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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:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Härdle, Wolfgang"
~person:"Sandkamp, Alexander"
~person:"Urga, Giovanni"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Macroeconometrics"
~subject:"Regression analysis"
~subject:"World"
~subject:"Zinsstruktur"
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Zinsstruktur
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45
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Caporale, Guglielmo Maria
Härdle, Wolfgang
Sandkamp, Alexander
Urga, Giovanni
Addison, John T.
44
Zimmermann, Klaus F.
42
Wagner, Joachim
40
Brunello, Giorgio
36
Heshmati, Almas
34
Rycx, François
34
Berg, Gerard J. van den
29
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28
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27
Pittis, Nikitas
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Constant, Amelie
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Pastore, Francesco
26
Schneider, Friedrich
26
Jenkins, Stephen
25
Woessmann, Ludger
25
Chiswick, Barry R.
24
Ours, Jan C. van
24
Bauer, Thomas K.
23
Kahanec, Martin
22
Martins, Pedro S.
22
Peichl, Andreas
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Portugal, Pedro
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Riphahn, Regina T.
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Schnabel, Claus
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Vivarelli, Marco
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Caliendo, Marco
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Sunde, Uwe
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Ham, Maarten van
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Oswald, Andrew J.
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Tansel, Aysıt
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Campos, Nauro
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Cobb-Clark, Deborah A.
18
Grund, Christian
18
Rault, Christophe
18
Rosholm, Michael
18
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18
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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
Journal of financial econometrics : official journal of the Society for Financial Econometrics
CESifo working papers
115
Economics and finance working paper series
81
SFB 649 discussion paper
71
CESifo Working Paper
50
Discussion papers / Deutsches Institut für Wirtschaftsforschung
50
CESifo Working Paper Series
43
DIW Berlin Discussion Paper
37
Discussion papers of interdisciplinary research project 373
26
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
22
Applied economics letters
7
DIW Discussion Papers
7
International review of financial analysis
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of econometrics
6
Journal of international money and finance
6
Research in international business and finance
6
Applied economics
4
Applied quantitative finance
4
Economic modelling
4
Finance research 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 banking & finance
4
Applied financial economics
3
Department of Economics working papers
3
Discussion paper / Centre for Economic Policy Research
3
Empirica : journal of european economics
3
IRTG 1792 discussion paper
3
International journal of finance & economics : IJFE
3
Journal of economics and finance
3
Journal of economics and finance : JEF
3
Open economies review
3
Review of financial economics : RFE
3
Review of international economics
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Bulletin of economic research
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ECONIS (ZBW)
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1
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:
2
Asymmetric jump beta estimation with implications forportfolio risk management
Alexeev, Vitali
;
Urga, Giovanni
;
Yao, Wenying
-
2017
Persistent link: https://www.econbiz.de/10012806610
Saved in:
3
High- and low-frequency correlations in European government bond spreads and their macroeconomic drivers
Boffelli, Simona
;
Skintzi, Vasiliki D.
;
Urga, Giovanni
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
1
,
pp. 62-105
Persistent link: https://www.econbiz.de/10011658739
Saved in:
4
On the instability of long-run money demand and the welfare cost of inflation in the U.S.
Mogliani, Matteo
;
Urga, Giovanni
-
2017
Persistent link: https://www.econbiz.de/10013369927
Saved in:
5
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:
6
A frequency-specific factorization to identify commonalities with an application to the European bond markets
Boffelli, Simona
;
Novotný, Jan
;
Urga, Giovanni
-
2014
Persistent link: https://www.econbiz.de/10010440740
Saved in:
7
High- and low-frequency correlations in European Government bond spreads and their macroeconomic drivers
Boffelli, Simona
;
Urga, Giovanni
-
2014
Persistent link: https://www.econbiz.de/10010440731
Saved in:
8
Interconnectedness and systemic risk of European banks over the recent crises
Bellavite Pellegrini, Carlo
;
Meoli, Michele
; …
-
2014
Persistent link: https://www.econbiz.de/10010440755
Saved in:
9
Macroannouncements, bond auctions and rating actions in the European Government bond spreads
Boffelli, Simona
;
Urga, Giovanni
-
2014
Persistent link: https://www.econbiz.de/10010440733
Saved in:
10
Trading price jump clusters in foreign exchange markets
Novotný, Jan
;
Petrov, Dmitri
;
Urga, Giovanni
-
2014
Persistent link: https://www.econbiz.de/10010440725
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