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subject:"USA"
type_genre:"Arbeitspapier"
~accessRights:"restricted"
~person:"Caporale, Guglielmo Maria"
~subject:"ARCH-Modell"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Statistik"
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USA
ARCH-Modell
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29
Cointegration
11
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11
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Time series analysis
9
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9
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Caporale, Guglielmo Maria
Gupta, Rangan
56
Bahmani-Oskooee, Mohsen
20
Ma, Feng
17
Bouri, Elie
15
Balcilar, Mehmet
14
Marcellino, Massimiliano
14
Massa, Massimo
13
Wohar, Mark E.
13
Apergēs, Nikolaos
12
Gil-Alaña, Luis A.
11
Kumar, Dilip
11
Salisu, Afees A.
11
Wu, Xinyu
11
Yoon, Seong-min
11
Gambetti, Luca
10
Ghysels, Eric
10
Hammoudeh, Shawkat
10
Heckman, James J.
10
Tiwari, Aviral Kumar
10
Forni, Mario
9
Hamermesh, Daniel S.
9
Kang, Sang Hoon
9
Kelly, Bryan T.
9
Ludvigson, Sydney C.
9
Stulz, René M.
9
Xuan Vinh Vo
9
Adrian, Tobias
8
Lettau, Martin
8
Nonejad, Nima
8
Serletis, Apostolos
8
Autor, David H.
7
Beaudry, Paul
7
Bianchi, Francesco
7
Brooks, Robert
7
Chiang, Thomas C.
7
Edmans, Alex
7
Haltiwanger, John C.
7
Hamori, Shigeyuki
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Huang, Zhuo
7
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Journal of international money and finance
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of finance & economics : IJFE
1
Research in international business and finance
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)
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1
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:
2
Modelling volatility of cryptocurrencies using Markov-Switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
- In:
Research in international business and finance
48
(
2019
),
pp. 143-155
Persistent link: https://www.econbiz.de/10012135859
Saved in:
3
The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
3
,
pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
Saved in:
4
International portfolio flows and exchange rate volatility in emerging Asian markets
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Fabio
- In:
Journal of international money and finance
76
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011788040
Saved in:
5
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
6
Exchange rate uncertainty and international portfolio flows : a multivariate GARCH-in-mean approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
- In:
Journal of international money and finance
54
(
2015
),
pp. 70-92
Persistent link: https://www.econbiz.de/10011476078
Saved in:
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