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subject:"Share price"
subject:"Stock index"
~person:"Caporale, Guglielmo Maria"
~person:"Cheung, Yin-Wong"
~person:"Hsing, Yu"
~subject:"Wechselkurs"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation"
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Share price
Stock index
Wechselkurs
Estimation
173
Schätzung
173
USA
47
United States
47
Time series analysis
42
Zeitreihenanalyse
42
Theorie
41
Theory
41
Cointegration
35
Kointegration
35
Exchange rate
31
Börsenkurs
29
Volatility
27
Volatilität
27
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24
Purchasing power parity
24
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23
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23
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55
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70
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55
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Caporale, Guglielmo Maria
Cheung, Yin-Wong
Hsing, Yu
Gupta, Rangan
66
Bahmani-Oskooee, Mohsen
61
Wohar, Mark E.
34
Tiwari, Aviral Kumar
32
Zaremba, Adam
32
McMillan, David G.
31
Narayan, Paresh Kumar
29
Gil-Alaña, Luis A.
27
Pierdzioch, Christian
27
Salisu, Afees A.
22
Balcilar, Mehmet
19
Belke, Ansgar
17
Bollerslev, Tim
17
Chiang, Thomas C.
17
Todorov, Viktor
17
Beckmann, Joscha
16
Ma, Feng
16
MacDonald, Ronald
16
Bouri, Elie
15
Brooks, Robert
14
McAleer, Michael
14
Xuan Vinh Vo
14
Zhang, Yaojie
14
Bohl, Martin T.
13
Lee, Chien-chiang
13
Rashid, Abdul
13
Apergēs, Nikolaos
12
Arize, Augustine Chuck
12
Cakici, Nusret
12
Demirer, Rıza
12
Hegerty, Scott W.
12
Jawadi, Fredj
12
Ryu, Doojin
12
Sehgal, Sanjay
12
Shahbaz, Muhammad
12
Tauchen, George Eugene
12
Chinn, Menzie David
11
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International journal of finance & economics : IJFE
4
Journal of international money and finance
4
Applied economics letters
3
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
2
The empirical economics letters : a monthly international journal of economics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied financial economics
1
Applied financial economics letters
1
Business and Economic Research : BER
1
Cogent economics & finance
1
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1
Defence and peace economics
1
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1
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial markets and portfolio management
1
Global economic review
1
Global economy journal : GEJ
1
International economic journal
1
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1
International journal of economics and financial issues : IJEFI
1
International journal of monetary economics and finance
1
International journal of trade and global markets
1
International review of financial analysis
1
Journal of Asian finance, economics and business : JAFEB
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic integration
1
Journal of economics and finance : JEF
1
Journal of forecasting
1
Journal of international economics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Open economies review
1
Prague economic papers : a bimonthly journal of economic theory and policy
1
Research in international business and finance
1
Review of financial economics : RFE
1
Review of international economics
1
South-east European journal of economics and business
1
The journal of economics
1
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ECONIS (ZBW)
55
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1
Stock market linkages between the ASEAN countries, China and the US : a fractional integration/cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
- In:
Emerging markets, finance & trade : a journal of the …
58
(
2022
)
5
,
pp. 1502-1514
Persistent link: https://www.econbiz.de/10013167095
Saved in:
2
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:
3
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:
4
Testing for UIP-type relationships : nonlinearities, monetary announcements and interest rate expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Open economies review
33
(
2022
)
4
,
pp. 705-749
Persistent link: https://www.econbiz.de/10013455611
Saved in:
5
A simultaneous-equation model of estimating the response of the consumer price to exchange rate movements in Thailand
Hsing, Yu
- In:
Business and Economic Research : BER
10
(
2020
)
1
,
pp. 284-293
Persistent link: https://www.econbiz.de/10012219903
Saved in:
6
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
7
Momentum effects in the cryptocurrency market after one-day abnormal returns
Caporale, Guglielmo Maria
;
Plastun, Alex
- In:
Financial markets and portfolio management
34
(
2020
)
3
,
pp. 251-266
Persistent link: https://www.econbiz.de/10012289645
Saved in:
8
Exchange rate movements and aggregate output : the case of China
Hsing, Yu
- In:
International journal of trade and global markets
13
(
2020
)
2
,
pp. 135-143
Persistent link: https://www.econbiz.de/10012206726
Saved in:
9
High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
Saved in:
10
Are the predictions of the Mundell-Fleming model applicable to Hungary?
Hsing, Yu
- In:
The empirical economics letters : a monthly …
19
(
2020
)
8
,
pp. 777-786
Persistent link: https://www.econbiz.de/10012597176
Saved in:
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