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subject:"United States"
subject:"Wechselkurs"
~isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
~isPartOf:"International review of applied economics"
~isPartOf:"The European journal of finance"
~person:"Caporale, Guglielmo Maria"
~person:"Mills, Terence C."
~person:"Speight, Alan E. H."
~subject:"1964-2003"
~subject:"Comparison"
~subject:"Fractional integration and cointegration"
~subject:"Frankreich"
~subject:"Germany"
~subject:"Kointegration"
~subject:"Share price"
~subject:"Theory"
~subject:"Wirtschaftswachstum"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Non-commercial literature"
~type_genre:"Working Paper"
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United States
Wechselkurs
1964-2003
Comparison
Fractional integration and cointegration
Frankreich
Germany
Kointegration
Share price
Theory
Wirtschaftswachstum
Großbritannien
8
United Kingdom
8
Aktienindex
3
Stock index
3
Theorie
3
Aktienmarkt
2
Börsenkurs
2
CAPM
2
Estimation
2
Schätzung
2
Stock market
2
Time
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeit
2
Zeitreihenanalyse
2
1984-1989
1
1986-1992
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ARCH model
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ARCH-Modell
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Ankündigungseffekt
1
Announcement effect
1
Bubbles
1
Calendar effect
1
Capital income
1
Dauerhafte Konsumgüter
1
Durable goods
1
ESTR model
1
EU countries
1
EU-Staaten
1
Econometric model
1
Einheitswurzeltest
1
Euro
1
Euromarkets
1
Euromarkt
1
Exchange rate
1
Financial market
1
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6
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Aufsatz in Zeitschrift
Non-commercial literature
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English
6
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Caporale, Guglielmo Maria
Mills, Terence C.
Speight, Alan E. H.
McMillan, David G.
3
Coutts, J. Andrew
2
Demirag, Istemi
2
Koutmos, Gregory
2
Roberts, Jennifer
2
Aiello, Francesco
1
Alireza Zarei
1
Armitage, Seth
1
Balaban, Ercan
1
Balachandran, Balasingham
1
Balafas, Nikolaos
1
Bangassa, Kenbata
1
Barrán Cabrera, Fernando
1
Beine, Michel
1
Ben-Zion, Uri
1
Bhar, Ramaprasad
1
Bhatti, Muhammad Ishaq
1
Bibow, Jörg
1
Binner, Jane M.
1
Bissoondeeal, Rakesh K.
1
Booth, G. Geoffrey
1
Brookfield, David
1
Brown, Sarah
1
Bryant, William D. A.
1
Buchele, Robert B.
1
Buckley, Adrian
1
Capelle-Blancard, Gunther
1
Cardamone, Paola
1
Caselli, Paola
1
Chappell, David
1
Chelley-Steeley, Patricia L.
1
Christiansen, Jens
1
Cohen, Gil
1
Constantinou, Charalambos Th.
1
Copeland, Laurence S.
1
Costantini, Mauro
1
Coudert, Virginie
1
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Advances in quantitative analysis of finance and accounting : a research annual
International review of applied economics
The European journal of finance
Economics and finance working paper series
13
CESifo working papers
12
Applied economics
9
Bulletin of economic research
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
Economic research paper / Loughborough University, Department of Economics
5
Applied financial economics
3
Discussion paper / Centre for Economic Forecasting
3
Economic modelling
3
Scottish journal of political economy : the journal of the Scottish Economic Society
3
Warwick economic research papers
3
Explorations in economic history : EEH
2
International journal of finance & economics : IJFE
2
Journal of economic integration
2
The Manchester School
2
The Manchester School of Economic and Social Studies
2
Working papers / Centre for Competitive Advantage in the Global Economy
2
Applied economics letters
1
Current politics and economics of Europe
1
Discussion paper / Centre for Economic Policy Research
1
Discussion papers of interdisciplinary research project 373
1
Dynamis
1
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
1
Economica
1
Economics letters
1
Empirica : journal of european economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
European review of economic history
1
International Journal of Financial Studies : open access journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International review of economics & finance : IREF
1
Journal of applied econometrics
1
Journal of economic surveys
1
Journal of economics & business
1
Journal of economics and finance
1
Journal of forecasting
1
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ECONIS (ZBW)
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1
Intraday euro exchange rates and international macroeconomic announcements
Evans, Kevin P.
;
Speight, Alan E. H.
- In:
The European journal of finance
17
(
2011
)
1/2
,
pp. 83-110
Persistent link: https://www.econbiz.de/10009155460
Saved in:
2
Bubbles in UK house prices : evidence from ESTR models
McMillan, David G.
;
Speight, Alan E. H.
- In:
International review of applied economics
24
(
2010
)
4
,
pp. 437-452
Persistent link: https://www.econbiz.de/10008653280
Saved in:
3
Testing of nonstationarities in the unit circle, long memory processes and day of the week effects in financial data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Advances in quantitative analysis of finance and …
5
(
2007
),
pp. 23-50
Persistent link: https://www.econbiz.de/10003575276
Saved in:
4
Temporal aggregation, volatility components and volume in high frequency UK bond futures
McMillan, David G.
;
Speight, Alan E. H.
- In:
The European journal of finance
8
(
2002
)
1
,
pp. 70-92
Persistent link: https://www.econbiz.de/10001636185
Saved in:
5
Time series and cross-section parameter stability in the market model : the implications for event studies
Coutts, J. Andrew
- In:
The European journal of finance
3
(
1997
)
3
,
pp. 243-259
Persistent link: https://www.econbiz.de/10001226318
Saved in:
6
Misspecification testing and robust estimation of the market model : estimating betas for the FT-SE industry baskets
Mills, Terence C.
- In:
The European journal of finance
2
(
1996
)
4
,
pp. 319-331
Persistent link: https://www.econbiz.de/10001216123
Saved in:
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