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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"DIW Berlin Discussion Paper"
~isPartOf:"Defence and peace economics"
~isPartOf:"Economics letters"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"International review of financial analysis"
~isPartOf:"Review of financial economics : RFE"
~isPartOf:"Review of international economics"
~person:"Al-Khazali, Osamah"
~person:"Caporale, Guglielmo Maria"
~person:"Kim, Jae H."
~person:"Ma, Feng"
~person:"Pesaran, M. Hashem"
~person:"Wu, Po-Chin"
~subject:"Cointegration"
~subject:"Effizienzmarkthypothese"
~subject:"Panel study"
~subject:"Stock market"
~subject:"USA"
~subject:"Zeitreihenanalyse"
~type:"article"
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Volatilität
Cointegration
Effizienzmarkthypothese
Panel study
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USA
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Estimation
28
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28
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26
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Al-Khazali, Osamah
Caporale, Guglielmo Maria
Kim, Jae H.
Ma, Feng
Pesaran, M. Hashem
Wu, Po-Chin
Bahmani-Oskooee, Mohsen
10
Gupta, Rangan
10
Gil-Alaña, Luis A.
8
Apergēs, Nikolaos
5
Brooks, Robert
5
Payne, James E.
5
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4
Coakley, Jerry
4
Madura, Jeff
4
Urquhart, Andrew
4
Xuan Vinh Vo
4
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3
Beckmann, Joscha
3
Bilgin, Mehmet Huseyin
3
Bouri, Elie
3
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3
Cepni, Oguzhan
3
Chang, Tsangyao
3
Christou, Christina
3
Cipollini, Andrea
3
Darrat, Ali F.
3
Degiannakis, Stavros
3
Dimitrakopoulos, Stefanos
3
Do, Hung Xuan
3
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Kanas, Angelos
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Karfakis, Costas I.
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Lee, Junsoo
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3
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3
Moosa, Imad A.
3
Nonejad, Nima
3
Panagiōtidēs, Theodōros
3
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3
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3
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Applied financial economics
CESifo Working Paper Series
DIW Berlin Discussion Paper
Defence and peace economics
Economics letters
Empirica : journal of european economics
International review of financial analysis
Review of financial economics : RFE
Review of international economics
Applied economics letters
9
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6
International journal of finance & economics : IJFE
6
Applied economics
5
Economic modelling
5
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5
Journal of international money and finance
5
Research in international business and finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Finance research letters
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3
Journal of econometrics
3
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3
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3
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3
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3
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2
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2
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2
Journal of policy modeling : JPMOD ; a social science forum of world issues
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Oxford bulletin of economics and statistics
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Applied financial economics letters
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Comparative economic studies
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Eastern economic journal
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Economia politica : journal of analytical and institutional economics
1
Emerging markets, finance and trade : EMFT
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
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Financial innovation : FIN
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Global economic review
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Handbook of economic forecasting ; 1
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ECONIS (ZBW)
26
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11
International stock return predictability : evidence from new statistical tests
Charles, Amélie
;
Darné, Olivier
;
Kim, Jae H.
- In:
International review of financial analysis
54
(
2017
),
pp. 97-113
Persistent link: https://www.econbiz.de/10011878164
Saved in:
12
Market sentiment and the Fama-French factor premia
Shamsuddin, Abdul
;
Kim, Jae H.
- In:
Economics letters
136
(
2015
),
pp. 129-132
Persistent link: https://www.econbiz.de/10011435995
Saved in:
13
Testing stock market convergence : a non-linear factor approach
Caporale, Guglielmo Maria
;
Erdogan, Burcu
;
Kuzin, Vladimir
- In:
Empirica : journal of european economics
42
(
2015
)
3
,
pp. 481-498
Persistent link: https://www.econbiz.de/10011485529
Saved in:
14
Non-linearity, persistence and spillover effects in stock returns : the role of the volatility index
Wu, Po-Chin
;
Pan, Sheng-Chieh
;
Tai, Xue-Ling
- In:
Empirica : journal of european economics
42
(
2015
)
3
,
pp. 597-613
Persistent link: https://www.econbiz.de/10011485602
Saved in:
15
Will precious metals shine? : a market efficiency perspective
Charles, Amélie
;
Darné, Olivier
;
Kim, Jae H.
- In:
International review of financial analysis
41
(
2015
),
pp. 284-291
Persistent link: https://www.econbiz.de/10011508971
Saved in:
16
Revisiting fast profit investor sentiment and stock returns during Ramadan
Al-Khazali, Osamah
- In:
International review of financial analysis
33
(
2014
),
pp. 158-170
Persistent link: https://www.econbiz.de/10010520062
Saved in:
17
Nonlinear relationship between health care expenditure and its determinants : a panel smooth transition regression model
Wu, Po-Chin
;
Liu, Shiao-Yen
;
Pan, Sheng-Chieh
- In:
Empirica : journal of european economics
41
(
2014
)
4
,
pp. 713-729
Persistent link: https://www.econbiz.de/10010482468
Saved in:
18
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
19
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
Saved in:
20
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:
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