//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Discussion paper"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Journal of financial economics"
~person:"Gil-Alaña, Luis A."
~subject:"CAPM"
~subject:"Cointegration"
~subject:"Estimation theory"
~subject:"Volatility"
~type:"book"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: economics
Narrow search
Delete all filters
| 9 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Cointegration
Estimation theory
Volatility
Time series analysis
42
Zeitreihenanalyse
42
Estimation
33
Schätzung
33
USA
24
United States
24
Theorie
20
Theory
20
fractional integration
17
Kointegration
16
Großbritannien
13
United Kingdom
13
Aktienmarkt
11
Börsenkurs
11
Share price
11
Stock market
11
EU countries
10
EU-Staaten
10
Structural break
10
Strukturbruch
10
Capital income
9
Kapitaleinkommen
9
Volatilität
9
Efficient market hypothesis
8
Effizienzmarkthypothese
8
persistence
8
Interest rate
7
Zins
7
Business cycle
6
Konjunktur
6
long memory
6
Arbeitslosigkeit
5
Exchange rate
5
Financial market
5
Finanzmarkt
5
Fractional integration
5
Kaufkraftparität
5
Purchasing power parity
5
more ...
less ...
Online availability
All
Free
27
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Arbeitspapier
27
Graue Literatur
27
Non-commercial literature
27
Working Paper
27
Language
All
English
27
Author
All
Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
60
Spagnolo, Nicola
16
Hunter, John
11
Lee, Lung-Fei
10
Schmid, Timo
9
Giles, David E. A.
8
Spagnolo, Fabio
7
Tzavidis, Nikos
6
Laisney, François
5
Ali, Faek Menla
4
Beirne, John
4
Carcel, Hector
4
Giles, Judith A.
4
Lechner, Michael
4
Plastun, Alex
4
Salvati, Nicola
4
Groß, Marcus
3
Haque, Qazi
3
Koebel, Bertrand M.
3
Milas, Costas
3
Moore, Tomoe
3
Ohtani, Kazuhiro
3
Rendtel, Ulrich
3
Richmond, J.
3
Sims, Christopher A.
3
Winkelmann, Lars
3
Wu, Feng
3
Amor, Thouraya Hadj
2
Barrell, Ray
2
Bierens, Herman J.
2
Brailsford, Timothy J.
2
Burke, Simon P.
2
Bönke, Timm
2
Canepa, Alessandra
2
Ciferri, Davide
2
Clements, Kenneth W.
2
Deutsch, Joseph
2
Falk, Martin
2
Flaig, Gebhard
2
more ...
less ...
Published in...
All
Discussion paper
Economics and finance working paper series
Journal of financial economics
Department of Economics working papers
2
CESifo working papers
1
Discussion papers / The Centre for International Macroeconomics
1
ERC working papers in economics
1
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Prospects for a monetary union in the East Africa community : some empirical evidence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2018
Persistent link: https://www.econbiz.de/10011995640
Saved in:
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
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:
5
Brexit and uncertainty in financial markets
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
-
2018
Persistent link: https://www.econbiz.de/10011995622
Saved in:
6
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
7
Testing the Fisher hypothesis in the G7 countries using i(d) techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011656667
Saved in:
8
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2016
Persistent link: https://www.econbiz.de/10011448283
Saved in:
9
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520824
Saved in:
10
The relationship between health care expenditure and disposable personal income in the US States : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
-
2015
Persistent link: https://www.econbiz.de/10011284934
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->