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subject:"Forecasting model"
subject:"Stock market"
~person:"Caporale, Guglielmo Maria"
~person:"Zaremba, Adam"
~subject:"EU-Staaten"
~subject:"Time series analysis"
~subject:"asset pricing"
~type_genre:"Aufsatz in Zeitschrift"
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Forecasting model
Stock market
EU-Staaten
Time series analysis
asset pricing
Estimation
156
Schätzung
156
Capital income
70
Kapitaleinkommen
70
Börsenkurs
48
Share price
48
CAPM
45
Zeitreihenanalyse
38
Aktienmarkt
37
Theorie
31
Theory
31
Cointegration
29
Kointegration
29
Prognoseverfahren
27
Welt
27
World
27
Portfolio selection
26
Portfolio-Management
26
USA
25
United States
25
Return predictability
24
Volatility
20
Volatilität
20
Risikoprämie
19
Risk premium
19
Asset pricing
18
Fractional integration
18
Capital market returns
16
Kapitalmarktrendite
16
EU countries
13
Großbritannien
13
Interest rate
13
United Kingdom
13
Zins
13
Anlageverhalten
11
Behavioural finance
11
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Online availability
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Undetermined
52
Free
18
Type of publication
All
Article
99
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Arbeitspapier
123
Working Paper
123
Graue Literatur
119
Non-commercial literature
119
Article in journal
99
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
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Language
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English
99
Author
All
Caporale, Guglielmo Maria
Zaremba, Adam
Gupta, Rangan
103
Gil-Alaña, Luis A.
92
Tiwari, Aviral Kumar
39
Ma, Feng
33
Pierdzioch, Christian
33
McMillan, David G.
32
Wohar, Mark E.
32
Balcilar, Mehmet
30
Narayan, Paresh Kumar
30
Chang, Tsangyao
29
Zhang, Yaojie
24
Wang, Yudong
23
Moosa, Imad A.
22
Salisu, Afees A.
22
Sehgal, Sanjay
20
Bahmani-Oskooee, Mohsen
19
Belke, Ansgar
19
Xuan Vinh Vo
19
Herwartz, Helmut
17
Kumar, Dilip
17
Nonejad, Nima
17
Bouri, Elie
16
Chiang, Thomas C.
16
Demirer, Rıza
16
Koopman, Siem Jan
16
Marcellino, Massimiliano
16
McAleer, Michael
16
Westerlund, Joakim
16
Yoon, Seong-min
16
Bollerslev, Tim
15
Jawadi, Fredj
15
Lee, Chien-chiang
15
Todorov, Viktor
15
Brooks, Robert
14
Hammoudeh, Shawkat
14
Mensi, Walid
14
Pradhan, Rudra Prakash
14
Wei, Yu
14
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Published in...
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Applied economics letters
6
International review of financial analysis
5
Research in international business and finance
5
Applied economics
4
Economic research
4
Emerging markets, finance and trade : EMFT
4
Finance research letters
4
International journal of finance & economics : IJFE
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Economic modelling
2
Empirica : journal of european economics
2
Finance a úvěr
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Journal of economic integration
2
Journal of economics and finance : JEF
2
Journal of empirical finance
2
Journal of international financial markets, institutions & money
2
Open economies review
2
Oxford bulletin of economics and statistics
2
Pacific-Basin finance journal
2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
Applied financial economics
1
Applied financial economics letters
1
Bulletin of economic research
1
Comparative economic studies
1
Contemporary economics
1
Defence and peace economics
1
E-Finanse : finansowy kwartalnik internetowy
1
Eastern economic journal
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
International advances in economic research
1
International journal of economics and financial issues : IJEFI
1
International journal of management and economics
1
International review of economics & finance : IREF
1
Journal of applied economics
1
Journal of economics and finance
1
Journal of innovation and entrepreneurship : JIE
1
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ECONIS (ZBW)
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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
Do anomalies really predict market returns? : new data and new evidence
Cakici, Nusret
;
Fieberg, Christian
;
Metko, Daniel
; …
- In:
Review of finance : journal of the European Finance …
28
(
2024
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10014527106
Saved in:
3
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:
4
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:
5
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:
6
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
7
Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Bulletin of economic research
74
(
2022
)
1
,
pp. 123-134
Persistent link: https://www.econbiz.de/10012819299
Saved in:
8
U.S. house prices by Census Division : persistence, trends and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International advances in economic research
29
(
2023
)
1/2
,
pp. 79-90
Persistent link: https://www.econbiz.de/10014251676
Saved in:
9
Stock market linkages between the ASEAN countries, China and the US : a fractional integration/cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
5
,
pp. 1502-1514
Persistent link: https://www.econbiz.de/10013167095
Saved in:
10
Testing for UIP-type relationships : nonlinearities, monetary announcements and interest rate expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Open economies review
33
(
2022
)
4
,
pp. 705-749
Persistent link: https://www.econbiz.de/10013455611
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