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subject:"Volatilität"
~isPartOf:"Research in international business and finance"
~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
11
Schätzung
11
Cointegration
4
Theory
4
Fractional integration
3
Volatility
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CAPM
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Caporale, Guglielmo Maria
Davidson, Carl
Durkin, John T.
Hillberry, Russell
Gil-Alaña, Luis A.
6
Gupta, Rangan
4
Aboura, Sofiane
3
Chevallier, Julien
3
Abakah, Emmanuel Joel Aikins
2
Balcilar, Mehmet
2
Hertel, Thomas W.
2
Naeem, Muhammad Abubakr
2
Nazlıoğlu, Şaban
2
Papadamou, Stephanos
2
Tiwari, Aviral Kumar
2
Umar, Zaghum
2
Abeysinghe, Tilak
1
Agarwal, Vineet
1
Agnello, Luca
1
Agudelo, Diego A.
1
Ahmed, Walid M. A.
1
Akbar, Muhammad
1
Akbar, Saeed
1
Albulescu, Claudiu Tiberiu
1
Aleem, Abdul
1
Alexius, Annika
1
Ali Shah, Syed Zulfiqar
1
Aliyev, Shahriyar
1
Almahadin, Hamed Ahmad
1
Alsarhan, Abdulwahab A.
1
Altuntas, Mehmet
1
Altıntaş, Halil
1
Amano, Robert A.
1
Anderson, Michael A.
1
Andrikopoulos, Panagiotis
1
Angelini, Eliana
1
Antell, Jan
1
Antonakakis, Nikolaos
1
Antypas, Antonios
1
Ashraf, Badar Nadeem
1
Asongu, Simplice
1
Assaf, Ata
1
Aydoğan, Berna
1
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Research in international business and finance
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
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
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 & 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
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ECONIS (ZBW)
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
Saved in:
3
Estimation of conditional asset pricing models with integrated variables in the beta specification
Antypas, Antonios
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012548351
Saved in:
4
High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
Saved in:
5
Modelling volatility of cryptocurrencies using Markov-Switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
- In:
Research in international business and finance
48
(
2019
),
pp. 143-155
Persistent link: https://www.econbiz.de/10012135859
Saved in:
6
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:
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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