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subject:"Share price"
subject:"Stock index"
~person:"Caporale, Guglielmo Maria"
~person:"Hsing, Yu"
~subject:"Unit root test"
~subject:"Wechselkurs"
~type_genre:"Article in journal"
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Share price
Stock index
Unit root test
Wechselkurs
Estimation
139
Schätzung
139
Time series analysis
39
Zeitreihenanalyse
39
USA
38
United States
38
Theorie
37
Theory
37
Cointegration
31
Kointegration
31
Exchange rate
25
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23
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23
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23
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21
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21
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18
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16
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16
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13
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Caporale, Guglielmo Maria
Hsing, Yu
Bahmani-Oskooee, Mohsen
79
Gupta, Rangan
68
Chang, Tsangyao
56
Narayan, Paresh Kumar
40
Tiwari, Aviral Kumar
40
Gil-Alaña, Luis A.
39
Wohar, Mark E.
35
Su, Chi-Wei
34
Zaremba, Adam
32
McMillan, David G.
31
Pierdzioch, Christian
26
Salisu, Afees A.
23
Lee, Chien-chiang
20
Balcilar, Mehmet
19
Belke, Ansgar
17
Bollerslev, Tim
17
Chang, Hsu-Ling
17
Chiang, Thomas C.
17
MacDonald, Ronald
17
Westerlund, Joakim
17
Beckmann, Joscha
16
Ma, Feng
16
Todorov, Viktor
16
Cheung, Yin-Wong
15
Ranjbar, Omid
15
Shahbaz, Muhammad
15
Bouri, Elie
14
Brooks, Robert
14
McAleer, Michael
14
Xuan Vinh Vo
14
Baharumshah, Ahmad Zubaidi
13
Bohl, Martin T.
13
Rashid, Abdul
13
Zhang, Yaojie
13
Apergēs, Nikolaos
12
Cakici, Nusret
12
Demirer, Rıza
12
Hegerty, Scott W.
12
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Applied economics letters
4
Journal of international money and finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Review of financial economics : RFE
2
The empirical economics letters : a monthly international journal of economics
2
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1
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Business and Economic Research : BER
1
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1
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Global economic review
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1
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Open economies review
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Oxford bulletin of economics and statistics
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Prague economic papers : a bimonthly journal of economic theory and policy
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Theoretical and applied economics : GAER review
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Transformations in business & economics : scholarly papers
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
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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 and trade : EMFT
58
(
2022
)
5
,
pp. 1502-1514
Persistent link: https://www.econbiz.de/10013167095
Saved in:
2
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:
3
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:
4
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:
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
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
Saved in:
8
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:
9
A simultaneous-equation model of estimating exchange rate pass-through in Indonesia
Hsing, Yu
- In:
The empirical economics letters : a monthly …
19
(
2020
)
9
,
pp. 931-939
Persistent link: https://www.econbiz.de/10012597822
Saved in:
10
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:
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