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~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"
~person:"Gil-Alaña, Luis A."
~person:"Martin, Vance"
~person:"Spagnolo, Nicola"
~subject:"CAPM"
~subject:"Estimation theory"
~subject:"Purchasing power parity"
~subject:"Volatility"
~type:"book"
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CAPM
Estimation theory
Purchasing power parity
Volatility
Time series analysis
49
Zeitreihenanalyse
49
Estimation
41
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41
Theorie
36
Theory
36
USA
33
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33
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25
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21
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21
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fractional integration
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Gil-Alaña, Luis A.
Martin, Vance
Spagnolo, Nicola
Caporale, Guglielmo Maria
48
Hunter, John
10
Lee, Lung-Fei
10
Lim, Guay C.
10
Schmid, Timo
9
Giles, David E. A.
8
Henry, Ólan Thomas John
8
Lugosi, Gábor
8
Alòs, Elisa
7
Spagnolo, Fabio
7
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6
Tzavidis, Nikos
6
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5
Beirne, John
5
Creedy, John
5
Laisney, François
5
Satorra, Albert
5
Giles, Judith A.
4
Lechner, Michael
4
León, Jorge A.
4
Plastun, Alex
4
Rossi, Barbara
4
Salvati, Nicola
4
Apesteguia, Jose
3
Canova, Fabio
3
Clements, Kenneth W.
3
Costa, Alex
3
Dixon, Robert
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Galí, Jordi
3
Groß, Marcus
3
Haque, Qazi
3
Harper, Ian R.
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Hirschberg, Joseph G.
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Long Hai Vo
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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
Discussion papers / Adam Smith Business School, University of Glasgow
1
EUI working paper / ECO
1
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ECONIS (ZBW)
44
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1
Multiple equilibria and the distribution of the real exchange rate : an application to the US-Australian real exchange rate
Creedy, John
;
Lye, Jenny N.
;
Martin, Vance
-
1991
Persistent link: https://www.econbiz.de/10000829903
Saved in:
2
Threshold time series models as multimodal distribution jump processes : the MATS model
Martin, Vance
-
1990
Persistent link: https://www.econbiz.de/10000836340
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3
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:
4
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:
5
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:
6
Brexit and uncertainty in financial markets
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
-
2018
Persistent link: https://www.econbiz.de/10011995622
Saved in:
7
Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-GARCH-in-mean analysis
Babalos, Vassilios
;
Caporale, Guglielmo Maria
; …
-
2016
Persistent link: https://www.econbiz.de/10011536693
Saved in:
8
Macro news and exchange rates in the BRICS
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2016
Persistent link: https://www.econbiz.de/10011448291
Saved in:
9
Exchange rates and macro news in emerging markets
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2016
Persistent link: https://www.econbiz.de/10011448305
Saved in:
10
Testing the PPP hypothesis in the Sub-Saharan countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2012
Persistent link: https://www.econbiz.de/10009672479
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