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subject:"Volatilität"
~isPartOf:"Economics and finance working paper series"
~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:"Kointegration"
~subject:"Price convergence"
~subject:"Strukturbruch"
~subject:"Theorie"
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Volatilität
Contagion effect
Kointegration
Price convergence
Strukturbruch
Theorie
Estimation
59
Schätzung
59
Time series analysis
29
Zeitreihenanalyse
29
Cointegration
18
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fractional integration
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Caporale, Guglielmo Maria
Davidson, Carl
Durkin, John T.
Hillberry, Russell
Gil-Alaña, Luis A.
23
Spagnolo, Nicola
5
Hunter, John
3
Ali, Faek Menla
2
Barrell, Ray
2
Carcel, Hector
2
Ciferri, Davide
2
Cuñado Eizaguirre, Juncal
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Girardi, Alessandro
2
Hanck, Christoph
2
Hertel, Thomas W.
2
Nahhas, Abdulkader
2
You, Kefei
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Abeysinghe, Tilak
1
Agnello, Luca
1
Alexius, Annika
1
Aliyev, Shahriyar
1
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1
Anderson, Michael A.
1
Arin, Kerim Peren
1
Balistreri, Edward J.
1
Balparda, Borja
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1
Chui, Michael
1
Cieślik, Andrzej
1
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1
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1
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Economics and finance working paper series
Review of international economics
CESifo working papers
43
Discussion papers / Deutsches Institut für Wirtschaftsforschung
18
CESifo Working Paper Series
16
Discussion paper / Centre for Economic Forecasting
16
DIW Berlin Discussion Paper
13
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9
Research in international business and finance
5
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3
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of finance & economics : IJFE
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International review of financial analysis
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Oxford bulletin of economics and statistics
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Scottish journal of political economy : the journal of the Scottish Economic Society
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied financial economics
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Applied financial economics letters
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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Comparative economic studies
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Eastern economic journal
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Emerging markets, finance and trade : EMFT
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Empirica : journal of european economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Exchange rate policy in Europe
1
HWWA discussion paper
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International advances in economic research
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International review of economics & finance : IREF
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ECONIS (ZBW)
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1
Stock market linkages between the ASEAN countries, China and the US : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
-
2019
Persistent link: https://www.econbiz.de/10011996351
Saved in:
2
Volatility forecasts for the RTS stock index : option-implied volatility versus alternative methods
Caporale, Guglielmo Maria
;
Teterkina, Daria
-
2019
Persistent link: https://www.econbiz.de/10011996358
Saved in:
3
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
-
2019
Persistent link: https://www.econbiz.de/10011996362
Saved in:
4
Fractional integration and the persistence of UK inflation, 1210-2016
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995775
Saved in:
5
Financial integration in the GCC region : market size versus national effects
Arin, Kerim Peren
;
Caporale, Guglielmo Maria
;
Kyriacou, …
-
2018
Persistent link: https://www.econbiz.de/10011995788
Saved in:
6
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011893067
Saved in:
7
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
8
Testing the Fisher hypothesis in the G7 countries using i(d) techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011656667
Saved in:
9
Stock market integration in Asia : global or regional? : evidence from industry level panel convergence tests
Caporale, Guglielmo Maria
;
You, Kefei
-
2017
Persistent link: https://www.econbiz.de/10011656668
Saved in:
10
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2016
Persistent link: https://www.econbiz.de/10011448283
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