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~isPartOf:"Economics and finance working paper series"
~isPartOf:"Journal of financial economics"
~isPartOf:"The review of economics and statistics"
~subject:"CAPM"
~subject:"United States"
~subject:"Volatility"
~type_genre:"Working Paper"
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CAPM
United States
Volatility
Estimation
72
Schätzung
72
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71
Theory
71
Time series analysis
53
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53
Volatilität
46
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45
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45
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43
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40
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40
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39
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39
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38
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28
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25
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21
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18
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18
fractional integration
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Caporale, Guglielmo Maria
59
Gil-Alaña, Luis A.
30
Spagnolo, Nicola
16
Hunter, John
7
Spagnolo, Fabio
7
Barrell, Ray
4
Beirne, John
4
Davis, E. Philip
4
Plastun, Alex
4
Ali, Faek Menla
3
Cuñado Eizaguirre, Juncal
3
Moore, Tomoe
3
Wu, Feng
3
Fidrmuc, Jan
2
Girardi, Alessandro
2
Karanasos, Menelaos
2
Kartsaklas, Aris
2
Kyriacou, Kyriacos
2
Nahhas, Abdulkader
2
Schulze-Ghattas, Marianne
2
Wang, Ping
2
You, Kefei
2
Abilov, Nurdaulet
1
Al-Eyd, Ali
1
Al-Maadid, Alanoud
1
Amor, Thouraya Hadj
1
Antypas, Antonios
1
Arin, Kerim Peren
1
Babalos, Vassilios
1
Belot, Michèle
1
Bhaumik, Sumon Kumar
1
Campos, Nauro
1
Canepa, Alessandra
1
Chen, Qiwei
1
Ciferri, Davide
1
Costantini, Mauro
1
Donadelli, Michael
1
Erdogan, Burcu
1
Ghosh, Sugata
1
Gil-Alana, Luis A.
1
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Economics and finance working paper series
Journal of financial economics
The review of economics and statistics
Discussion paper / Centre for Economic Policy Research
1,172
Finance and economics discussion series
936
Discussion paper series / IZA
824
Working paper / National Bureau of Economic Research, Inc.
663
Working paper
547
Discussion papers / CEPR
314
Fisher College of Business working paper series
233
CESifo working papers
188
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179
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175
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173
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167
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166
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150
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149
NBER working paper series
139
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131
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130
Massachusetts Institute of Technology Department of Economics working paper series : working paper
110
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108
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107
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99
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Staff reports / Federal Reserve Bank of New York
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Boston College working papers in economics
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91
Economics working paper series
85
Cambridge working papers in economics
84
EUI working paper / ECO
84
Policy research working paper : WPS
78
CFS working paper series
77
Warwick economic research papers
77
Working papers in economics
77
Discussion paper series / School of Economics and Finance, the University of Hong Kong
68
Discussion papers / Research Seminar in International Economics, University of Michigan, School of Public Policy - Department of Economics
68
Economics discussion papers
68
Econometric Institute research papers
67
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ECONIS (ZBW)
88
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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
Business cycles, international trade and capital flows : evidence from Latin America
Caporale, Guglielmo Maria
;
Girardi, Alessandro
-
2012
Persistent link: https://www.econbiz.de/10009664453
Saved in:
4
Persistence and cycles in the US federal funds rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2012
Persistent link: https://www.econbiz.de/10009672480
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
On stock price overreactions : frequency, seasonality and information content
Caporale, Guglielmo Maria
;
Plastun, Alex
-
2018
Persistent link: https://www.econbiz.de/10011995735
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