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type_genre:"Article in journal"
~isPartOf:"Defence and peace economics"
~isPartOf:"Economics letters"
~isPartOf:"Emerging markets, finance and trade : EMFT"
~isPartOf:"International review of financial analysis"
~person:"Caporale, Guglielmo Maria"
~person:"Charles, Amélie"
~person:"Do, Hung Xuan"
~subject:"ARCH-Modell"
~subject:"ASEAN countries"
~subject:"Cointegration"
~subject:"Deutschland"
~subject:"Effizienzmarkthypothese"
~subject:"Estimation"
~subject:"Panel"
~subject:"United Kingdom"
~type_genre:"Fallstudie"
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Caporale, Guglielmo Maria
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Do, Hung Xuan
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10
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8
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7
Dunne, Paul
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Xuan Vinh Vo
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Defence and peace economics
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Emerging markets, finance and trade : EMFT
International review of financial analysis
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ECONIS (ZBW)
10
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1
Stock market linkages between the ASEAN countries, China and the US : a fractional integration/cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
5
,
pp. 1502-1514
Persistent link: https://www.econbiz.de/10013167095
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
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:
4
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:
5
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:
6
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:
7
How does trading volume affect financial return distributions?
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of financial analysis
35
(
2014
),
pp. 190-206
Persistent link: https://www.econbiz.de/10010530243
Saved in:
8
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
9
Generalized impulse response analysis in a fractionally integrated vector autoregressive model
Do, Hung Xuan
;
Brooks, Robert Darren
;
Sirimon Treepongkaruna
- In:
Economics letters
118
(
2013
)
3
,
pp. 462-465
Persistent link: https://www.econbiz.de/10009729131
Saved in:
10
Basque terrorism : police action, political measures and the influence of violence on the stock market in the Basque Country
Barros, Carlos Pestana
;
Caporale, Guglielmo Maria
; …
- In:
Defence and peace economics
20
(
2009
)
4
,
pp. 287-301
Persistent link: https://www.econbiz.de/10003902479
Saved in:
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