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type_genre:"Article in journal"
~isPartOf:"Applied economics letters"
~isPartOf:"International review of financial analysis"
~isPartOf:"Review of international economics"
~person:"Caporale, Guglielmo Maria"
~person:"Charles, Amélie"
~person:"Do, Hung Xuan"
~person:"Hamori, Shigeyuki"
~subject:"Cointegration"
~subject:"Deutschland"
~subject:"Estimation"
~subject:"Nichtlineare Regression"
~subject:"Nonlinear regression"
~subject:"Panel"
~subject:"USA"
~subject:"United Kingdom"
~type_genre:"Fallstudie"
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Cointegration
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8
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Caporale, Guglielmo Maria
Charles, Amélie
Do, Hung Xuan
Hamori, Shigeyuki
Chang, Tsangyao
34
Gil-Alaña, Luis A.
16
Su, Chi-Wei
15
Bahmani-Oskooee, Mohsen
10
Bhaskara Rao, Buddhavarapu
8
Chang, Hsu-Ling
8
Narayan, Paresh Kumar
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7
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7
Huang, Ho-chuan
7
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7
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7
Pierdzioch, Christian
7
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6
Sosvilla-Rivero, Simón
6
Wagner, Joachim
6
Wohar, Mark E.
6
Liu, Yu-Shao
5
Lu, Yang-cheng
5
Tiwari, Aviral Kumar
5
Xuan Vinh Vo
5
Zhu, Meng-Nan
5
Apergēs, Nikolaos
4
Barros, Carlos Pestana
4
Bouri, Elie
4
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4
Chong, Terence Tai-Leung
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4
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4
Park, Sung Y.
4
Sheng, Xin
4
Siliverstovs, Boriss
4
Sousa, Ricardo M.
4
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4
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Applied economics letters
International review of financial analysis
Review of international economics
Applied financial economics
6
Economic modelling
6
Research in international business and finance
6
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5
Journal of international money and finance
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Kobe University economic review
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Open economies review
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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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African development review
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ECONIS (ZBW)
22
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
What drives cross-market correlations during the United States Q.E.?
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Xuan Vinh Vo
- In:
International review of financial analysis
83
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013460973
Saved in:
3
Crude oil market and stock markets during the COVID-19 pandemic : evidence from the US, Japan, and Germany
Zhang, Wenting
;
Hamori, Shigeyuki
- In:
International review of financial analysis
74
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012803936
Saved in:
4
Dynamic effects of financial spillovers on bank lending : evidence from local projection-based impulse response analysis
Chen, Wang
;
Hamori, Shigeyuki
;
Kinkyō, Takuji
- In:
Applied economics letters
27
(
2020
)
5
,
pp. 400-405
Persistent link: https://www.econbiz.de/10012205499
Saved in:
5
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:
6
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:
7
Persistence and cycles in the us federal funds rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
52
(
2017
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011868684
Saved in:
8
Testing cointegration between health care expenditure and GDP in Japan with the presence of a regime shift
Tamakoshi, T.
;
Hamori, Shigeyuki
- In:
Applied economics letters
23
(
2016
)
1/3
,
pp. 151-155
Persistent link: https://www.econbiz.de/10011414493
Saved in:
9
Health-care expenditure, GDP and share of the elderly in Japan : a panel cointegration analysis
Tamakoshi, Tomoko
;
Hamori, Shigeyuki
- In:
Applied economics letters
22
(
2015
)
7/9
,
pp. 725-729
Persistent link: https://www.econbiz.de/10010530030
Saved in:
10
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:
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