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type_genre:"Article in journal"
~isPartOf:"Econometric reviews"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of economic integration"
~person:"Caporale, Guglielmo Maria"
~person:"Charles, Amélie"
~person:"Do, Hung Xuan"
~subject:"Bootstrap approach"
~subject:"Cointegration"
~subject:"Cross-market correlation"
~subject:"Deutschland"
~subject:"Estimation"
~subject:"Financial ratios"
~subject:"Forecasting model"
~subject:"Stock market"
~subject:"United Kingdom"
~type_genre:"Fallstudie"
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Bootstrap approach
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Caporale, Guglielmo Maria
Charles, Amélie
Do, Hung Xuan
Ma, Feng
5
Narayan, Paresh Kumar
5
Xuan Vinh Vo
5
Bouri, Elie
4
Kumbhakar, Subal
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1
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:
2
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:
3
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:
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
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:
6
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:
7
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:
8
Stock market integration between three CEECs
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
- In:
Journal of economic integration
27
(
2012
)
1
,
pp. 115-122
Persistent link: https://www.econbiz.de/10009517757
Saved in:
9
Estimator choice and Fisherś paradox : a Monte Carlo study
Caporale, Guglielmo Maria
;
Pittis, Nikitas
- In:
Econometric reviews
23
(
2004
)
1
,
pp. 25-52
Persistent link: https://www.econbiz.de/10001944682
Saved in:
10
Is Europe an optimum currency area? : Business cycles in the EU
Caporale, Guglielmo Maria
;
Pittis, Nikitas
; …
- In:
Journal of economic integration
14
(
1999
)
2
,
pp. 169-202
Persistent link: https://www.econbiz.de/10001378822
Saved in:
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