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type_genre:"Article in journal"
~isPartOf:"International economics : a journal published by CEPII (Center for research and expertise on the world economy)"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Research in international business and finance"
~isPartOf:"Scottish journal of political economy : the journal of the Scottish Economic Society"
~person:"Caporale, Guglielmo Maria"
~subject:"Aktienmarkt"
~subject:"Cointegration"
~subject:"Deutschland"
~subject:"Estimation"
~subject:"Inflation"
~type:"article"
~type_genre:"Forschungsbericht"
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Aktienmarkt
Cointegration
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Estimation
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Schätzung
13
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8
Time series analysis
5
Zeitreihenanalyse
5
EU countries
4
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Caporale, Guglielmo Maria
Gupta, Rangan
16
Gil-Alaña, Luis A.
14
Tiwari, Aviral Kumar
8
Hammoudeh, Shawkat
6
Wohar, Mark E.
6
Cheung, Yin-Wong
5
McMillan, David G.
5
Afonso, António
4
Balcilar, Mehmet
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Chang, Tsangyao
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Chevallier, Julien
4
Jareño, Francisco
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Shahbaz, Muhammad
4
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3
Aboura, Sofiane
3
Addison, John T.
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Ashraf, Badar Nadeem
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Ftiti, Zied
3
Guesmi, Khaled
3
Hook, Law Siong
3
Hyde, Stuart
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Kim, Jaebeom
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Klotzle, Marcelo Cabus
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Lau, Chi Keung
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Lee, Chien-chiang
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Nguyen Phuc Canh
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Nitzsche, Dirk
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Papadamou, Stephanos
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Pinto, Antônio Carlos Figueiredo
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Shahzad, Syed Jawad Hussain
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Umar, Zaghum
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Xuan Vinh Vo
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Abakah, Emmanuel Joel Aikins
2
Abbott, Andrew J.
2
Ahmed, Walid M. A.
2
Aloui, Chaker
2
Altıntaş, Halil
2
Anderl, Christina
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
International journal of finance & economics : IJFE
Research in international business and finance
Scottish journal of political economy : the journal of the Scottish Economic Society
Applied economics letters
7
Economic modelling
4
Journal of international money and finance
4
Applied economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance research letters
3
International review of financial analysis
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
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2
Bulletin of economic research
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Empirica : journal of european economics
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Oxford bulletin of economics and statistics
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Applied financial economics letters
1
China economic review : an international journal
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Eastern economic journal
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Econometric reviews
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Emerging markets, finance and trade : EMFT
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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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
1
International advances in economic research
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International journal of economics and financial issues : IJEFI
1
International review of applied economics
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International review of economics & finance : IREF
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Journal of applied economics
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ECONIS (ZBW)
13
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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
Shadow rates as a measure of the monetary policy stance : some international evidence
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Scottish journal of political economy : the journal of …
70
(
2023
)
5
,
pp. 399-422
Persistent link: https://www.econbiz.de/10014437258
Saved in:
3
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:
4
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:
5
Nonlinearities in the exchange rate pass-through : the role of inflation expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 86-101
Persistent link: https://www.econbiz.de/10014373714
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Testing the Fisher hypothesis in the G-7 countries using I(d) techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International economics : a journal published by CEPII …
159
(
2019
),
pp. 140-150
Persistent link: https://www.econbiz.de/10012318834
Saved in:
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