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~isPartOf:"Economics and finance working paper series"
~isPartOf:"Journal of financial economics"
~isPartOf:"Review of financial economics : RFE"
~isPartOf:"The review of economics and statistics"
~subject:"CAPM"
~subject:"Volatility"
~type_genre:"Collection of articles of several authors"
~type_genre:"Working Paper"
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CAPM
Volatility
Theorie
78
Theory
78
Estimation
72
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72
Time series analysis
53
Zeitreihenanalyse
53
USA
52
United States
52
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47
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45
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45
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43
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43
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42
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42
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39
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fractional integration
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581
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581
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52
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48
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Caporale, Guglielmo Maria
35
Spagnolo, Nicola
16
Gil-Alaña, Luis A.
9
Spagnolo, Fabio
7
Hunter, John
5
Beirne, John
4
Plastun, Alex
4
Moore, Tomoe
3
Wu, Feng
3
Ali, Faek Menla
2
Barrell, Ray
2
Karanasos, Menelaos
2
Kartsaklas, Aris
2
Nahhas, Abdulkader
2
Schulze-Ghattas, Marianne
2
Wang, Ping
2
Abilov, Nurdaulet
1
Al-Maadid, Alanoud
1
Amor, Thouraya Hadj
1
Antypas, Antonios
1
Arin, Kerim Peren
1
Babalos, Vassilios
1
Bhaumik, Sumon Kumar
1
Campos, Nauro
1
Canepa, Alessandra
1
Chen, Qiwei
1
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1
Davis, E. Philip
1
Donadelli, Michael
1
Girardi, Alessandro
1
Gregoriou, A.
1
Gregoriou, Andros
1
Ibnrubbian, Abdullah
1
Ioannidis, C.
1
Karanasos, Menelaos G.
1
Kartsaklas, A.
1
Kourogenis, Nikolaos
1
Kyriacou, Kyriacos
1
Li, Christine
1
Makarenko, Inna
1
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Economics and finance working paper series
Journal of financial economics
Review of financial economics : RFE
The review of economics and statistics
Discussion paper / Centre for Economic Policy Research
185
Working paper
170
Finance and economics discussion series
129
CREATES research paper
128
Discussion papers / CEPR
93
Fisher College of Business working paper series
61
Department of Economics working paper series
49
Working papers
41
Discussion papers in economics
38
Econometric Institute research papers
36
Meddelanden från Svenska Handelshögskolan
34
Working paper series / European Central Bank
33
SFB 649 discussion paper
32
Working paper / National Bureau of Economic Research, Inc.
31
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
31
Cambridge working papers in economics
29
Discussion paper / Department of Business and Management Science
29
Discussion papers in economics, finance and international competitiveness
28
Economics working paper
28
LEM working paper series
28
Working paper series
28
CESifo working papers
27
Discussion paper series / IZA
26
Discussion paper series / School of Economics and Finance, the University of Hong Kong
26
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25
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
25
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
23
Research paper series / Swiss Finance Institute
23
Working papers series / Federal Reserve Bank of San Francisco
23
CFS working paper series
22
Cardiff economics working papers
21
Working paper / Department of Economics, Lund University
20
Working papers / University of Connecticut, Department of Economics
20
EUI working paper / ECO
19
Economics discussion papers
19
Kiel working paper
19
Working papers / Department of Economics, Universidad Carlos III de Madrid
19
Working papers in economics
18
ERID working paper
17
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ECONIS (ZBW)
54
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1
Exchange rates and bilateral FDI : gravity models of bilateral FDI in high income economies
Barrell, Ray
;
Nahhas, Abdulkader
;
Hunter, John
-
2017
Persistent link: https://www.econbiz.de/10011656654
Saved in:
2
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:
3
Special section: Frontiers of asset pricing
In:
Review of financial economics : RFE
22
(
2013
)
4
,
pp. 206-219
Persistent link: https://www.econbiz.de/10010442726
Saved in:
4
GMM and present value tests of the C-CAPM under transactions costs : evidence from the UK stock market
Gregoriou, A.
(
contributor
);
Ioannidis, C.
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001768430
Saved in:
5
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:
6
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:
7
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:
8
On stock price overreactions : frequency, seasonality and information content
Caporale, Guglielmo Maria
;
Plastun, Alex
-
2018
Persistent link: https://www.econbiz.de/10011995735
Saved in:
9
Modelling volatility of cryptocurrencies using Markov-switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
-
2018
Persistent link: https://www.econbiz.de/10011995757
Saved in:
10
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:
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