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~accessRights:"free"
~accessRights:"restricted"
~person:"Caporale, Guglielmo Maria"
~subject:"Theory"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Konferenzschrift"
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Theory
Volatility
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44
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44
Börsenkurs
26
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26
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26
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26
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25
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23
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23
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23
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23
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18
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15
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Caporale, Guglielmo Maria
Gupta, Rangan
182
Ma, Feng
94
Bouri, Elie
93
Tsionas, Efthymios G.
75
Tiwari, Aviral Kumar
72
Cheng, T. C. E.
55
Wang, Yudong
54
Wang, Leonard F. S.
50
Serletis, Apostolos
49
Xuan Vinh Vo
49
Laporte, Gilbert
48
Wohar, Mark E.
48
Zhang, Yaojie
48
Hammoudeh, Shawkat
47
Mensi, Walid
47
Zhang, Wei
47
Bahmani-Oskooee, Mohsen
46
Fabozzi, Frank J.
46
Gendreau, Michel
45
Demirer, Rıza
44
Dolgui, Alexandre
44
McAleer, Michael
44
Kang, Sang Hoon
43
Wong, Wing Keung
43
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42
Corbet, Shaen
41
Pierdzioch, Christian
41
Desaulniers, Guy
40
Balcilar, Mehmet
39
Escobar, Marcos
39
Kumbhakar, Subal
39
Ji, Qiang
38
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38
Afonso, Oscar
37
Gil-Alaña, Luis A.
37
Liang, Chao
37
Mukherjee, Arijit
37
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37
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Research in international business and finance
4
Finance research letters
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of economics and finance
3
Journal of economics and finance : JEF
3
Journal of international financial markets, institutions & money
3
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2
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ECONIS (ZBW)
37
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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
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
3
Aggregate insider trading and stock market volatility in the UK
Caporale, Guglielmo Maria
;
Kyriacou, Kyriacos
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014490042
Saved in:
4
Asymmetries, uncertainty and inflation : evidence from developed and emerging economies
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Journal of economics and finance : JEF
47
(
2023
)
4
,
pp. 984-1017
Persistent link: https://www.econbiz.de/10014448593
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
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:
7
Exchange rate parities and Taylor rule deviations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
4
,
pp. 1809-1835
Persistent link: https://www.econbiz.de/10013440437
Saved in:
8
Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Journal of economic studies
49
(
2022
)
6
,
pp. 937-959
Persistent link: https://www.econbiz.de/10013352888
Saved in:
9
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
10
Cyber-attacks, spillovers and contagion in the cryptocurrency markets
Caporale, Guglielmo Maria
;
Kang, Woo-Young
;
Spagnolo, Fabio
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803683
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