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subject:"Estimation"
subject:"Schätzung"
~isPartOf:"Applied economics letters"
~isPartOf:"Finance research letters"
~isPartOf:"International review of financial analysis"
~person:"Caporale, Guglielmo Maria"
~subject:"Spillover effect"
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Estimation
Schätzung
Spillover effect
Time series analysis
8
Zeitreihenanalyse
8
Cointegration
5
Kointegration
5
Fractional integration
3
Nichtlineare Regression
3
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Caporale, Guglielmo Maria
Chang, Tsangyao
35
Gupta, Rangan
18
Gil-Alaña, Luis A.
17
Su, Chi-Wei
15
Pierdzioch, Christian
12
Ma, Feng
11
Tiwari, Aviral Kumar
11
Bahmani-Oskooee, Mohsen
10
Narayan, Paresh Kumar
10
Wohar, Mark E.
9
Bhaskara Rao, Buddhavarapu
8
Bouri, Elie
8
Chang, Hsu-Ling
8
Wagner, Joachim
8
Xuan Vinh Vo
8
Afonso, António
7
Huang, Ho-chuan
7
Lau, Chi Keung
7
Lee, Chia-hao
7
Salisu, Afees A.
7
Thornton, John
7
Yarovaya, Larisa
7
Zaremba, Adam
7
Apergēs, Nikolaos
6
Hamori, Shigeyuki
6
Liu, Wen-chi
6
Sosvilla-Rivero, Simón
6
Zhang, Yaojie
6
Corbet, Shaen
5
Ji, Qiang
5
Lee, Chien-chiang
5
Liu, Yu-Shao
5
Lu, Yang-cheng
5
Lucey, Brian M.
5
Narayan, Seema
5
Shahzad, Syed Jawad Hussain
5
Shen, Dehua
5
Sheng, Xin
5
Wu, Xinyu
5
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Applied economics letters
Finance research letters
International review of financial analysis
CESifo working papers
76
Economics and finance working paper series
53
Discussion papers / Deutsches Institut für Wirtschaftsforschung
34
CESifo Working Paper Series
28
DIW Berlin Discussion Paper
24
Discussion paper / Centre for Economic Forecasting
22
CESifo Working Paper
21
Research in international business and finance
5
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4
Journal of international money and finance
4
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3
Department of Economics working papers
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers of interdisciplinary research project 373
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of finance & economics : IJFE
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied financial economics
2
Bulletin of economic research
2
Discussion paper series / IZA
2
Empirica : journal of european economics
2
Journal of economic integration
2
Journal of economics and finance
2
Journal of economics and finance : JEF
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Open economies review
2
Oxford bulletin of economics and statistics
2
Review of financial economics : RFE
2
Review of international economics
2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
African development review
1
Applied financial economics letters
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
China economic review : an international journal
1
Comparative economic studies
1
Computational economics
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1
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:
2
Global and regional stock market integration in Asia : a panel convergence approach
Caporale, Guglielmo Maria
;
You, Kefei
;
Chen, Lei
- In:
International review of financial analysis
65
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012208866
Saved in:
3
The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Finance research letters
24
(
2018
),
pp. 34-41
Persistent link: https://www.econbiz.de/10011982450
Saved in:
4
Loan loss provisions and macroeconomic shocks : some empirical evidence for italian banks during the crisis
Caporale, Guglielmo Maria
;
Alessi, Matteo
;
Di Colli, Stefano
- In:
Finance research letters
25
(
2018
),
pp. 239-243
Persistent link: https://www.econbiz.de/10012003547
Saved in:
5
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
6
Persistence and cycles in the us federal funds rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
52
(
2017
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011868684
Saved in:
7
Modelling African inflation rates : nonlinear deterministic terms and long-range dependence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Applied economics letters
22
(
2015
)
4/6
,
pp. 421-424
Persistent link: https://www.econbiz.de/10010507895
Saved in:
8
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
9
Fractional cointegration in US term spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
19
(
2012
)
4/6
,
pp. 431-434
Persistent link: https://www.econbiz.de/10009630703
Saved in:
10
Price formation on the EuroMTS platform
Caporale, Guglielmo Maria
;
Girardi, Alessandro
- In:
Applied economics letters
18
(
2011
)
1/3
,
pp. 229-233
Persistent link: https://www.econbiz.de/10009230096
Saved in:
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