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type_genre:"Article in journal"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Finance research letters"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Caporale, Guglielmo Maria"
~person:"Escribano, Ana"
~person:"Inoue, Kenta"
~subject:"Cointegration"
~subject:"Deutschland"
~subject:"Faktorenanalyse"
~subject:"Finanzmarkt"
~subject:"Gravitationsmodell"
~subject:"Inflation rate"
~type:"article"
~type_genre:"Forschungsbericht"
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Cointegration
Deutschland
Faktorenanalyse
Finanzmarkt
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Estimation
12
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12
Time series analysis
6
Zeitreihenanalyse
6
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5
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Caporale, Guglielmo Maria
Escribano, Ana
Inoue, Kenta
Gil-Alaña, Luis A.
7
Gupta, Rangan
5
Lee, Chien-chiang
5
Egger, Peter
4
Camarero Olivas, Mariam
3
Cheung, Yin-Wong
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Oh, Dong-Yop
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2
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De Vita, Glauco
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2
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Xuan Vinh Vo
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1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Finance research letters
International journal of finance & economics : IJFE
Applied economics letters
3
Research in international business and finance
3
Applied financial economics
2
Empirica : journal of european economics
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of financial analysis
2
Open economies review
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
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
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
International review of economics & finance : IREF
1
Journal of innovation and entrepreneurship : JIE
1
Journal of international financial markets, institutions & money
1
Review of international economics
1
Scottish journal of political economy : the journal of the Scottish Economic Society
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The South African journal of economics
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ECONIS (ZBW)
8
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1
Study of the leading European construction companies using risk factor models
Escribano, Ana
;
Jareño, Francisco
;
Cano, Jose Ángel
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3386-3402
Persistent link: https://www.econbiz.de/10014327752
Saved in:
2
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:
3
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
4
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:
5
The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
3
,
pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
Saved in:
6
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:
7
Is correlation puzzle really puzzling? : reassessing motives of foreign asset holdings by US investors
Inoue, Kenta
- In:
International journal of finance & economics : IJFE
19
(
2014
)
2
,
pp. 160-172
Persistent link: https://www.econbiz.de/10010471960
Saved in:
8
Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
4
,
pp. 1389-1410
Persistent link: https://www.econbiz.de/10010461103
Saved in:
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