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~isPartOf:"Computational economics"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"The European journal of finance"
~language:"ces"
~language:"eng"
~language:"hin"
~language:"nor"
~language:"por"
~language:"rus"
~language:"und"
~person:"Caporale, Guglielmo Maria"
~person:"Cuthbertson, Keith"
~person:"Gil-Alaña, Luis A."
~person:"Kanas, Angelos"
~person:"Wohar, Mark E."
~subject:"Börsenkurs"
~subject:"Debt crisis"
~subject:"Foreign investment"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
~subject:"Share price"
~subject:"Wirkungsanalyse"
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Börsenkurs
Debt crisis
Foreign investment
Kapitaleinkommen
Schätzung
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Wirkungsanalyse
Capital income
17
Estimation
16
Volatility
14
Volatilität
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Theorie
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Theory
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7
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fractional integration
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Time series analysis
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regime switching
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Caporale, Guglielmo Maria
Cuthbertson, Keith
Gil-Alaña, Luis A.
Kanas, Angelos
Wohar, Mark E.
Gupta, Rangan
12
McMillan, David G.
9
Ap Gwilym, Owain
6
Choudhry, Taufiq
6
Coakley, Jerry
6
Tippett, Mark
6
Afonso, António
5
Chen, Jing
5
Cheung, Yin-Wong
5
Ma, Feng
5
Murinde, Victor
5
Nitzsche, Dirk
5
Pierdzioch, Christian
5
Salisu, Afees A.
5
Song, Xiaojing
5
Tiwari, Aviral Kumar
5
Bessler, Wolfgang
4
Bredin, Donal
4
Copeland, Laurence S.
4
Dunis, Christian
4
Green, Christopher J.
4
Hwang, Soosung
4
Koutmos, Gregory
4
Lee, Chien-chiang
4
Mills, Terence C.
4
Muradoğlu, Gülnur
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Parhi, Mamata
4
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4
Satchell, Stephen
4
Shahbaz, Muhammad
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Vivian, Andrew
4
Armada, Manuel José da Rocha
3
Armitage, Seth
3
Binner, Jane M.
3
Boubaker, Heni
3
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Computational economics
International journal of finance & economics : IJFE
The European journal of finance
CESifo working papers
113
Economics and finance working paper series
86
CESifo Working Paper
58
Discussion papers / Deutsches Institut für Wirtschaftsforschung
54
CESifo Working Paper Series
45
DIW Berlin Discussion Paper
44
Applied economics
25
Discussion paper / Centre for Economic Forecasting
24
Applied economics letters
20
Applied financial economics
15
International review of economics & finance : IREF
15
DIW Discussion Papers
14
Finance research letters
14
International review of financial analysis
14
Research in international business and finance
14
The North American journal of economics and finance : a journal of financial economics studies
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Journal of international financial markets, institutions & money
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Discussion papers of interdisciplinary research project 373
9
Economic modelling
8
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
8
Discussion paper series / IZA
7
Energy economics
7
Journal of international money and finance
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
EUI working paper / ECO
5
Journal of economics and finance
5
Journal of forecasting
5
Review of quantitative finance and accounting
5
Department of Economics working papers
4
Emerging markets, finance and trade : EMFT
4
Empirica : journal of european economics
4
Journal of economic research
4
Journal of economic studies
4
Journal of macroeconomics
4
Journal of policy modeling : JPMOD ; a social science forum of world issues
4
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ECONIS (ZBW)
30
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1
Macro-financial linkages in the high-frequency domain : economic fundamentals and the Covid-induced uncertainty channel in US and UK financial markets
Caporale, Guglielmo Maria
;
Karanasos, Menelaos
;
Yfanti, …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1581-1608
Persistent link: https://www.econbiz.de/10014533276
Saved in:
2
Greek government-debt crisis events and European financial markets : news surprises on Greek bond yields and inter-relations of European financial markets
Gillas, Konstantinos Gkillas
;
Katsiampa, Paraskevi
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4037-4054
Persistent link: https://www.econbiz.de/10014429282
Saved in:
3
The short-run and long-run effects of trade openness on financial development : some panel evidence for Europe
Caporale, Guglielmo Maria
;
Sova, Anamaria Diana
;
Sova, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3891-3901
Persistent link: https://www.econbiz.de/10014429199
Saved in:
4
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
5
Exchange rate returns and volatility : the role of time-varying rare disaster risks
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, Mark E.
- In:
The European journal of finance
25
(
2019
)
2
,
pp. 190-203
Persistent link: https://www.econbiz.de/10012206968
Saved in:
6
Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
The European journal of finance
24
(
2018
)
1/3
,
pp. 114-134
Persistent link: https://www.econbiz.de/10012244285
Saved in:
7
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
51
(
2018
)
4
,
pp. 913-940
Persistent link: https://www.econbiz.de/10011972202
Saved in:
8
Stock returns forecasting with metals : sentiment vs. fundamentals
Jordan, Steven J.
;
Vivian, Andrew
;
Wohar, Mark E.
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 458-477
Persistent link: https://www.econbiz.de/10012244340
Saved in:
9
Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
Saved in:
10
Equity flows, stock returns and exchange rates
Kanas, Angelos
;
Karkalakos, Sotirios
- In:
International journal of finance & economics : IJFE
22
(
2017
)
2
,
pp. 159-168
Persistent link: https://www.econbiz.de/10011960275
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