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subject:"Volatilität"
~isPartOf:"Journal of economics and finance : JEF"
~isPartOf:"Review of international economics"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~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
11
Schätzung
11
Theory
5
Börsenkurs
4
Persistence
4
Share price
4
USA
4
United States
4
Aktienmarkt
3
Cointegration
3
Stock market
3
Time series analysis
3
Welt
3
World
3
Zeitreihenanalyse
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Außenwirtschaftstheorie
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Capital income
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EU countries
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EU-Staaten
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Einheitswurzeltest
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Unit root test
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1890-1993
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1960-1992
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Allgemeines Gleichgewicht
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Anleihe
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Ansteckungseffekt
1
Arbeitsnachfrage
1
Außenhandelselastizität
1
Beschäftigungseffekt
1
Bond
1
CAPM
1
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Caporale, Guglielmo Maria
Davidson, Carl
Durkin, John T.
Hillberry, Russell
Gil-Alaña, Luis A.
5
Gupta, Rangan
4
Bahmani-Oskooee, Mohsen
3
Bohl, Martin T.
3
Bouri, Elie
3
Demirer, Rıza
3
Argyropoulos, Efthymios
2
Boughrara, Adel
2
Hadj Amor, Thouraya
2
Hertel, Thomas W.
2
Mahdavi, Saeid
2
Niroomand, Farhang
2
Nouira, Ridha
2
Roubaud, David
2
Siklos, Pierre L.
2
Simlai, Prodosh
2
Sosvilla-Rivero, Simón
2
Tzavalis, Elias
2
Waters, George
2
Yilmazkuday, Hakan
2
Zheng, Yao
2
Abeysinghe, Tilak
1
Agnello, Luca
1
Ahmad, Nasir
1
Ahmed, Mohamed S.
1
Ahmed, Shaker
1
Al-Shboul, Mohammad
1
Alexius, Annika
1
Alhadab, Mohammad
1
Ali, Syed Riaz Mahmood
1
Aliyev, Shahriyar
1
Alsamara, Mouyad
1
Alsharari, Nizar Mohammad
1
Amano, Robert A.
1
Anderson, Michael A.
1
Anderson, Randy I.
1
Andoh, Charles
1
Asteriou, Dimitrios
1
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Journal of economics and finance : JEF
Review of international economics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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
Applied economics letters
4
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
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
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 & trade : a journal of the Society for the Study of Emerging Markets
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
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:
3
Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012547070
Saved in:
4
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
Saved in:
5
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:
6
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:
7
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:
8
Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
The quarterly review of economics and finance : journal …
42
(
2002
)
3
,
pp. 599-609
Persistent link: https://www.econbiz.de/10001712171
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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