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subject:"Volatilität"
~isPartOf:"International review of financial analysis"
~person:"Alexiou, Constantinos"
~person:"Caporale, Guglielmo Maria"
~subject:"Cointegration"
~subject:"Pound Sterling"
~type:"article"
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Volatilität
Cointegration
Pound Sterling
Estimation
4
Schätzung
4
Kointegration
2
USA
2
United States
2
Volatility
2
Aktienmarkt
1
Arbitrage
1
Asia
1
Asian stock markets
1
Asien
1
Business cycle
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Commodity price
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Commodity price volatility
1
Cyclical behaviour
1
Economic convergence
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Economic integration
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Economy of time
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Exchange rate
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Federal Funds rate
1
Fractional integration
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Geldpolitik
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Geldpolitische Transmission
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Global and regional integration
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Globalisierung
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Globalization
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High frequency data
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Hysterese
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Hysteresis
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Interest rate
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International financial market
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Internationaler Finanzmarkt
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Inventory arbitrage activity
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Konjunktur
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Long memory
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Marktintegration
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English
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Alexiou, Constantinos
Caporale, Guglielmo Maria
Degiannakis, Stavros
3
Bouri, Elie
2
Chortareas, Georgios E.
2
Cipollini, Andrea
2
Fabozzi, Frank J.
2
Floros, Christos
2
Gil-Alaña, Luis A.
2
Gong, Xue
2
Hammoudeh, Shawkat
2
In, Francis Haeuck
2
Liu, Jia
2
Ma, Feng
2
Nonejad, Nima
2
Roubaud, David
2
Sensoy, Ahmet
2
Serdengeçti, Süleyman
2
Smales, Lee A.
2
Wu, Eliza
2
Xuan Vinh Vo
2
Abad Díaz, David
1
Abbas, Nidal
1
Agarwalla, Sobhesh Kumar
1
Aharon, David Y.
1
Al-Gamrh, Bakr
1
Al-Khazali, Osamah
1
Alexakis, Christos A.
1
Ali, Md Hakim
1
Alsakka, Rasha
1
Andrikopulos, Andreas A.
1
Angelidis, Timotheos
1
Antonakakis, Nikolaos
1
Ap Gwilym, Owain
1
Arbeláez, Harvey
1
Aroskar, Raj
1
Arshanapalli, Bala Gangadhar
1
Arvin, B. Mak
1
Asadi, Mehrad
1
Audrino, Francesco
1
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International review of financial analysis
Research in international business and finance
4
Applied economics letters
3
Journal of international money and finance
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Finance research letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of finance & economics : IJFE
2
Open economies review
2
Review of financial economics : RFE
2
Review of international economics
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
Comparative economic studies
1
Contributions to political economy
1
Eastern economic journal
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
Exchange rate policy in Europe
1
International review of economics & finance : IREF
1
Journal of economic integration
1
Journal of economics and finance : JEF
1
Journal of innovation and entrepreneurship : JIE
1
Journal of international financial markets, institutions & money
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Panoeconomicus
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
The South African journal of economics
1
The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
3
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1
Exploring the transmission mechanism of speculative and inventory arbitrage activity to commodity price volatility : novel evidence for the US economy
Yao, Wei
;
Alexiou, Constantinos
- In:
International review of financial analysis
80
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013366201
Saved in:
2
Global and regional stock market integration in Asia : a panel convergence approach
Caporale, Guglielmo Maria
;
You, Kefei
;
Chen, Lei
- In:
International review of financial analysis
65
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012208866
Saved in:
3
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:
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