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subject:"Schock"
subject:"Volatilität"
~person:"Apergēs, Nikolaos"
~person:"Caporale, Guglielmo Maria"
~subject:"Theorie"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Schock
Volatilität
Theorie
Theory
Estimation
169
Schätzung
169
Cointegration
39
Kointegration
39
Time series analysis
39
Zeitreihenanalyse
39
USA
38
United States
38
Volatility
28
Börsenkurs
26
Share price
26
Panel
24
Panel study
24
Capital income
21
Kapitaleinkommen
21
Welt
20
World
20
Fractional integration
18
Interest rate
17
Zins
17
Großbritannien
16
United Kingdom
16
Aktienmarkt
15
EU countries
15
EU-Staaten
15
Stock market
15
Business cycle
14
Economic growth
14
Geldpolitik
14
Konjunktur
14
Monetary policy
14
Wirtschaftswachstum
14
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13
Purchasing power parity
13
Exchange rate
12
Wechselkurs
12
OECD countries
11
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Undetermined
26
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7
Type of publication
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Article
65
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Aufsatz in Zeitschrift
Article in journal
65
Arbeitspapier
63
Graue Literatur
63
Non-commercial literature
63
Working Paper
63
Aufsatz im Buch
1
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1
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1
Konferenzbeitrag
1
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English
65
Author
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Apergēs, Nikolaos
Caporale, Guglielmo Maria
Gupta, Rangan
83
Bahmani-Oskooee, Mohsen
48
Gil-Alaña, Luis A.
45
Wohar, Mark E.
37
Pierdzioch, Christian
30
Tiwari, Aviral Kumar
30
Serletis, Apostolos
29
Bollerslev, Tim
28
Ma, Feng
28
McAleer, Michael
28
Kumbhakar, Subal
25
Todorov, Viktor
25
Bouri, Elie
23
Balcilar, Mehmet
22
Narayan, Paresh Kumar
22
Xuan Vinh Vo
22
Brooks, Robert
21
Kumar, Dilip
20
Lee, Chien-chiang
20
Belke, Ansgar
19
Rashid, Abdul
19
McMillan, David G.
18
Hammoudeh, Shawkat
17
Kang, Sang Hoon
17
Moosa, Imad A.
17
Chang, Tsangyao
16
Chiang, Thomas C.
16
Mensi, Walid
16
Mumtaz, Haroon
16
Tauchen, George Eugene
16
Wang, Yudong
16
Asai, Manabu
15
Fabozzi, Frank J.
15
Hsing, Yu
15
Koop, Gary
15
MacDonald, Ronald
15
Payne, James E.
15
Yoon, Seong-min
15
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Economic modelling
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Journal of international money and finance
4
Applied economics letters
3
Research in international business and finance
3
Applied economics
2
Atlantic economic journal : AEJ
2
Energy economics
2
Finance research letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of economic integration
2
Journal of economic studies
2
Journal of economics and finance
2
Journal of economics and finance : JEF
2
Oxford bulletin of economics and statistics
2
Review of financial economics : RFE
2
Applied financial economics
1
Applied financial economics letters
1
Computational economics
1
Defence and peace economics
1
Eastern economic journal
1
Empirica : journal of european economics
1
International finance
1
International journal of economic research
1
International journal of the economics of business
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of international commerce, economics and policy
1
Journal of international financial markets, institutions & money
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Kredit und Kapital
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Open economies review
1
Review of international economics
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
The Manchester School
1
The empirical economics letters : a monthly international journal of economics
1
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
1
The journal of energy markets
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
65
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
The presence of a latent factor in gasoline and diesel prices co-movements
Magazzino, Cosimo
;
Mele, Marco
;
Albulescu, Claudiu Tiberiu
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1921-1939
Persistent link: https://www.econbiz.de/10014520081
Saved in:
3
Shadow rates as a measure of the monetary policy stance : some international evidence
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Scottish journal of political economy : the journal of …
70
(
2023
)
5
,
pp. 399-422
Persistent link: https://www.econbiz.de/10014437258
Saved in:
4
Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Journal of economic studies
49
(
2022
)
6
,
pp. 937-959
Persistent link: https://www.econbiz.de/10013352888
Saved in:
5
Exchange rate parities and Taylor rule deviations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
4
,
pp. 1809-1835
Persistent link: https://www.econbiz.de/10013440437
Saved in:
6
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
7
Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012547070
Saved in:
8
Nonlinearities in the exchange rate pass-through : the role of inflation expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 86-101
Persistent link: https://www.econbiz.de/10014373714
Saved in:
9
ICT capital formation, unemployment, and the Solow Paradox
Apergis, Emmanuel
;
Apergēs, Nikolaos
;
Saunoris, James W.
- In:
International journal of the economics of business
30
(
2023
)
1
,
pp. 79-105
Persistent link: https://www.econbiz.de/10014291833
Saved in:
10
Nonlinear responses of consumption to wealth, income, and interest rate shocks
Coskun, Yener
;
Apergēs, Nikolaos
;
Alp Coskun, Esra
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1293-1335
Persistent link: https://www.econbiz.de/10013440367
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