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~isPartOf:"Discussion paper"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Journal of financial economics"
~isPartOf:"Working papers series / Federal Reserve Bank of San Francisco"
~subject:"CAPM"
~subject:"Productivity"
~subject:"Volatility"
~type:"book"
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Caporale, Guglielmo Maria
36
Spagnolo, Nicola
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11
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9
Gil-Alaña, Luis A.
9
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4
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4
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3
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61
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:
62
On stock price overreactions : frequency, seasonality and information content
Caporale, Guglielmo Maria
;
Plastun, Alex
-
2018
Persistent link: https://www.econbiz.de/10011995735
Saved in:
63
Modelling volatility of cryptocurrencies using Markov-switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
-
2018
Persistent link: https://www.econbiz.de/10011995757
Saved in:
64
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:
65
Measuring the impact of free goods on real household consumption
Brynjolfsson, Erik
;
Collis, Avinash
;
Diewert, Walter E.
; …
-
2020
Persistent link: https://www.econbiz.de/10012144830
Saved in:
66
Uncertainty shocks and inflation dynamics in the U.S.
Haque, Qazi
;
Magnusson, Leandro M.
-
2020
Persistent link: https://www.econbiz.de/10012601651
Saved in:
67
Extending edgeworth: labour exchange and production
McLure, Michael
;
Montesano, Aldo
-
2020
Persistent link: https://www.econbiz.de/10012549171
Saved in:
68
EU cross-border banking and financial crises : empirical evidence using the gravity model
Barrell, Ray
;
Nahhas, Abdulkader
;
Hunter, John
-
2017
Persistent link: https://www.econbiz.de/10011893055
Saved in:
69
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:
70
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:
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