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~isPartOf:"CEA_372Cass working paper series"
~isPartOf:"Discussion paper / Centre for Economic Forecasting"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Finance research letters"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Härdle, Wolfgang"
~person:"Sandkamp, Alexander"
~person:"Urga, Giovanni"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Kausalanalyse"
~subject:"Regression analysis"
~subject:"Theorie"
~subject:"World"
~type:"article"
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EU-Staaten
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Schätzung
7
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6
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5
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3
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Caporale, Guglielmo Maria
Härdle, Wolfgang
Sandkamp, Alexander
Urga, Giovanni
Gupta, Rangan
34
Goodell, John W.
22
Bouri, Elie
17
Tiwari, Aviral Kumar
15
Lucey, Brian M.
14
Corbet, Shaen
13
Thornton, John
13
Baltagi, Badi H.
11
Gil-Alaña, Luis A.
11
Ji, Qiang
11
Kumbhakar, Subal
11
Roubaud, David
11
Shahzad, Syed Jawad Hussain
10
Wohar, Mark E.
10
Sensoy, Ahmet
9
Gozgor, Giray
8
Pierdzioch, Christian
8
Wei, Yu
8
Yarovaya, Larisa
8
Baur, Dirk G.
7
Demir, Ender
7
Egger, Peter
7
Stengos, Thanasēs
7
Xuan Vinh Vo
7
Zaremba, Adam
7
Aharon, David Y.
6
Apergēs, Nikolaos
6
Balcilar, Mehmet
6
Di Tommaso, Caterina
6
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6
Li, Xiao
6
Ma, Feng
6
Mensi, Walid
6
Raj, Baldev
6
Salisu, Afees A.
6
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6
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CEA_372Cass working paper series
Discussion paper / Centre for Economic Forecasting
Discussion paper series / IZA
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Finance research letters
Journal of econometrics
10
Applied economics letters
8
International review of financial analysis
8
Applied quantitative finance
7
Econometric theory
7
Economic modelling
7
International journal of finance & economics : IJFE
7
Journal of international money and finance
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Research in international business and finance
6
Applied economics
5
Applied financial economics
5
Journal of banking & finance
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Computational economics
4
Economics letters
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Journal of applied econometrics
4
Journal of economic integration
4
Journal of economics and finance
4
Journal of forecasting
4
Journal of international financial markets, institutions & money
4
Journal of the American Statistical Association : JASA
4
Oxford bulletin of economics and statistics
4
Scottish journal of political economy : the journal of the Scottish Economic Society
4
Bulletin of economic research
3
Econometric reviews
3
Empirica : journal of european economics
3
Journal of economics and finance : JEF
3
Journal of empirical finance
3
Open economies review
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Review of financial economics : RFE
3
Review of international economics
3
Statistical tools for finance and insurance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
Applied financial economics letters
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Applied quantitative finance : theory and computational tools
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ECONIS (ZBW)
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1
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:
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
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:
4
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:
5
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:
6
Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
4
,
pp. 1389-1410
Persistent link: https://www.econbiz.de/10010461103
Saved in:
7
Inflation and inflation uncertainty in the euro area
Caporale, Guglielmo Maria
;
Onorante, Luca
;
Paesani, Paolo
- In:
Empirical economics : a journal of the Institute for …
43
(
2012
)
2
,
pp. 597-615
Persistent link: https://www.econbiz.de/10009630335
Saved in:
8
Long memory at the long run and at the cyclical frequencies : modelling real wages in England ; 1260-1994
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
31
(
2006
)
1
,
pp. 83-93
Persistent link: https://www.econbiz.de/10003307049
Saved in:
9
The effect of uncertainty on UK investment authorisation : homogenous vs. heterogeneous estimators
Driver, Ciaran F.
;
Imai, Katsushi
;
Temple, Paul
;
Urga, …
- In:
Empirical economics : a journal of the Institute for …
29
(
2004
)
1
,
pp. 115-128
Persistent link: https://www.econbiz.de/10001863286
Saved in:
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