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type_genre:"Working Paper"
~isPartOf:"Economics and finance working paper series"
~subject:"Großbritannien"
~subject:"Monetary policy"
~subject:"Time series analysis"
~subject:"United Kingdom"
~subject:"Volatility"
~type_genre:"Lehrbuch"
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Großbritannien
Monetary policy
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United Kingdom
Volatility
Estimation
72
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72
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30
Cointegration
18
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18
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fractional integration
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Caporale, Guglielmo Maria
37
Gil-Alaña, Luis A.
27
Spagnolo, Nicola
4
Carcel, Hector
3
Ali, Faek Menla
2
Balparda, Borja
2
Barrell, Ray
2
Cuñado Eizaguirre, Juncal
2
Hunter, John
2
Lovcha, Yuliya
2
Nahhas, Abdulkader
2
Akdeniz, Coşkun
1
Arin, Kerim Peren
1
Barros, Carlos Pestana
1
Campos, Nauro
1
Catik, A. Nazif
1
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1
Davis, E. Philip
1
Gil-Alana, Luis A.
1
Girardi, Alessandro
1
Gregoriou, A.
1
Gupta, Rangan
1
Hanck, Christoph
1
Helmi, Mohamad Husam
1
Ioannidis, C.
1
Karanasos, Menelaos G.
1
Karim, Dilruba
1
Kyriacou, Kyriacos
1
Orlando, C. James
1
Plastun, Alex
1
Poza, Carlos
1
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ECONIS (ZBW)
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1
Volatility forecasts for the RTS stock index : option-implied volatility versus alternative methods
Caporale, Guglielmo Maria
;
Teterkina, Daria
-
2019
Persistent link: https://www.econbiz.de/10011996358
Saved in:
2
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
-
2019
Persistent link: https://www.econbiz.de/10011996362
Saved in:
3
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
-
2018
Persistent link: https://www.econbiz.de/10011995632
Saved in:
4
Fractional integration and the persistence of UK inflation, 1210-2016
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995775
Saved in:
5
Financial integration in the GCC region : market size versus national effects
Arin, Kerim Peren
;
Caporale, Guglielmo Maria
;
Kyriacou, …
-
2018
Persistent link: https://www.econbiz.de/10011995788
Saved in:
6
EU cross-border banking and financial crises : empirical evidence using the gravity model
Barrell, Ray
;
Nahhas, Abdulkader
;
Hunter, John
-
2017
Persistent link: https://www.econbiz.de/10011893055
Saved in:
7
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011893067
Saved in:
8
Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011893395
Saved in:
9
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
10
Unemployment in Africa : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011631077
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