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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:"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"
~person:"Lien, Da-hsiang Donald"
~subject:"ARCH-Modell"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
~subject:"Share price"
~subject:"Wirkungsanalyse"
~subject:"World"
~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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ARCH-Modell
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13
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Caporale, Guglielmo Maria
Lien, Da-hsiang Donald
Gupta, Rangan
71
Bouri, Elie
32
Goodell, John W.
32
Wohar, Mark E.
32
Xuan Vinh Vo
30
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27
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23
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Gozgor, Giray
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Hassan, M. Kabir
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Wen, Fenghua
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American economic journal : a journal of the American Economic Association
Finance research letters
International review of economics & finance : IREF
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)
5
International review of financial analysis
5
Journal of international financial markets, institutions & money
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
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4
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Journal of international development : the journal of the Development Studies Association
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Recent econometric techniques for macroeconomic and financial data
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The International trade journal
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The South African journal of economics
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ECONIS (ZBW)
26
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1
Together in bad times? : the effect of COVID-19 on inflation spillovers in China
Xu, Yingying
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 316-331
Persistent link: https://www.econbiz.de/10014492151
Saved in:
2
Transmission process and determinants of sovereign credit contagions : global evidence
Chen, Chih-Chun
;
Chen, Chun-Da
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 552-567
Persistent link: https://www.econbiz.de/10014446789
Saved in:
3
Limited attention, salient anchor, and the modified MAX effect : evidence from Taiwan's stock market
Wang, Zi-Mei
;
Lien, Da-hsiang Donald
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014483992
Saved in:
4
Analytical properties of Hasbrouck and generalized information shares
Lien, Da-hsiang Donald
;
Shrestha, Keshab
;
Lee, Lianne …
- In:
Finance research letters
49
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013479622
Saved in:
5
Comparisons of alternative information share measures
Lien, Da-hsiang Donald
- In:
Finance research letters
50
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014240185
Saved in:
6
Order choices : an intraday analysis of the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Lo, Hsiang-Yu
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013534201
Saved in:
7
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:
8
Effectiveness of augmented dollar-cost averaging
Kapalczynski, Anna
;
Lien, Da-hsiang Donald
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012821443
Saved in:
9
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:
10
Non-linearities, cyber attacks and cryptocurrencies
Caporale, Guglielmo Maria
;
Kang, Woo-Young
;
Spagnolo, Fabio
- In:
Finance research letters
32
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012430830
Saved in:
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