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subject:"Volatilität"
~isPartOf:"Applied economics letters"
~isPartOf:"Review of international economics"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Davidson, Carl"
~person:"Durkin, John T."
~person:"Hillberry, Russell"
~subject:"Contagion effect"
~subject:"Geographische Entfernung"
~subject:"Kointegration"
~subject:"Price convergence"
~subject:"Strukturbruch"
~subject:"Theorie"
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Volatilität
Contagion effect
Geographische Entfernung
Kointegration
Price convergence
Strukturbruch
Theorie
Estimation
13
Schätzung
13
Theory
5
Time series analysis
5
Zeitreihenanalyse
5
USA
4
United States
4
Börsenkurs
3
Cointegration
3
Public bond
3
Share price
3
Öffentliche Anleihe
3
Außenwirtschaftstheorie
2
EU countries
2
EU-Staaten
2
International economics
2
Kaufkraftparität
2
Nichtlineare Regression
2
Nonlinear regression
2
OECD countries
2
OECD-Staaten
2
Purchasing power parity
2
Volatility
2
Yield curve
2
Zinsstruktur
2
fractional integration
2
1960-1992
1
Africa
1
Afrika
1
Aktienmarkt
1
Allgemeines Gleichgewicht
1
Ansteckungseffekt
1
Arbeitsnachfrage
1
Außenhandelselastizität
1
Beschäftigungseffekt
1
CGE model
1
CGE-Modell
1
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English
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Caporale, Guglielmo Maria
Davidson, Carl
Durkin, John T.
Hillberry, Russell
Chang, Tsangyao
10
Gil-Alaña, Luis A.
8
Bahmani-Oskooee, Mohsen
4
Su, Chi-Wei
4
Gupta, Rangan
3
Hamori, Shigeyuki
3
Lee, Chia-hao
3
Nieh, Chien-chung
3
Olson, Eric
3
Abedin, Md. Thasinul
2
Badinger, Harald
2
Bhaskara Rao, Buddhavarapu
2
Carcel, Hector
2
Chang, Hsu-Ling
2
Cook, Steven
2
Cuestas, Juan Carlos
2
Esteve García, Vicente
2
Furuoka, Fumitaka
2
Garg, Bhavesh
2
Grobys, Klaus
2
Güloğlu, Bülent
2
Hegerty, Scott W.
2
Hertel, Thomas W.
2
Herzer, Dierk
2
Huang, Tai-hsin
2
Ispir, Serdar
2
Jawadi, Fredj
2
Kao, Yu-sheng
2
Kaya, Hüseyin
2
Lee, Chia-Hao
2
Lee, Chien-chiang
2
Lee, Kuei-Chiu
2
Lien, Da-hsiang Donald
2
Lim, Kian-Ping
2
Ma, Feng
2
McDermott, C. John
2
Mitra, Rajarshi
2
Morales Zumaquero, Amalia
2
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Applied economics letters
Review of international economics
CESifo working papers
43
Economics and finance working paper series
34
Discussion papers / Deutsches Institut für Wirtschaftsforschung
18
CESifo Working Paper Series
16
Discussion paper / Centre for Economic Forecasting
16
DIW Berlin Discussion Paper
13
CESifo Working Paper
9
Research in international business and finance
5
Journal of international money and finance
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers of interdisciplinary research project 373
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Applied economics
2
Department of Economics working papers
2
Economic modelling
2
Finance research letters
2
International journal of finance & economics : IJFE
2
International review of financial analysis
2
Journal of economics and finance : JEF
2
Open economies review
2
Oxford bulletin of economics and statistics
2
Review of financial economics : RFE
2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied financial economics
1
Applied financial economics letters
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
Comparative economic studies
1
Computational economics
1
Eastern economic journal
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Exchange rate policy in Europe
1
HWWA discussion paper
1
International advances in economic research
1
International review of economics & finance : IREF
1
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ECONIS (ZBW)
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1
The geography of payment activity on PayPal
Hillberry, Russell
;
Mahlstein, Kornel
;
Schropp, Simon
- In:
Review of international economics
31
(
2023
)
5
,
pp. 1688-1718
Persistent link: https://www.econbiz.de/10014431040
Saved in:
2
Modelling African inflation rates : nonlinear deterministic terms and long-range dependence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Applied economics letters
22
(
2015
)
4/6
,
pp. 421-424
Persistent link: https://www.econbiz.de/10010507895
Saved in:
3
Fractional cointegration in US term spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
19
(
2012
)
4/6
,
pp. 431-434
Persistent link: https://www.econbiz.de/10009630703
Saved in:
4
Stock market integration between three CEECs, Russia, and the UK
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
- In:
Review of international economics
19
(
2011
)
1
,
pp. 158-169
Persistent link: https://www.econbiz.de/10009127584
Saved in:
5
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 1079-1081
Persistent link: https://www.econbiz.de/10008699280
Saved in:
6
Cointegration tests of PPP : do they also exhibit erratic behaviour?
Caporale, Guglielmo Maria
;
Hanck, Christoph
- In:
Applied economics letters
16
(
2009
)
1/3
,
pp. 9-15
Persistent link: https://www.econbiz.de/10003822534
Saved in:
7
Trade and turnover : theory and evidence
Davidson, Carl
;
Matusz, Steven J.
- In:
Review of international economics
13
(
2005
)
5
,
pp. 861-880
Persistent link: https://www.econbiz.de/10003174200
Saved in:
8
Taste parameters as model residuals : assessing the "fit" of an Armington trade model
Hillberry, Russell
;
Anderson, Michael A.
;
Balistreri, …
- In:
Review of international economics
13
(
2005
)
5
,
pp. 973-984
Persistent link: https://www.econbiz.de/10003175709
Saved in:
9
Differences in GDP per capita and the share of intraindustry trade : the role of vertically differentiated trade
Durkin, John T.
;
Krygier, Markus
- In:
Review of international economics
8
(
2000
)
4
,
pp. 760-774
Persistent link: https://www.econbiz.de/10001533124
Saved in:
10
Estimating income and price elasticies of trde in a cointegration framework
Caporale, Guglielmo Maria
;
Chui, Michael
- In:
Review of international economics
7
(
1999
)
2
,
pp. 254-264
Persistent link: https://www.econbiz.de/10001414552
Saved in:
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