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subject:"Theorie"
subject:"Zeitreihenanalyse"
~person:"Caporale, Guglielmo Maria"
~person:"Nonejad, Nima"
~subject:"Risk"
~subject:"Welt"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Theorie
Zeitreihenanalyse
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Welt
Estimation
109
Schätzung
109
Time series analysis
45
Theory
33
Cointegration
29
Kointegration
29
Volatility
27
Volatilität
27
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26
United States
26
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20
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19
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fractional integration
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Aufsatz in Zeitschrift
Article in journal
72
Aufsatz im Buch
1
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1
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English
72
Author
All
Caporale, Guglielmo Maria
Nonejad, Nima
Gupta, Rangan
95
Gil-Alaña, Luis A.
92
Bahmani-Oskooee, Mohsen
54
Tiwari, Aviral Kumar
38
Wohar, Mark E.
38
Chang, Tsangyao
35
Moosa, Imad A.
34
Lee, Chien-chiang
33
Apergēs, Nikolaos
29
Serletis, Apostolos
29
Kumbhakar, Subal
27
Zaremba, Adam
27
Balcilar, Mehmet
24
Hammoudeh, Shawkat
24
Pierdzioch, Christian
24
Ma, Feng
22
MacDonald, Ronald
22
Bollerslev, Tim
21
McAleer, Michael
21
Narayan, Paresh Kumar
21
Herwartz, Helmut
20
Salisu, Afees A.
19
Wang, Yudong
19
McMillan, David G.
18
Rose, Andrew
18
Shahbaz, Muhammad
18
Su, Chi-Wei
18
Xuan Vinh Vo
18
Brooks, Robert
17
Pesaran, M. Hashem
17
Schneider, Friedrich
17
Todorov, Viktor
17
Demirer, Rıza
16
Koop, Gary
16
Koopman, Siem Jan
16
Bouri, Elie
15
Fabozzi, Frank J.
15
Ghysels, Eric
15
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Applied economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International review of financial analysis
4
Journal of international money and finance
4
Economic modelling
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Energy economics
3
Finance research letters
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics
2
Computational economics
2
Journal of economics and finance : JEF
2
Oxford bulletin of economics and statistics
2
Research in international business and finance
2
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2
Scottish journal of political economy : the journal of the Scottish Economic Society
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
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Empirica : journal of european economics
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International advances in economic research
1
International journal of finance & economics : IJFE
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International review of applied economics
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Journal of international development : the journal of the Development Studies Association
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Open economies review
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The Manchester School
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The empirical economics letters : a monthly international journal of economics
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
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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
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:
3
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
4
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
5
Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Bulletin of economic research
74
(
2022
)
1
,
pp. 123-134
Persistent link: https://www.econbiz.de/10012819299
Saved in:
6
U.S. house prices by Census Division : persistence, trends and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International advances in economic research
29
(
2023
)
1/2
,
pp. 79-90
Persistent link: https://www.econbiz.de/10014251676
Saved in:
7
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:
8
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:
9
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:
10
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
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