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subject:"Großbritannien"
~isPartOf:"Discussion paper series"
~isPartOf:"Economics and finance working paper series"
~subject:"Aktienindex"
~subject:"Exchange rate"
~subject:"Welt"
~type_genre:"Working Paper"
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Search: subject_exact:"ECM (Error correction model)"
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Großbritannien
Aktienindex
Exchange rate
Welt
Cointegration
33
Kointegration
33
Estimation
18
Schätzung
18
Time series analysis
13
Zeitreihenanalyse
13
USA
11
United States
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7
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fractional integration
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Börsenkurs
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fractional cointegration
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Aktienmarkt
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EU countries
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EU-Staaten
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Estimation theory
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Panel study
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Purchasing power parity
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Schätztheorie
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Wechselkurs
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Efficient market hypothesis
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Effizienzmarkthypothese
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Market integration
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Marktintegration
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Arbitrage
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Asia
2
Asian stock markets
2
Asien
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13
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Caporale, Guglielmo Maria
9
Gil-Alaña, Luis A.
7
Ali, Faek Menla
2
Carcel, Hector
2
Hunter, John
2
Amann, Jurgen
1
Balparda, Borja
1
Barros, Carlos Pestana
1
Becker, Ralf
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
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Yildirim, Dilem
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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ECONIS (ZBW)
13
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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
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:
3
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:
4
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:
5
Growth in a time of austerity : evidence from the UK
Amann, Jurgen
;
Middleditch, Paul
-
2015
Persistent link: https://www.econbiz.de/10011311195
Saved in:
6
Exchange rate dynamics and monetary unions in Africa : a fractional integration and cointegration analysis
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Carcel, Hector
-
2015
Persistent link: https://www.econbiz.de/10010527158
Saved in:
7
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
Saved in:
8
On the linkages between stock prices and exchange rates : evidence from the banking crisis of 2007 - 2010
Caporale, Guglielmo Maria
;
Hunter, John
;
Ali, Faek Menla
-
2013
Persistent link: https://www.econbiz.de/10009731958
Saved in:
9
Long memory in Angolan macroeconomic series : mean reversion versus explosive behaviour
Barros, Carlos Pestana
;
Caporale, Guglielmo Maria
; …
-
2012
Persistent link: https://www.econbiz.de/10009573955
Saved in:
10
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
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