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type_genre:"Article in journal"
~isPartOf:"Defence and peace economics"
~isPartOf:"International review of financial analysis"
~isPartOf:"Research in international business and finance"
~person:"Caporale, Guglielmo Maria"
~person:"Charles, Amélie"
~subject:"Augmented regression method"
~subject:"Cointegration"
~subject:"Deutschland"
~subject:"Estimation"
~subject:"Panel"
~subject:"United Kingdom"
~type_genre:"Fallstudie"
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Augmented regression method
Cointegration
Deutschland
Estimation
Panel
United Kingdom
Schätzung
11
Fractional integration
5
Kointegration
5
Aktienmarkt
3
Capital income
3
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Article in journal
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Caporale, Guglielmo Maria
Charles, Amélie
Gupta, Rangan
12
Gil-Alaña, Luis A.
10
Dunne, Paul
6
Xuan Vinh Vo
6
Bouri, Elie
5
Lau, Chi Keung
5
Lee, Chien-chiang
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Ma, Feng
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Narayan, Paresh Kumar
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Pieroni, Luca
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Tiwari, Aviral Kumar
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Yildirim, Jülide
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Zaremba, Adam
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4
Bilgin, Mehmet Huseyin
4
Chevallier, Julien
4
D'Agostino, Giorgio
4
Degiannakis, Stavros
4
Klotzle, Marcelo Cabus
4
Naeem, Muhammad Abubakr
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Sensoy, Ahmet
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Urquhart, Andrew
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Yarovaya, Larisa
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Öcal, Nadir
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Aboura, Sofiane
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Antonakakis, Nikolaos
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Ashraf, Badar Nadeem
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Chortareas, Georgios E.
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Coakley, Jerry
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Dowling, Michael
3
Floros, Christos
3
Ftiti, Zied
3
Ge̜bka, Bartosz
3
Guesmi, Khaled
3
Hammoudeh, Shawkat
3
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Defence and peace economics
International review of financial analysis
Research in international business and finance
Applied economics letters
7
Journal of international money and finance
5
Economic modelling
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International journal of finance & economics : IJFE
4
Applied economics
3
Bulletin of economic research
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance research letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Empirica : journal of european economics
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Oxford bulletin of economics and statistics
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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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African development review
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Applied financial economics letters
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China economic review : an international journal
1
Cliometrica : journal of historical economics and econometric history
1
Comparative economic studies
1
Computational economics
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Eastern economic journal
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Econometric reviews
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Energy policy
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Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
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Financial markets and portfolio management
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International advances in economic research
1
International journal of economics and financial issues : IJEFI
1
International review of applied economics
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ECONIS (ZBW)
11
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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
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
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:
7
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:
8
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:
9
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:
10
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:
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