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subject:"Estimation"
subject:"Schätzung"
~isPartOf:"Finance research letters"
~isPartOf:"International review of financial analysis"
~person:"Aharon, David Y."
~person:"Caporale, Guglielmo Maria"
~subject:"Spillover effect"
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Estimation
Schätzung
Spillover effect
Cointegration
3
Fractional integration
3
Kointegration
3
Structural break
3
Strukturbruch
3
Time series analysis
3
Volatility
3
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Aharon, David Y.
Caporale, Guglielmo Maria
Gupta, Rangan
12
Ma, Feng
9
Bouri, Elie
8
Xuan Vinh Vo
8
Pierdzioch, Christian
7
Salisu, Afees A.
7
Yarovaya, Larisa
7
Zaremba, Adam
7
Gil-Alaña, Luis A.
6
Narayan, Paresh Kumar
6
Tiwari, Aviral Kumar
6
Wohar, Mark E.
6
Corbet, Shaen
5
Lau, Chi Keung
5
Shen, Dehua
5
Thornton, John
5
Zhang, Yaojie
5
Christiansen, Charlotte
4
Cummins, Mark
4
Dowling, Michael
4
Gabauer, David
4
Goodell, John W.
4
Li, Xiao
4
Long, Huaigang
4
Lucey, Brian M.
4
Narayan, Seema
4
Nonejad, Nima
4
Roubaud, David
4
Sensoy, Ahmet
4
Shahzad, Syed Jawad Hussain
4
Urquhart, Andrew
4
Altunbaş, Yener
3
Aslanidis, Nektarios
3
Chortareas, Georgios E.
3
Chuliá, Helena
3
Cipollini, Andrea
3
Coakley, Jerry
3
Deesomsak, Rataporn
3
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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
Applied economics letters
7
Research in international business and finance
5
Economic modelling
4
Journal of international money and finance
4
Applied economics
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
International review of economics & finance : IREF
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
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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
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ECONIS (ZBW)
9
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1
A high-frequency data dive into SVB collapse
Aharon, David Y.
;
Ali, Shoaib
- In:
Finance research letters
59
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014445405
Saved in:
2
Asymmetric volatility in the cryptocurrency market : new evidence from models with structural breaks
Aharon, David Y.
;
Butt, Hassan Anjum
;
Jaffri, Ali
; …
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460602
Saved in:
3
Can investor sentiment predict the size premium?
Qadan, Mahmoud
;
Aharon, David Y.
- In:
International review of financial analysis
63
(
2019
),
pp. 10-26
Persistent link: https://www.econbiz.de/10012207362
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
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