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~isPartOf:"Economics and finance working paper series"
~isPartOf:"Journal of financial economics"
~subject:"CAPM"
~subject:"Estimation theory"
~subject:"Productivity"
~subject:"Volatility"
~type:"book"
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CAPM
Estimation theory
Productivity
Volatility
Estimation
72
Schätzung
72
Theorie
72
Theory
72
Time series analysis
53
Zeitreihenanalyse
53
Volatilität
46
Aktienmarkt
45
Stock market
45
USA
43
United States
43
Börsenkurs
40
Share price
40
Großbritannien
39
United Kingdom
39
Welt
39
World
39
EU countries
38
EU-Staaten
38
Capital income
34
Kapitaleinkommen
34
Cointegration
28
Kointegration
28
Economic growth
27
Wirtschaftswachstum
27
Financial crisis
26
Finanzkrise
26
Emerging economies
22
Schwellenländer
22
ARCH model
19
ARCH-Modell
19
Bank
19
Bankenkrise
19
Banking crisis
19
Panel
18
Panel study
18
fractional integration
17
Efficient market hypothesis
16
Effizienzmarkthypothese
16
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65
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Book / Working Paper
Article
487
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Arbeitspapier
65
Working Paper
65
Graue Literatur
57
Non-commercial literature
57
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All
English
65
Author
All
Caporale, Guglielmo Maria
39
Spagnolo, Nicola
16
Gil-Alaña, Luis A.
11
Spagnolo, Fabio
7
Hunter, John
6
Beirne, John
4
Plastun, Alex
4
Davis, E. Philip
3
Moore, Tomoe
3
Wu, Feng
3
Ali, Faek Menla
2
Barrell, Ray
2
Bhaumik, Sumon Kumar
2
Canepa, Alessandra
2
Karanasos, Menelaos
2
Kartsaklas, Aris
2
Nahhas, Abdulkader
2
Schulze-Ghattas, Marianne
2
Wang, Ping
2
Abilov, Nurdaulet
1
Abreu, Margarida
1
Al-Maadid, Alanoud
1
Amor, Thouraya Hadj
1
Antypas, Antonios
1
Arin, Kerim Peren
1
Babalos, Vassilios
1
Barassi, Marco R.
1
Barros, Carlos Pestana
1
Cabras, Stefano
1
Campos, Nauro
1
Chatterjee, Santanu
1
Chen, Qiwei
1
Ciferri, Davide
1
Coricelli, Fabrizio
1
Donadelli, Michael
1
Driffield, Nigel L.
1
Fidrmuc, Jan
1
Ghosh, Sugata
1
Girardi, Alessandro
1
Gregoriou, A.
1
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Economics and finance working paper series
Journal of financial economics
Discussion paper / Centre for Economic Policy Research
389
Working paper
316
Discussion paper series / IZA
296
CREATES research paper
249
Discussion paper
230
Discussion papers / CEPR
221
Finance and economics discussion series
219
CEMMAP working papers / Centre for Microdata Methods and Practice
189
Cowles Foundation discussion paper
165
NBER working paper series
164
NBER Working Paper
139
Cambridge working papers in economics
137
Discussion papers in economics
135
Working paper / National Bureau of Economic Research, Inc.
114
Discussion paper / Department of Economics, University of California San Diego
113
Working paper series
113
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
113
EUI working paper / ECO
100
Economics discussion papers
93
Discussion paper / University of British Columbia, Department of Economics
89
Working papers
88
LEM working paper series
86
Policy research working paper : WPS
83
Working papers / TSE : WP
83
Working papers in economics
81
Economics working paper
76
Discussion paper / School of Economics, The University of New South Wales
75
Working paper / World Institute for Development Economics Research
75
Boston College working papers in economics
72
OECD Economics Department Working Papers
72
Department of Economics working paper series
71
CESifo working papers
69
Queen's Economics Department working paper
69
Working papers in economics and econometrics
69
SpringerLink / Bücher
67
Cardiff economics working papers
66
Fisher College of Business working paper series
66
Economic research reports
64
Research paper / University of Melbourne, Department of Economics
64
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ECONIS (ZBW)
65
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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
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:
4
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:
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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