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subject:"Forecasting model"
subject:"Stock market"
~person:"Caporale, Guglielmo Maria"
~person:"Zaremba, Adam"
~subject:"Time series analysis"
~subject:"asset pricing"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
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Forecasting model
Stock market
Time series analysis
asset pricing
Estimation
158
Schätzung
158
Capital income
70
Kapitaleinkommen
70
Börsenkurs
49
Share price
49
CAPM
45
Aktienmarkt
38
Zeitreihenanalyse
38
Theorie
32
Theory
32
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
14
EU-Staaten
14
Großbritannien
14
United Kingdom
14
Interest rate
13
Zins
13
Exchange rate
12
Wechselkurs
12
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Undetermined
50
Free
16
Type of publication
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Article
92
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Book section
Arbeitspapier
113
Working Paper
113
Graue Literatur
109
Non-commercial literature
109
Article in journal
91
Aufsatz im Buch
1
Conference paper
1
Konferenzbeitrag
1
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English
92
Author
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Caporale, Guglielmo Maria
Zaremba, Adam
Gupta, Rangan
103
Gil-Alaña, Luis A.
90
Tiwari, Aviral Kumar
38
Ma, Feng
33
McMillan, David G.
33
Pierdzioch, Christian
33
Wohar, Mark E.
31
Balcilar, Mehmet
30
Narayan, Paresh Kumar
30
Chang, Tsangyao
27
Zhang, Yaojie
24
Moosa, Imad A.
23
Wang, Yudong
23
Salisu, Afees A.
22
Sehgal, Sanjay
18
Koopman, Siem Jan
17
Kumar, Dilip
17
Nonejad, Nima
17
Xuan Vinh Vo
17
Bouri, Elie
16
Demirer, Rıza
16
McAleer, Michael
16
Yoon, Seong-min
16
Bollerslev, Tim
15
Chiang, Thomas C.
15
Jawadi, Fredj
15
Todorov, Viktor
15
Westerlund, Joakim
15
Bahmani-Oskooee, Mohsen
14
Brooks, Robert
14
Lee, Chien-chiang
14
Wei, Yu
14
Hammoudeh, Shawkat
13
Mensi, Walid
13
Ramírez, Miguel D.
13
Ranjbar, Omid
13
Swanson, Norman R.
13
Österholm, Pär
13
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Applied economics letters
5
International review of financial analysis
5
Applied economics
4
Economic research
4
Emerging markets, finance and trade : EMFT
4
Finance research letters
4
Research in international business and finance
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
International journal of finance & economics : IJFE
2
Journal of banking & finance
2
Journal of economic dynamics & control
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
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
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
Journal of applied economics
1
Journal of economic integration
1
Journal of economics and finance
1
Journal of innovation and entrepreneurship : JIE
1
Journal of international development : the journal of the Development Studies Association
1
Journal of international money and finance
1
Journal of risk and financial management : JRFM
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
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
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:
10
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
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