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~isPartOf:"Discussion paper"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Fisher College of Business working paper series"
~isPartOf:"Journal of financial economics"
~isPartOf:"KBI"
~isPartOf:"NBER Working Paper"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Lechner, Michael"
~person:"Schöb, Ronnie"
~subject:"Arbeitszeit"
~subject:"CAPM"
~subject:"Estimation theory"
~subject:"Labour market policy"
~subject:"Unemployment"
~subject:"Volatility"
~subject:"Weibliche Arbeitskräfte"
~type:"book"
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Arbeitszeit
CAPM
Estimation theory
Labour market policy
Unemployment
Volatility
Weibliche Arbeitskräfte
Estimation
55
Schätzung
55
Time series analysis
49
Zeitreihenanalyse
49
Theorie
38
Theory
38
Volatilität
33
Aktienmarkt
31
Börsenkurs
31
Share price
31
Stock market
31
USA
28
United States
28
Capital income
26
Kapitaleinkommen
26
Cointegration
23
EU countries
23
EU-Staaten
23
Kointegration
23
Großbritannien
19
United Kingdom
19
fractional integration
17
Arbeitslosigkeit
14
ARCH model
13
ARCH-Modell
13
Efficient market hypothesis
13
Effizienzmarkthypothese
13
Welt
13
World
13
Emerging economies
12
Kaufkraftparität
12
Purchasing power parity
12
Schwellenländer
12
Exchange rate
11
Structural break
11
Strukturbruch
11
Wechselkurs
11
Business cycle
10
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58
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Arbeitspapier
64
Working Paper
64
Graue Literatur
61
Non-commercial literature
61
Language
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English
Author
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Caporale, Guglielmo Maria
Lechner, Michael
Schöb, Ronnie
Croux, Christophe
26
Gil-Alaña, Luis A.
18
Zhang, Lu
17
Spagnolo, Nicola
16
Micklewright, John
13
Steiner, Viktor
13
Puhani, Patrick A.
12
Hou, Kewei
10
Laisney, François
10
Lee, Lung-Fei
10
Maravall Herrero, Agustín
10
Claeskens, Gerda
9
Schmid, Timo
9
Giles, David E. A.
8
Gómez, Víctor
7
Hunter, John
7
Spagnolo, Fabio
7
Claeskens, G.
6
Karolyi, G. Andrew
6
Stulz, René M.
6
Tzavidis, Nikos
6
Watanabe, Minoru
6
Xue, Chen
6
Alfons, Andreas
5
Bartram, Söhnke M.
5
Boudt, Kris
5
Chabi-Yo, Fousseni
5
Hetschko, Clemens
5
Johansen, Søren
5
Nagy, Gyula
5
Petrongolo, Barbara
5
Beirne, John
4
Farmer, Roger E. A.
4
Fiorentini, Gabriele
4
Gelper, Sarah
4
Giles, Judith A.
4
Haan, Peter
4
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Discussion paper
EUI working paper / ECO
Economics and finance working paper series
Fisher College of Business working paper series
Journal of financial economics
KBI
NBER Working Paper
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
41
Discussion paper / Centre for Economic Policy Research
22
Discussion paper series / IZA
20
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
13
Discussion papers / Institut für Volkswirtschaftslehre und Statistik ; Department of Economics, Universität Mannheim
10
Working paper series
6
Beiträge zur angewandten Wirtschaftsforschung
5
CESifo working papers
2
Discussion papers / CEPR
2
University of St. Gallen Economics Discussion Paper
2
University of St. Gallen, Department of Economics, Discussion Paper
2
Beiträge zur angewandten Statistik
1
Brown University Economics Working Paper
1
Brunel Economics and Finance Working Paper
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Discussion papers / Adam Smith Business School, University of Glasgow
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Discussion papers in economics
1
GSBE research memoranda
1
HWWA Discussion Paper
1
HWWA discussion paper
1
IHS economics series : working paper
1
IZA Discussion Paper
1
Kiel working paper
1
Reihe Ökonomie
1
Studies in contemporary economics
1
Swiss Institute for International Economics and Applied Economic Research Working Paper
1
University of St. Gallen Department of Economics Discussion Paper
1
University of St. Gallen, Department of Economics Discussion Paper Series
1
University of St.Gallen, Department of Economics, Discussion Paper
1
University of St.Gallen, Department of Economics, Discussion Paper Series
1
Working paper series / Universiteit Gent, Faculteit Economie en Bedrijfskunde
1
Working papers / Brown University, Department of Economics
1
ZEW Economic Studies
1
ZEW Economic Studies, Publication Series of the Centre for European Economic Research (ZEW), Mannheim, Germany
1
ZEW discussion papers
1
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ECONIS (ZBW)
64
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1
International capital markets structure, preferences and puzzles : the US-China case
Caporale, Guglielmo Maria
;
Donadelli, Michael
;
Varani, …
-
2014
Persistent link: https://www.econbiz.de/10010241355
Saved in:
2
Volatility forecasts for the RTS stock index : option-implied volatility versus alternative methods
Caporale, Guglielmo Maria
;
Teterkina, Daria
-
2019
Persistent link: https://www.econbiz.de/10011996358
Saved in:
3
Bitcoin fluctuations and the frequency of price overreactions
Caporale, Guglielmo Maria
;
Plastun, Alex
;
Oliinyk, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011995725
Saved in:
4
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:
5
On stock price overreactions : frequency, seasonality and information content
Caporale, Guglielmo Maria
;
Plastun, Alex
-
2018
Persistent link: https://www.econbiz.de/10011995735
Saved in:
6
Modelling volatility of cryptocurrencies using Markov-switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
-
2018
Persistent link: https://www.econbiz.de/10011995757
Saved in:
7
Financial integration in the GCC region : market size versus national effects
Arin, Kerim Peren
;
Caporale, Guglielmo Maria
;
Kyriacou, …
-
2018
Persistent link: https://www.econbiz.de/10011995788
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
The spillovers between the Russian and other Asian and European stock markets a multivariate GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Abilov, Nurdaulet
-
2017
Persistent link: https://www.econbiz.de/10011893082
Saved in:
10
The asymmetric behaviour of Spanish unemployment persistence
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011893396
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