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subject:"Großbritannien"
~isPartOf:"Economics and finance working paper series"
~subject:"Arbitrage"
~subject:"Kointegration"
~subject:"Welt"
~subject:"Zeitreihenanalyse"
~type_genre:"Working Paper"
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Search: subject_exact:"ECM (Error correction model)"
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Großbritannien
Arbitrage
Kointegration
Welt
Zeitreihenanalyse
Cointegration
28
Estimation
18
Schätzung
18
Time series analysis
13
USA
9
United States
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Theorie
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fractional integration
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fractional cointegration
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Schätztheorie
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Zins
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Asian stock markets
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Asien
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Caporale, Guglielmo Maria
23
Gil-Alaña, Luis A.
16
Hunter, John
5
Carcel, Hector
4
Ali, Faek Menla
2
Burke, Simon P.
2
Hanck, Christoph
2
You, Kefei
2
Amor, Thouraya Hadj
1
Balparda, Borja
1
Barassi, Marco R.
1
Barros, Carlos Pestana
1
Canepa, Alessandra
1
Ciferri, Davide
1
Cuñado Eizaguirre, Juncal
1
Girardi, Alessandro
1
Gupta, Rangan
1
Hall, Stephen G.
1
Mudida, Robert
1
Orlando, C. James
1
Rault, Christophe
1
Tabaghdehi, Seyedeh Asieh
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Economics and finance working paper series
CESifo working papers
84
Working paper
81
Discussion papers / Department of Economics, University of Copenhagen
44
Discussion paper / Tinbergen Institute
43
Discussion papers / Deutsches Institut für Wirtschaftsforschung
41
Discussion papers of interdisciplinary research project 373
41
CREATES research paper
39
IMF working papers
35
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
32
EUI working paper
31
Working paper / Department of Econometrics and Business Statistics, Monash University
30
IHS economics series : working paper
27
Working paper series / European Central Bank
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Cowles Foundation discussion paper
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Ruhr economic papers
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Reihe Ökonomie
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Economics : the open-access, open-assessment e-journal
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
17
Econometric Institute research papers
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International finance discussion papers
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William Davidson Institute working papers series
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Working paper / Department of Economics, Lund University
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ECONIS (ZBW)
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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
Prospects for a monetary union in the East Africa community : some empirical evidence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2018
Persistent link: https://www.econbiz.de/10011995640
Saved in:
3
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
4
Testing the Fisher hypothesis in the G7 countries using i(d) techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011656667
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10011448197
Saved in:
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