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type_genre:"Article in journal"
~isPartOf:"Applied financial economics"
~isPartOf:"Finance research letters"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Carroll, Rachael"
~person:"Coakley, Jerry"
~person:"Österholm, Pär"
~subject:"Cointegration"
~subject:"Deutschland"
~subject:"Gravitationsmodell"
~subject:"Time series analysis"
~type:"article"
~type_genre:"Forschungsbericht"
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Cointegration
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Estimation
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5
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5
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5
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4
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Caporale, Guglielmo Maria
Carroll, Rachael
Coakley, Jerry
Österholm, Pär
Gil-Alaña, Luis A.
3
Thornton, John
3
Barkoulas, John T.
2
Baum, Christopher F.
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Chang, Tsangyao
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Applied financial economics
Finance research letters
Applied economics letters
7
Economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of finance & economics : IJFE
4
Research in international business and finance
4
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2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of financial analysis
2
Journal of economics and finance : JEF
2
Oxford bulletin of economics and statistics
2
Review of financial economics : RFE
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied economics
1
Applied financial economics letters
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China economic review : an international journal
1
Comparative economic studies
1
Economic modelling
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirica : journal of european economics
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
International advances in economic research
1
International review of economics & finance : IREF
1
Journal of applied economics
1
Journal of economic dynamics & control
1
Journal of economics and finance
1
Journal of innovation and entrepreneurship : JIE
1
Journal of international development : the journal of the Development Studies Association
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Open economies review
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Review of international economics
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Scottish journal of political economy : the journal of the Scottish Economic Society
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The Scandinavian journal of economics
1
The South African journal of economics
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The empirical economics letters : a monthly international journal of economics
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
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1
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
Saved in:
2
Do market participants' forecasts of financial variables outperform the random-walk benchmark?
Kladívko, Kamil
;
Österholm, Pär
- In:
Finance research letters
40
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012819546
Saved in:
3
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:
4
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
5
Do trading volumes explain the persistence of GARCH effects?
Carroll, Rachael
;
Kearney, Colm
- In:
Applied financial economics
22
(
2012
)
22/24
,
pp. 1993-2008
Persistent link: https://www.econbiz.de/10009719309
Saved in:
6
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:
7
Testing for symmetry and proportionality in a European panel
Coakley, Jerry
;
Snaith, Stuart
- In:
Applied financial economics
16
(
2006
)
1/2
,
pp. 63-71
Persistent link: https://www.econbiz.de/10003291802
Saved in:
8
Testing for symmetry and proportionality in a European panel
Coakley, Jerry
;
Snaith, Stuart
- In:
Applied financial economics
15
(
2005
)
11
,
pp. 745-752
Persistent link: https://www.econbiz.de/10003016834
Saved in:
9
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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