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subject:"Großbritannien"
~isPartOf:"Discussion paper series"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Economics working paper series"
~subject:"Aktienindex"
~subject:"Welt"
~type_genre:"Working Paper"
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Search: subject_exact:"ECM (Error correction model)"
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Großbritannien
Aktienindex
Welt
Cointegration
39
Kointegration
39
Estimation
20
Schätzung
20
Time series analysis
14
Zeitreihenanalyse
14
USA
13
United States
13
Theorie
7
Theory
7
United Kingdom
7
fractional integration
7
Börsenkurs
6
Share price
6
Aktienmarkt
5
Interest rate
5
Stock market
5
Zins
5
fractional cointegration
5
EU countries
4
EU-Staaten
4
Estimation theory
4
Exchange rate
4
Kaufkraftparität
4
Panel
4
Panel study
4
Purchasing power parity
4
Schätztheorie
4
Wechselkurs
4
Efficient market hypothesis
3
Effizienzmarkthypothese
3
Einheitswurzeltest
3
Immobilienpreis
3
Market integration
3
Marktintegration
3
Real estate price
3
Statistical test
3
Statistischer Test
3
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11
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11
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Working Paper
Arbeitspapier
11
Graue Literatur
10
Non-commercial literature
10
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English
11
Author
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Caporale, Guglielmo Maria
6
Gil-Alaña, Luis A.
5
Alexakis, Christos A.
1
Amann, Jurgen
1
Becker, Ralf
1
Carcel, Hector
1
Ciferri, Davide
1
Cuñado Eizaguirre, Juncal
1
Girardi, Alessandro
1
Gupta, Rangan
1
Humpe, Andreas
1
Macmillan, Peter
1
Middleditch, Paul
1
Orlando, C. James
1
Osborn, Denise R.
1
Pappas, Vasileios
1
Pavlidis, Efthymios
1
Payá, Ivan
1
Peel, David
1
Tsikou, Alexandros
1
Yildirim, Dilem
1
Yusupova, Alisa
1
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Discussion paper series
Economics and finance working paper series
Economics working paper series
CESifo working papers
17
Working paper
12
Working papers / Bank of England
6
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
International finance discussion papers
5
Cege discussion paper
4
Discussion papers of interdisciplinary research project 373
4
IMF working papers
4
Research paper series / Swiss Finance Institute
4
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
3
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion paper / Tinbergen Institute
3
Discussion paper series / IZA
3
Discussion papers / Department of Economics, University of Copenhagen
3
EUI working paper
3
IHS economics series : working paper
3
Reihe Ökonomie
3
Ruhr economic papers
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Birkbeck working papers in economics and finance : BWPEF
2
CAMA working paper series
2
CSAE working paper / Centre for the Study of African Economies
2
Cardiff economics working papers
2
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2
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2
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2
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2
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2
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2
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2
ERF working papers series
2
Econometric Institute research papers
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Economics : the open-access, open-assessment e-journal
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ECONIS (ZBW)
11
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1
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
2
Exuberance in the UK regional housing markets
Yusupova, Alisa
;
Pavlidis, Efthymios
;
Payá, Ivan
; …
-
2017
Persistent link: https://www.econbiz.de/10012170199
Saved in:
3
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2016
Persistent link: https://www.econbiz.de/10011448283
Saved in:
4
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:
5
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:
6
Growth in a time of austerity : evidence from the UK
Amann, Jurgen
;
Middleditch, Paul
-
2015
Persistent link: https://www.econbiz.de/10011311195
Saved in:
7
Long run asymmetric relationships between Islamic and conventional equity indices
Alexakis, Christos A.
;
Pappas, Vasileios
;
Tsikou, Alexandros
-
2015
Persistent link: https://www.econbiz.de/10012174651
Saved in:
8
A threshold cointegration analysis of interest rate pass-through to UK mortgage rates
Becker, Ralf
;
Osborn, Denise R.
;
Yildirim, Dilem
-
2010
Persistent link: https://www.econbiz.de/10003979734
Saved in:
9
Time-Varying spot and futures oil prices dynamics
Caporale, Guglielmo Maria
;
Ciferri, Davide
;
Girardi, …
-
2010
Persistent link: https://www.econbiz.de/10003963295
Saved in:
10
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10008748168
Saved in:
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