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~accessRights:"restricted"
~isPartOf:"Computational economics"
~isPartOf:"Economic modelling"
~language:"eng"
~language:"est"
~person:"Caporale, Guglielmo Maria"
~person:"Färe, Rolf"
~person:"Mukherjee, Arijit"
~person:"Phillips, Peter C. B."
~person:"Shen, Dehua"
~person:"Tsionas, Efthymios G."
~subject:"Börsenkurs"
~subject:"COP"
~subject:"Efficient market hypothesis"
~subject:"Effizienzmarkthypothese"
~subject:"Market entry"
~subject:"Schätzung"
~subject:"Theory"
~subject:"United States"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
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Börsenkurs
COP
Efficient market hypothesis
Effizienzmarkthypothese
Market entry
Schätzung
Theory
United States
Volatility
Capital income
6
Kapitaleinkommen
6
Estimation
4
Share price
4
Volatilität
3
Ankündigungseffekt
2
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Causality analysis
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China
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2
Aktienindex
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Aktienmarkt
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Anleihe
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BRICs
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Bayesian inference
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CCE-MG
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11
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Article in journal
Aufsatz in Zeitschrift
Collection of articles written by one author
Handbuch
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English
Estonian
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Caporale, Guglielmo Maria
Färe, Rolf
Mukherjee, Arijit
Phillips, Peter C. B.
Shen, Dehua
Tsionas, Efthymios G.
Prigent, Jean-Luc
10
Jawadi, Fredj
9
Ma, Feng
9
Zhang, Wei
8
Zhang, Yaojie
8
Ftiti, Zied
6
Louhichi, Waël
6
Salisu, Afees A.
6
Bekiros, Stelios
5
Chen, Shyh-Wei
5
Fabozzi, Frank J.
5
Halkos, George E.
5
Hur, Joonyoung
5
Li, Bin
5
Martínez-García, Enrique
5
Todorova, Neda
5
Wang, Yudong
5
Xiong, Xiong
5
Abid, Ilyes
4
Afonso, Oscar
4
Apergēs, Nikolaos
4
Arčabić, Vladimir
4
Belke, Ansgar
4
Ben Ameur, Hachmi
4
Boubaker, Heni
4
Cheffou, Abdoulkarim Idi
4
Chen, Wei
4
Ching, Wai Ki
4
Combes, Jean-Louis
4
Fousekis, Panajiotis
4
Gupta, Rangan
4
Han, Liyan
4
Hewings, Geoffrey
4
Jiang, Cuixia
4
Kim, Jeong-yoo
4
Pal, Debdatta
4
Roubaud, David
4
Serletis, Apostolos
4
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Computational economics
Economic modelling
European journal of operational research : EJOR
27
Finance research letters
18
Economics letters
15
Journal of econometrics
14
International review of financial analysis
10
International review of economics & finance : IREF
8
Research in international business and finance
8
Econometric theory
6
International journal of production economics
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Energy economics
5
Journal of international financial markets, institutions & money
5
Omega : the international journal of management science
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Journal of economics and finance
4
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
4
Applied economics
3
Econometric reviews
3
International journal of finance & economics : IJFE
3
International journal of hospitality management
3
Journal of international money and finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Tourism management : research, policies, practice
3
Asia Pacific financial markets
2
China economic review : an international journal
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Environmental economics and policy studies : the official journal of the Society for Environmental Economics and Policy Studies ; the official journal of the East Asian Association of Environmental and Resource Economics
2
European economic review : EER
2
Financial markets and portfolio management
2
Journal of applied econometrics
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Journal of financial econometrics
2
Journal of financial stability
2
Journal of hospitality & tourism research : JHTR ; the professional journal of the Council on Hotel, Restaurant, and Institutional Education
2
Journal of institutional and theoretical economics : JITE
2
Mathematical social sciences
2
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ECONIS (ZBW)
11
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1
Connectedness between fossil and renewable energy stock indices : the impact of the COP policies
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
;
Almajali, Awon
- In:
Economic modelling
123
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014462535
Saved in:
2
A Monte Carlo study of time varying coefficient (TVC) estimation
Hall, Stephen G.
;
Gibson, Heather D.
;
Tavlas, George S.
; …
- In:
Computational economics
56
(
2020
)
1
,
pp. 115-130
Persistent link: https://www.econbiz.de/10012272018
Saved in:
3
Measuring comparative advantages in the Euro Area
Konstantakopoulou, Ioanna
;
Tsionas, Efthymios G.
- In:
Economic modelling
76
(
2019
),
pp. 260-269
Persistent link: https://www.econbiz.de/10012198326
Saved in:
4
Baidu news information flow and return volatility : evidence for the Sequential Information Arrival Hypothesis
Shen, Dehua
;
Li, Xiao
;
Zhang, Wei
- In:
Economic modelling
69
(
2018
),
pp. 127-133
Persistent link: https://www.econbiz.de/10012016139
Saved in:
5
Monetary policy rules in emerging countries : is there an augmented nonlinear taylor rule?
Caporale, Guglielmo Maria
;
Helmi, Mohamad Husam
;
Catik, …
- In:
Economic modelling
72
(
2018
),
pp. 306-319
Persistent link: https://www.econbiz.de/10012100405
Saved in:
6
A semi-parametric non-linear neural network filter : theory and empirical evidence
Michaēlidēs, Panagiōtēs G.
;
Tsionas, Efthymios G.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 637-675
Persistent link: https://www.econbiz.de/10011963721
Saved in:
7
Daily happiness and stock returns : the case of Chinese company listed in the United States
Li, Xiao
;
Shen, Dehua
;
Xue, Mei
;
Zhang, Wei
- In:
Economic modelling
64
(
2017
),
pp. 496-501
Persistent link: https://www.econbiz.de/10011761297
Saved in:
8
Searching for inefficiencies in exchange rate dynamics
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
49
(
2017
)
3
,
pp. 405-432
Persistent link: https://www.econbiz.de/10011762118
Saved in:
9
Intraday anomalies and market efficiency : a trading robot analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
47
(
2016
)
2
,
pp. 275-295
Persistent link: https://www.econbiz.de/10011712348
Saved in:
10
Market reaction to internet news : information diffusion and price pressure
Zhang, Yongjie
;
Song, Weixin
;
Shen, Dehua
;
Zhang, Wei
- In:
Economic modelling
56
(
2016
),
pp. 43-49
Persistent link: https://www.econbiz.de/10011645851
Saved in:
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