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~accessRights:"restricted"
~isPartOf:"American economic journal : a journal of the American Economic Association"
~isPartOf:"Finance research letters"
~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
Fractional integration
7
Estimation
6
Volatility
6
Volatilität
6
Time series analysis
5
Zeitreihenanalyse
5
ARCH model
4
ARCH-Modell
4
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4
Persistence
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Virtual currency
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Collection of articles of several authors
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Caporale, Guglielmo Maria
Gupta, Rangan
55
Goodell, John W.
21
Bouri, Elie
20
Tiwari, Aviral Kumar
20
Wohar, Mark E.
19
Xuan Vinh Vo
18
Zaremba, Adam
18
Shahzad, Syed Jawad Hussain
15
Corbet, Shaen
14
Kang, Sang Hoon
14
Ryu, Doojin
14
Shen, Dehua
14
Aharon, David Y.
13
Mensi, Walid
13
Pierdzioch, Christian
13
Salisu, Afees A.
13
Umar, Zaghum
13
Gil-Alaña, Luis A.
12
Ji, Qiang
12
Sensoy, Ahmet
12
Lucey, Brian M.
11
Roubaud, David
11
Xiong, Xiong
11
Yin, Libo
11
Balcilar, Mehmet
10
Chan, Kam C.
10
Demir, Ender
10
Lau, Chi Keung
10
Molnár, Peter
10
Wen, Fenghua
10
Zhang, Wei
10
Apergēs, Nikolaos
9
McMillan, David G.
9
Ur Rehman, Mobeen
9
Gozgor, Giray
8
Lee, Chien-chiang
8
Li, Xiao
8
Lyócsa, Štefan
8
Ma, Feng
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American economic journal : a journal of the American Economic Association
Finance research letters
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
International review of financial analysis
3
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
International review of economics & finance : IREF
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)
9
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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
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:
6
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:
7
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:
8
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:
9
Consumption, wealth, stock and housing returns : evidence from emerging markets
Caporale, Guglielmo Maria
;
Sousa, Ricardo M.
- In:
Research in international business and finance
36
(
2016
),
pp. 562-578
Persistent link: https://www.econbiz.de/10011594626
Saved in:
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