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~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics"
~isPartOf:"Discussion paper"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Journal of financial economics"
~isPartOf:"Research paper / University of Melbourne, Department of Economics"
~isPartOf:"Working papers / Universitat Pompeu Fabra, Department of Economics and Business"
~isPartOf:"Working papers in economics"
~person:"Gil-Alaña, Luis A."
~person:"Lugosi, Gábor"
~subject:"CAPM"
~subject:"Estimation theory"
~subject:"Schätzung"
~subject:"United States"
~subject:"Volatility"
~type:"book"
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CAPM
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31
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Gil-Alaña, Luis A.
Lugosi, Gábor
Caporale, Guglielmo Maria
92
Phillips, Peter C. B.
87
Lechner, Michael
35
Fair, Ray C.
22
Chen, Xiaohong
21
Creedy, John
20
Olekalns, Nilss
20
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17
Puhani, Patrick A.
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Spagnolo, Nicola
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Henry, Ólan Thomas John
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Shiller, Robert J.
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Czarnitzki, Dirk
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Frölich, Markus
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Galí, Jordi
11
Hirschberg, Joseph G.
11
Lim, Guay C.
11
Van Reenen, John
11
Falk, Martin
10
Giles, David E. A.
10
Kirchgässner, Gebhard
10
Laisney, François
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Lee, Lung-Fei
10
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9
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9
Meghir, Costas
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9
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Cowles Foundation discussion paper
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
Discussion paper
Economics and finance working paper series
Journal of financial economics
Research paper / University of Melbourne, Department of Economics
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
Working papers in economics
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5
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4
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2
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1
Persistence and cycles in the US federal funds rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2012
Persistent link: https://www.econbiz.de/10009672480
Saved in:
2
Persistence and cyclical dependence in the monthly Euribor rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2011
Persistent link: https://www.econbiz.de/10009387257
Saved in:
3
Stock market linkages between the ASEAN countries, China and the US : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
-
2019
Persistent link: https://www.econbiz.de/10011996351
Saved in:
4
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
-
2019
Persistent link: https://www.econbiz.de/10011996362
Saved in:
5
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
-
2018
Persistent link: https://www.econbiz.de/10011995632
Saved in:
6
Persistence in the Russian stock market volatility indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
Saved in:
7
Fractional integration and the persistence of UK inflation, 1210-2016
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995775
Saved in:
8
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011893067
Saved in:
9
Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011893395
Saved in:
10
Brexit and uncertainty in financial markets
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
-
2018
Persistent link: https://www.econbiz.de/10011995622
Saved in:
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