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subject:"United States"
type_genre:"Article in journal"
~person:"Caporale, Guglielmo Maria"
~subject:"Kapitaleinkommen"
~subject:"Prognoseverfahren"
~subject:"USA"
~type_genre:"Conference proceedings"
~type_genre:"Sammlung"
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United States
Kapitaleinkommen
Prognoseverfahren
USA
Estimation
92
Schätzung
92
Time series analysis
38
Zeitreihenanalyse
38
Cointegration
29
Kointegration
29
Theorie
28
Theory
28
Fractional integration
18
Börsenkurs
17
Share price
17
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16
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16
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13
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13
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12
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11
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11
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11
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11
fractional integration
10
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9
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9
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9
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9
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9
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8
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8
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8
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8
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Article
34
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Article in journal
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58
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58
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56
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56
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34
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Caporale, Guglielmo Maria
Gupta, Rangan
111
Zaremba, Adam
59
Wohar, Mark E.
43
Gil-Alaña, Luis A.
41
McMillan, David G.
37
Ma, Feng
33
Pierdzioch, Christian
33
Bahmani-Oskooee, Mohsen
31
Bollerslev, Tim
26
Narayan, Paresh Kumar
25
Balcilar, Mehmet
24
Tiwari, Aviral Kumar
24
Wang, Yudong
24
Zhang, Yaojie
23
Apergēs, Nikolaos
21
Bali, Turan G.
21
Cakici, Nusret
19
Demirer, Rıza
19
McAleer, Michael
19
Moosa, Imad A.
19
Salisu, Afees A.
19
Todorov, Viktor
19
Bouri, Elie
17
Kumar, Dilip
17
Marcellino, Massimiliano
17
Brooks, Robert
16
Jawadi, Fredj
16
Xuan Vinh Vo
16
Heckman, James J.
15
Koopman, Siem Jan
15
Nonejad, Nima
15
Payne, James E.
15
Sehgal, Sanjay
15
Andersen, Torben
14
Bohl, Martin T.
14
Chiang, Thomas C.
14
Hsing, Yu
14
Lee, Chien-chiang
14
Long, Huaigang
14
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Applied economics letters
2
Applied financial economics
2
Economic modelling
2
Empirica : journal of european economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Review of financial economics : RFE
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied financial economics letters
1
Computational economics
1
Eastern economic journal
1
Econometric reviews
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
Finance research letters
1
Financial markets and portfolio management
1
International advances in economic research
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of economics and finance : JEF
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Oxford bulletin of economics and statistics
1
Research in international business and finance
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
34
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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
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:
3
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:
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
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:
6
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:
7
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
8
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:
9
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
51
(
2018
)
4
,
pp. 913-940
Persistent link: https://www.econbiz.de/10011972202
Saved in:
10
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:
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