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subject:"Großbritannien"
~isPartOf:"Economics and finance working paper series"
~subject:"USA"
~subject:"Welt"
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Search: subject_exact:"ECM (Error correction model)"
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Großbritannien
USA
Welt
Cointegration
28
Kointegration
28
Estimation
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Schätzung
18
Time series analysis
13
Zeitreihenanalyse
13
United States
9
Theorie
7
Theory
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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-Staaten
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United Kingdom
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Wechselkurs
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Efficient market hypothesis
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Effizienzmarkthypothese
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Estimation theory
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Interest rate
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Market integration
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Marktintegration
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Panel
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Panel study
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Schätztheorie
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Zins
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Arbitrage
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Asia
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Asian stock markets
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Asien
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Competition
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Caporale, Guglielmo Maria
10
Gil-Alaña, Luis A.
9
Hunter, John
2
Ali, Faek Menla
1
Carcel, Hector
1
Ciferri, Davide
1
Cuñado Eizaguirre, Juncal
1
Girardi, Alessandro
1
Gupta, Rangan
1
Orlando, C. James
1
Tabaghdehi, Seyedeh Asieh
1
You, Kefei
1
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Economics and finance working paper series
Applied economics
85
Energy economics
72
Economic modelling
58
International Journal of Energy Economics and Policy : IJEEP
53
Economics letters
43
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
CESifo working papers
26
Applied economics letters
25
Journal of international financial markets, institutions & money
25
International review of economics & finance : IREF
24
Working paper
22
Journal of international money and finance
21
Journal of macroeconomics
21
The empirical economics letters : a monthly international journal of economics
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The North American journal of economics and finance : a journal of financial economics studies
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Applied financial economics
17
Journal of applied econometrics
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Finance research letters
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International review of financial analysis
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Journal of econometrics
14
The energy journal
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Research in international business and finance
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The journal of futures markets
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International journal of economics and finance
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Discussion papers / Department of Economics, University of Copenhagen
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Journal of economic studies
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Theoretical and applied economics : GAER review
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Cogent economics & finance
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Macroeconomic dynamics
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Review of quantitative finance and accounting
10
The journal of real estate finance and economics
10
Atlantic economic journal : AEJ
9
Economies : open access journal
9
International journal of economics and financial issues : IJEFI
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Journal of banking & finance
9
Journal of economics and finance
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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
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
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
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:
7
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:
8
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:
9
US disposable personal income and housing price index : a fractional integration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10008662898
Saved in:
10
Fractional cointegration in US term spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963290
Saved in:
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