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type_genre:"Article in journal"
~isPartOf:"Applied financial economics"
~isPartOf:"Finance research letters"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Review of financial economics : RFE"
~person:"Caporale, Guglielmo Maria"
~subject:"Cointegration"
~subject:"Deutschland"
~subject:"Gravitationsmodell"
~type:"article"
~type_genre:"Forschungsbericht"
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Search: subject_exact:"Estimation"
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Cointegration
Deutschland
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Estimation
11
Schätzung
11
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6
Time series analysis
5
USA
5
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5
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Caporale, Guglielmo Maria
Gil-Alaña, Luis A.
6
Thornton, John
3
Chang, Tsangyao
2
Cheung, Yin-Wong
2
Coakley, Jerry
2
Di Tommaso, Caterina
2
Li, Xiafei
2
Moosa, Imad A.
2
Schich, Sebastian T.
2
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2
Wang, Peijie
2
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2
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1
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1
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1
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Applied financial economics
Finance research letters
International journal of finance & economics : IJFE
Review of financial economics : RFE
Research in international business and finance
3
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2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
7
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1
The short-run and long-run effects of trade openness on financial development : some panel evidence for Europe
Caporale, Guglielmo Maria
;
Sova, Anamaria Diana
;
Sova, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3891-3901
Persistent link: https://www.econbiz.de/10014429199
Saved in:
2
The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Finance research letters
24
(
2018
),
pp. 34-41
Persistent link: https://www.econbiz.de/10011982450
Saved in:
3
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
4
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
Saved in:
5
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
3
,
pp. 245-258
Persistent link: https://www.econbiz.de/10002087632
Saved in:
6
Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
4
,
pp. 327-340
Persistent link: https://www.econbiz.de/10002375332
Saved in:
7
Domestic and external factors in interest rate determination
Caporale, Guglielmo Maria
- In:
Applied financial economics
7
(
1997
)
5
,
pp. 465-471
Persistent link: https://www.econbiz.de/10001229845
Saved in:
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