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~isPartOf:"Applied economics letters"
~isPartOf:"Applied financial economics"
~isPartOf:"Finance research letters"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Carroll, Rachael"
~person:"Coakley, Jerry"
~subject:"Cointegration"
~subject:"Deutschland"
~subject:"Gravitationsmodell"
~subject:"Zins"
~type:"article"
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Estimation
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Caporale, Guglielmo Maria
Carroll, Rachael
Coakley, Jerry
Chang, Tsangyao
8
Gil-Alaña, Luis A.
8
Wagner, Joachim
8
Hamori, Shigeyuki
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Applied economics letters
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ECONIS (ZBW)
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
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:
3
Do trading volumes explain the persistence of GARCH effects?
Carroll, Rachael
;
Kearney, Colm
- In:
Applied financial economics
22
(
2012
)
22/24
,
pp. 1993-2008
Persistent link: https://www.econbiz.de/10009719309
Saved in:
4
Fractional cointegration in US term spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
19
(
2012
)
4/6
,
pp. 431-434
Persistent link: https://www.econbiz.de/10009630703
Saved in:
5
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
Saved in:
6
Cointegration tests of PPP : do they also exhibit erratic behaviour?
Caporale, Guglielmo Maria
;
Hanck, Christoph
- In:
Applied economics letters
16
(
2009
)
1/3
,
pp. 9-15
Persistent link: https://www.econbiz.de/10003822534
Saved in:
7
Testing for symmetry and proportionality in a European panel
Coakley, Jerry
;
Snaith, Stuart
- In:
Applied financial economics
16
(
2006
)
1/2
,
pp. 63-71
Persistent link: https://www.econbiz.de/10003291802
Saved in:
8
Testing for symmetry and proportionality in a European panel
Coakley, Jerry
;
Snaith, Stuart
- In:
Applied financial economics
15
(
2005
)
11
,
pp. 745-752
Persistent link: https://www.econbiz.de/10003016834
Saved in:
9
Domestic and external factors in interest rate determination
Caporale, Guglielmo Maria
- In:
Applied financial economics
7
(
1997
)
5
,
pp. 465-471
Persistent link: https://www.econbiz.de/10001229845
Saved in:
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