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subject:"Großbritannien"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Working papers / Bank of England"
~source:"econis"
~subject:"Cost of capital"
~subject:"Effizienzmarkthypothese"
~subject:"Welt"
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Search: subject_exact:"ECM (Error correction model)"
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Großbritannien
Cost of capital
Effizienzmarkthypothese
Welt
Cointegration
34
Kointegration
34
Estimation
19
Schätzung
19
Time series analysis
14
Zeitreihenanalyse
14
United Kingdom
10
USA
9
United States
9
Theorie
8
Theory
8
fractional integration
7
Börsenkurs
5
Kaufkraftparität
5
Purchasing power parity
5
Share price
5
fractional cointegration
5
Aktienmarkt
4
EU countries
4
EU-Staaten
4
Exchange rate
4
Stock market
4
Wechselkurs
4
Efficient market hypothesis
3
Estimation theory
3
Interest rate
3
Investition
3
Investment
3
Kapitalkosten
3
Market integration
3
Marktintegration
3
Panel
3
Panel study
3
Schätztheorie
3
Zins
3
Arbitrage
2
Asia
2
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Free
13
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14
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Arbeitspapier
14
Working Paper
14
Graue Literatur
13
Non-commercial literature
13
Language
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English
14
Author
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Caporale, Guglielmo Maria
7
Gil-Alaña, Luis A.
6
Price, Simon
3
Ellis, Colin
2
Blake, Andrew P.
1
Carcel, Hector
1
Ciferri, Davide
1
Cuñado Eizaguirre, Juncal
1
Dhar, Shamik
1
Fernandez-Corugedo, Emilio
1
Girardi, Alessandro
1
Groen, Jan J. J.
1
Gupta, Rangan
1
Hunter, John
1
Lombardelli, Clare
1
Orlando, C. James
1
Pain, Darren
1
Smith, James
1
Tabaghdehi, Seyedeh Asieh
1
Thomas, Ryland
1
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Economics and finance working paper series
Working papers / Bank of England
International Journal of Energy Economics and Policy : IJEEP
53
Energy economics
48
Applied economics
45
Economic modelling
35
Economics letters
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
CESifo working papers
17
Journal of international money and finance
17
Applied economics letters
16
International review of economics & finance : IREF
16
The North American journal of economics and finance : a journal of financial economics studies
15
Finance research letters
14
Journal of international financial markets, institutions & money
13
Working paper
13
International journal of economics and financial issues : IJEFI
12
Research in international business and finance
12
The empirical economics letters : a monthly international journal of economics
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Applied financial economics
11
Cogent economics & finance
11
International review of financial analysis
11
Journal of economic studies
11
Theoretical and applied economics : GAER review
11
Journal of econometrics
10
Economies : open access journal
8
Journal of banking & finance
8
Journal of macroeconomics
8
Open economies review
8
The journal of futures markets
8
Discussion paper / Centre for Economic Forecasting
7
Economia internazionale
7
Journal of applied econometrics
7
Discussion papers / Deutsches Institut für Wirtschaftsforschung
6
Discussion papers of interdisciplinary research project 373
6
Empirica : journal of european economics
6
International economics and economic policy : IEEP
6
International journal of economics and finance
6
Panoeconomicus
6
Review of quantitative finance and accounting
6
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ECONIS (ZBW)
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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
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731962
Saved in:
6
Cointegration and US regional gasoline prices : testing market efficiency from the stationarity of price proportions
Hunter, John
;
Tabaghdehi, Seyedeh Asieh
-
2013
Persistent link: https://www.econbiz.de/10009731971
Saved in:
7
Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2011
Persistent link: https://www.econbiz.de/10009231360
Saved in:
8
Time-Varying spot and futures oil prices dynamics
Caporale, Guglielmo Maria
;
Ciferri, Davide
;
Girardi, …
-
2010
Persistent link: https://www.econbiz.de/10003963295
Saved in:
9
Real exchange rates and the relative prices of non traded and traded goods : an empirical analysis
Groen, Jan J. J.
;
Lombardelli, Clare
-
2004
Persistent link: https://www.econbiz.de/10002117496
Saved in:
10
The dynamics of consumers' expenditure : the UK consumption ECM redux
Fernandez-Corugedo, Emilio
;
Price, Simon
;
Blake, Andrew P.
-
2003
Persistent link: https://www.econbiz.de/10001847077
Saved in:
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