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type_genre:"Article in journal"
~isPartOf:"Finance research letters"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Araç, Ayşen"
~person:"Bai, Lan"
~person:"Caporale, Guglielmo Maria"
~person:"Chang, Bisharat Hussain"
~person:"Chang, Hao Wen"
~person:"Corbet, Shaen"
~subject:"Cointegration"
~subject:"Deutschland"
~subject:"Financial system cyclicality"
~subject:"Gravitationsmodell"
~subject:"Nichtlineare Regression"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
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Cointegration
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15
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15
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7
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6
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Araç, Ayşen
Bai, Lan
Caporale, Guglielmo Maria
Chang, Bisharat Hussain
Chang, Hao Wen
Corbet, Shaen
Chang, Tsangyao
3
Gil-Alaña, Luis A.
3
Di Tommaso, Caterina
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Li, Xiafei
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Finance research letters
International journal of finance & economics : IJFE
Applied economics letters
4
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3
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ECONIS (ZBW)
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1
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:
2
Asymmetric effect of macroeconomic variables on the emerging stock indices : a quantile ARDL approach
Hashmi, Shabir
;
Chang, Bisharat Hussain
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 1006-1024
Persistent link: https://www.econbiz.de/10014253339
Saved in:
3
Dynamical linkages between the Brent oil price and stock markets in BRICS using quantile connectedness approach
Chang, Hao Wen
;
Chang, Tsangyao
;
Ling, Yuan Hung
;
Yang, …
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472716
Saved in:
4
Does crude oil futures price really help to predict spot oil price? : new evidence from density forecasting
Bai, Lan
;
Li, Xiafei
;
Wei, Yu
;
Wei, Guiwu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3694-3712
Persistent link: https://www.econbiz.de/10013330741
Saved in:
5
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:
6
Loan loss provisions and macroeconomic shocks : some empirical evidence for italian banks during the crisis
Caporale, Guglielmo Maria
;
Alessi, Matteo
;
Di Colli, Stefano
- In:
Finance research letters
25
(
2018
),
pp. 239-243
Persistent link: https://www.econbiz.de/10012003547
Saved in:
7
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:
8
Testing the expectations hypothesis for the Eurozone : a nonlinear cointegration analysis
Araç, Ayşen
;
Yalta, A. Yasemin
- In:
Finance research letters
15
(
2015
),
pp. 41-48
Persistent link: https://www.econbiz.de/10011552951
Saved in:
9
Analyst recommendations and volatility in a rising, falling, and crisis equity market
Corbet, Shaen
;
Dowling, Michael
;
Cummins, Mark
- In:
Finance research letters
15
(
2015
),
pp. 187-194
Persistent link: https://www.econbiz.de/10011553187
Saved in:
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