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~isPartOf:"Economics and finance working paper series"
~isPartOf:"Journal of financial economics"
~subject:"CAPM"
~subject:"Corporate governance"
~subject:"Portfolio-Management"
~subject:"Volatility"
~type_genre:"Graue Literatur"
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CAPM
Corporate governance
Portfolio-Management
Volatility
Estimation
67
Schätzung
67
Theorie
51
Theory
51
Time series analysis
48
Zeitreihenanalyse
48
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44
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41
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41
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36
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35
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18
fractional integration
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897
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897
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65
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65
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59
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Caporale, Guglielmo Maria
40
Spagnolo, Nicola
16
Gil-Alaña, Luis A.
11
Plastun, Alex
7
Spagnolo, Fabio
7
Skinner, Frank S.
5
Beirne, John
4
Hunter, John
4
Babalos, Vassilios
3
Canepa, Alessandra
3
Moore, Tomoe
3
Ali, Faek Menla
2
Barrell, Ray
2
Gounopoulos, Dimitrios
2
Karanasos, Menelaos
2
Kartsaklas, Aris
2
Nahhas, Abdulkader
2
Philippas, Nikolaos
2
Schulze-Ghattas, Marianne
2
Wang, Ping
2
Wu, Feng
2
Abilov, Nurdaulet
1
Agyei-Ampomah, Sam
1
Al-Maadid, Alanoud
1
Amor, Thouraya Hadj
1
Antypas, Antonios
1
Arin, Kerim Peren
1
Bhaumik, Sumon Kumar
1
Booth, Laurence D.
1
Campos, Nauro
1
Chen, Qiwei
1
Ciferri, Davide
1
Davis, E. Philip
1
Donadelli, Michael
1
Elbadry, Ahmed
1
Girardi, Alessandro
1
González Pérez, María de la O
1
González, Maria
1
Hu, Yu-Wei
1
Ibnrubbian, Abdullah
1
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Economics and finance working paper series
Journal of financial economics
Discussion paper / Centre for Economic Policy Research
440
Working paper
234
Finance and economics discussion series
156
Discussion papers / CEPR
154
CREATES research paper
143
Fisher College of Business working paper series
109
Working papers
75
Working paper / National Bureau of Economic Research, Inc.
67
Cambridge working papers in economics
61
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61
Department of Economics working paper series
57
Working paper series
54
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
54
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53
Discussion papers in economics
49
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47
Working paper series / European Central Bank
47
Discussion paper series / School of Economics and Finance, the University of Hong Kong
45
The Harvard John M. Olin discussion paper series
45
CESifo working papers
44
Economics working paper
43
Meddelanden från Svenska Handelshögskolan
43
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42
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
42
Econometric Institute research papers
40
IFA working paper
40
Discussion paper series / John M. Olin Center for Law, Economics, and Business, Harvard Law School
37
Kiel working paper
36
Discussion papers in economics, finance and international competitiveness
35
Working paper / Institute for Empirical Research in Economics, University of Zürich
35
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
34
Working paper series / University of Zurich, Department of Economics
34
ERIM report series research in management
33
LEM working paper series
33
Working papers / Rodney L. White Center for Financial Research
33
Swiss Finance Institute Research Paper
32
Working papers / TSE : WP
32
Working papers series / Federal Reserve Bank of San Francisco
32
IFN working paper
31
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ECONIS (ZBW)
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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
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:
4
Price overreactions in the cryptocurrency market
Caporale, Guglielmo Maria
;
Plastun, Alex
-
2018
Persistent link: https://www.econbiz.de/10011995547
Saved in:
5
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:
6
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:
7
On stock price overreactions : frequency, seasonality and information content
Caporale, Guglielmo Maria
;
Plastun, Alex
-
2018
Persistent link: https://www.econbiz.de/10011995735
Saved in:
8
Modelling volatility of cryptocurrencies using Markov-switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
-
2018
Persistent link: https://www.econbiz.de/10011995757
Saved in:
9
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:
10
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
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