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subject:"Großbritannien"
~isPartOf:"Discussion paper series"
~isPartOf:"Economics and finance working paper series"
~subject:"Aktienindex"
~subject:"Stock market"
~subject:"Welt"
~type_genre:"Working Paper"
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Search: subject_exact:"ECM (Error correction model)"
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Großbritannien
Aktienindex
Stock market
Welt
Cointegration
33
Kointegration
33
Estimation
18
Schätzung
18
Time series analysis
13
Zeitreihenanalyse
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fractional integration
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fractional cointegration
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Purchasing power parity
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Schätztheorie
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Efficient market hypothesis
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Market integration
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Marktintegration
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Asian stock markets
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Asien
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Caporale, Guglielmo Maria
9
Gil-Alaña, Luis A.
7
You, Kefei
2
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
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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
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ECONIS (ZBW)
12
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1
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
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Growth in a time of austerity : evidence from the UK
Amann, Jurgen
;
Middleditch, Paul
-
2015
Persistent link: https://www.econbiz.de/10011311195
Saved in:
8
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731962
Saved in:
9
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:
10
Time-Varying spot and futures oil prices dynamics
Caporale, Guglielmo Maria
;
Ciferri, Davide
;
Girardi, …
-
2010
Persistent link: https://www.econbiz.de/10003963295
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