15
Bouri, Elie
14
Long, Huaigang
14
Xuan Vinh Vo
14
Zhang, Yaojie
14
Apergēs, Nikolaos
13
Balcilar, Mehmet
13
Egger, Peter
13
Afonso, António
12
Sosvilla-Rivero, Simón
12
Umutlu, Mehmet
12
Brooks, Robert
11
Demirer, Rıza
11
Jareño, Francisco
11
Lee, Chien-chiang
11
Tauchen, George Eugene
11
Bohl, Martin T.
10
Herwartz, Helmut
10
Jawadi, Fredj
10
Kutan, Ali Mustafa
10
Li, Bin
10
Martínez-Zarzoso, Inmaculada
10
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Applied economics letters
2
International journal of finance & economics : IJFE
2
Research in international business and finance
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
China economic review : an international journal
1
Comparative economic studies
1
Computational economics
1
Eastern economic journal
1
Empirica : journal of european economics
1
Finance research letters
1
Financial markets and portfolio management
1
International review of economics & finance : IREF
1
Journal of economic integration
1
Journal of economics and finance : JEF
1
Journal of international money and finance
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Scottish journal of political economy : the journal of the Scottish Economic Society
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ECONIS (ZBW)
22
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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
The short-run and long-run effects of trade openness on financial development : some panel evidence for Europe
Caporale, Guglielmo Maria
;
Sova, Anamaria Diana
;
Sova, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3891-3901
Persistent link: https://www.econbiz.de/10014429199
Saved in:
4
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:
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
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:
7
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:
8
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:
9
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:
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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