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~isPartOf:"Applied quantitative finance"
~isPartOf:"Discussion paper / Centre for Economic Forecasting"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International economics : a journal published by CEPII (Center for research and expertise on the world economy)"
~isPartOf:"Journal of economics and finance"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Hegji, Charles E."
~person:"Härdle, Wolfgang"
~person:"Sandkamp, Alexander"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Regression analysis"
~subject:"Theorie"
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EU-Staaten
Estimation
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49
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31
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31
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17
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16
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16
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16
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Caporale, Guglielmo Maria
Hegji, Charles E.
Härdle, Wolfgang
Sandkamp, Alexander
Hall, Stephen G.
48
Pittis, Nikitas
42
Urga, Giovanni
25
Funke, Michael
19
Gil-Alaña, Luis A.
17
Nixon, James
17
Baltagi, Badi H.
16
Levine, Paul
15
Gupta, Rangan
14
Sola, Martin
13
Caporale, Guglielmo M.
11
Kumbhakar, Subal
10
Egger, Peter
9
Allen, Chris
8
Currie, David
8
Herwartz, Helmut
8
Raj, Baldev
8
Henry, S. G. B.
7
Holly, Sean
7
Pearlman, Joseph
7
Williams, Geoffrey
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Bai, Hong
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5
Tsionas, Efthymios G.
5
Apergēs, Nikolaos
4
Balcilar, Mehmet
4
Beeby, Michael
4
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4
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4
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Applied quantitative finance
Discussion paper / Centre for Economic Forecasting
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
Journal of economics and finance
SFB 649 discussion paper
131
CESifo working papers
110
Economics and finance working paper series
91
Discussion papers / Deutsches Institut für Wirtschaftsforschung
54
CESifo Working Paper
50
CESifo Working Paper Series
44
DIW Berlin Discussion Paper
41
Discussion papers of interdisciplinary research project 373
37
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
36
CORE discussion paper : DP
22
Discussion paper / A
10
DIW Discussion Papers
9
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8
Econometric theory
7
Economic modelling
7
Universitext
7
Applied economics
6
Discussion paper / Center for Economic Research, Tilburg University
6
Research in international business and finance
6
Department of Economics working papers
5
IRTG 1792 discussion paper
5
International journal of finance & economics : IJFE
5
International review of financial analysis
5
Journal of econometrics
5
Journal of international money and finance
5
Applied financial economics
4
Computational economics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of economic integration
4
Journal of forecasting
4
Journal of the American Statistical Association : JASA
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Bulletin of economic research
3
Discussion paper series / IZA
3
Empirica : journal of european economics
3
Finance research letters
3
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ECONIS (ZBW)
70
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1
Nonlinearities in the exchange rate pass-through : the role of inflation expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 86-101
Persistent link: https://www.econbiz.de/10014373714
Saved in:
2
Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance
43
(
2019
)
4
,
pp. 657-680
Persistent link: https://www.econbiz.de/10012385147
Saved in:
3
Testing the Fisher hypothesis in the G-7 countries using I(d) techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International economics : a journal published by CEPII …
159
(
2019
),
pp. 140-150
Persistent link: https://www.econbiz.de/10012318834
Saved in:
4
The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
3
,
pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
Saved in:
5
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
152
(
2017
),
pp. 116-123
Persistent link: https://www.econbiz.de/10011802433
Saved in:
6
Credit rating score analysis
Härdle, Wolfgang
;
Phoon, K.P.
;
Lee, D.K.C.
- In:
Applied quantitative finance
,
(pp. 223-244)
.
2017
Persistent link: https://www.econbiz.de/10011794964
Saved in:
7
The fisher relationship in Nigeria
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
- In:
Journal of economics and finance
41
(
2017
)
2
,
pp. 343-353
Persistent link: https://www.econbiz.de/10011795723
Saved in:
8
Measuring and modeling risk using high-frequency data
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Pigorsch, U.
- In:
Applied quantitative finance
,
(pp. 279-294)
.
2017
Persistent link: https://www.econbiz.de/10011794967
Saved in:
9
Time varying quantile Lasso
Härdle, Wolfgang
;
Wang, Weining
;
Zboňáková, L.
- In:
Applied quantitative finance
,
(pp. 331-353)
.
2017
Persistent link: https://www.econbiz.de/10011794971
Saved in:
10
Persistence and cyclical dependence in the monthly euribor rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Journal of economics and finance
40
(
2016
)
1
,
pp. 157-171
Persistent link: https://www.econbiz.de/10011589974
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