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~accessRights:"restricted"
~isPartOf:"American economic journal : a journal of the American Economic Association"
~isPartOf:"Finance research letters"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"International review of financial analysis"
~isPartOf:"Research in international business and finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of asset management"
~language:"eng"
~language:"ita"
~language:"mkd"
~language:"und"
~person:"Caporale, Guglielmo Maria"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
~subject:"Share price"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
~type_genre:"Konferenzbeitrag"
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Kapitaleinkommen
Schätzung
Share price
Wirkungsanalyse
Estimation
9
Fractional integration
9
Volatility
7
Volatilität
7
Cointegration
5
Kointegration
5
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5
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5
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5
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4
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Caporale, Guglielmo Maria
Gupta, Rangan
67
Xuan Vinh Vo
33
Bouri, Elie
28
Wohar, Mark E.
28
Goodell, John W.
27
Ma, Feng
24
Tiwari, Aviral Kumar
23
Shen, Dehua
22
Zaremba, Adam
22
Salisu, Afees A.
21
Shahzad, Syed Jawad Hussain
21
Xiong, Xiong
21
Yin, Libo
20
Corbet, Shaen
19
Ryu, Doojin
19
Gil-Alaña, Luis A.
18
Ji, Qiang
18
Kang, Sang Hoon
18
Mensi, Walid
18
Umar, Zaghum
18
Lau, Chi Keung
17
Sensoy, Ahmet
17
Zhang, Wei
17
Aharon, David Y.
16
Balcilar, Mehmet
16
Lucey, Brian M.
16
Wen, Fenghua
16
Chan, Kam C.
15
Pierdzioch, Christian
15
Lien, Da-hsiang Donald
14
Roubaud, David
14
Hammoudeh, Shawkat
13
Yarovaya, Larisa
13
Apergēs, Nikolaos
12
Demir, Ender
12
Li, Youwei
12
Molnár, Peter
12
Ur Rehman, Mobeen
12
Lee, Chien-chiang
11
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American economic journal : a journal of the American Economic Association
Finance research letters
International review of economics & finance : IREF
International review of financial analysis
Research in international business and finance
The North American journal of economics and finance : a journal of financial economics studies
The journal of asset management
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Journal of economics and finance
3
Applied economics
2
China economic review : an international journal
2
Financial markets and portfolio management
2
Journal of international money and finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
African journal of economic and sustainable development
1
Bulletin of economic research
1
Computational economics
1
Economic modelling
1
Empirica : journal of european economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of bonds and derivatives
1
International journal of finance & economics : IJFE
1
Investment management and financial innovations
1
Journal of economic studies
1
Journal of international development : the journal of the Development Studies Association
1
Journal of international financial markets, institutions & money
1
Open economies review
1
Recent econometric techniques for macroeconomic and financial data
1
The European journal of finance
1
The South African journal of economics
1
The journal of investment strategies
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ECONIS (ZBW)
13
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1
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:
2
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:
3
Volatility persistence in the Russian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430826
Saved in:
4
The day of the week effect in the cryptocurrency market
Caporale, Guglielmo Maria
;
Plastun, Alex
- In:
Finance research letters
31
(
2019
),
pp. 258-269
Persistent link: https://www.econbiz.de/10012421566
Saved in:
5
Global and regional stock market integration in Asia : a panel convergence approach
Caporale, Guglielmo Maria
;
You, Kefei
;
Chen, Lei
- In:
International review of financial analysis
65
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012208866
Saved in:
6
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 170-178
Persistent link: https://www.econbiz.de/10012205401
Saved in:
7
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:
8
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:
9
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
10
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:
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