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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"Economics and finance working paper series"
~subject:"United States"
~type_genre:"Bibliografie enthalten"
~type_genre:"Non-commercial literature"
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Forecasting model
Stock market
United States
Estimation
67
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Caporale, Guglielmo Maria
20
Gil-Alaña, Luis A.
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Spagnolo, Nicola
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Cuñado Eizaguirre, Juncal
2
You, Kefei
2
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Arin, Kerim Peren
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Economics and finance working paper series
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Stock market linkages between the ASEAN countries, China and the US : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
-
2019
Persistent link: https://www.econbiz.de/10011996351
Saved in:
2
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:
3
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:
4
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:
5
Stock market integration in Asia : global or regional? : evidence from industry level panel convergence tests
Caporale, Guglielmo Maria
;
You, Kefei
-
2017
Persistent link: https://www.econbiz.de/10011656668
Saved in:
6
Can US stocks provide a safe haven from interest and inflation risk? : a sector level examination of the response to unanticipated nominal, real interest and inflation rate shocks
González Pérez, María de la O
;
Jareño, Francisco
; …
-
2015
Persistent link: https://www.econbiz.de/10010520772
Saved in:
7
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:
8
The relationship between health care expenditure and disposable personal income in the US States : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
-
2015
Persistent link: https://www.econbiz.de/10011284934
Saved in:
9
Dynamic asymmetries in house price cycles : a generalized smooth transition model
Canepa, Alessandra
;
Chini, Emilio Zanetti
-
2015
Persistent link: https://www.econbiz.de/10011348466
Saved in:
10
The monetary model of the US dollar: Japanese yen exchange rate ; an empirical investigation
Hunter, John
;
Ali, Faek Menla
-
2013
Persistent link: https://www.econbiz.de/10009731949
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