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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Finance research letters"
~language:"bos"
~language:"eng"
~language:"nor"
~person:"Caporale, Guglielmo Maria"
~person:"Long, Ngo Van"
~person:"Thisse, Jacques-François"
~subject:"Haftung"
~subject:"Inflation"
~subject:"Prognoseverfahren"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"United States"
~subject:"Welt"
~subject:"Ölpreis"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Conference paper"
~type_genre:"Multi-volume publication"
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Haftung
Inflation
Prognoseverfahren
Theory
Time series analysis
United States
Welt
Ölpreis
Estimation
6
Schätzung
6
Zeitreihenanalyse
6
Fractional integration
5
ARCH model
3
ARCH-Modell
3
Cointegration
3
Kointegration
3
USA
3
Volatility
3
Volatilität
3
Capital income
2
Efficient market hypothesis
2
Effizienzmarkthypothese
2
Fractional cointegration
2
Großbritannien
2
Kapitaleinkommen
2
Lateinamerika
2
Latin America
2
Long memory
2
Persistence
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Structural break
2
Strukturbruch
2
United Kingdom
2
Virtual currency
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Virtuelle Währung
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1260-1994
1
1948-2008
1
Aktienmarkt
1
Ankündigungseffekt
1
Announcement effect
1
Anomaly
1
BRICS
1
BRICS countries
1
BRICS-Staaten
1
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1
Basel Accord
1
Basler Akkord
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Conference paper
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9
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English
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Author
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Caporale, Guglielmo Maria
Long, Ngo Van
Thisse, Jacques-François
Gupta, Rangan
37
Goodell, John W.
22
Bouri, Elie
20
Gil-Alaña, Luis A.
16
Baltagi, Badi H.
14
Lucey, Brian M.
13
Corbet, Shaen
11
Ji, Qiang
11
Kumbhakar, Subal
11
Tiwari, Aviral Kumar
11
Roubaud, David
10
Wohar, Mark E.
10
Gozgor, Giray
9
Pierdzioch, Christian
9
Raj, Baldev
9
Shahzad, Syed Jawad Hussain
9
Mensi, Walid
8
Sensoy, Ahmet
8
Thornton, John
8
Wei, Yu
8
Zaremba, Adam
8
Aharon, David Y.
7
Baur, Dirk G.
7
Demir, Ender
7
Han, Liyan
7
Ma, Feng
7
Zhang, Wei
7
Balcilar, Mehmet
6
Franses, Philip Hans
6
Jarrow, Robert A.
6
Kunst, Robert M.
6
Miller, Stephen M.
6
Xuan Vinh Vo
6
Yousaf, Imran
6
Bekiros, Stelios
5
Boubaker, Sabri
5
Guesmi, Khaled
5
Khalfaoui, Rabeh
5
Kinateder, Harald
5
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Finance research letters
Journal of urban economics
17
European economic review : EER
12
International economic review
12
Economics letters
10
Applied economics letters
9
Journal of economic dynamics & control
9
Review of international economics
9
Journal of regional science
8
The Japanese economic review : the journal of the Japanese Economic Association
8
Journal of international economics
7
Journal of public economics
7
Regional science & urban economics
7
International journal of industrial organization
6
Journal of economics and finance
6
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
6
Journal of international money and finance
6
The journal of industrial economics
6
Applied economics
5
Applied financial economics
5
Economic modelling
5
European journal of political economy
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
International journal of finance & economics : IJFE
5
Dynamic games and applications : DGA
4
Empirica : journal of european economics
4
Journal of economics & management strategy : JEMS
4
Journal of economics and finance : JEF
4
Journal of international financial markets, institutions & money
4
Pacific economic review
4
Research in international business and finance
4
The Manchester School
4
Computational economics
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
International journal of economic theory
3
Journal of development economics
3
Journal of economic behavior & organization : JEBO
3
Journal of economic integration
3
Journal of forecasting
3
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ECONIS (ZBW)
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1
Non-linearities, cyber attacks and cryptocurrencies
Caporale, Guglielmo Maria
;
Kang, Woo-Young
;
Spagnolo, Fabio
- In:
Finance research letters
32
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012430830
Saved in:
2
Volatility persistence in the Russian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430826
Saved in:
3
The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Finance research letters
24
(
2018
),
pp. 34-41
Persistent link: https://www.econbiz.de/10011982450
Saved in:
4
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
5
The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
3
,
pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
Saved in:
6
Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
4
,
pp. 1389-1410
Persistent link: https://www.econbiz.de/10010461103
Saved in:
7
Long memory in US real output per capita
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
44
(
2013
)
2
,
pp. 591-611
Persistent link: https://www.econbiz.de/10009724140
Saved in:
8
Inflation and inflation uncertainty in the euro area
Caporale, Guglielmo Maria
;
Onorante, Luca
;
Paesani, Paolo
- In:
Empirical economics : a journal of the Institute for …
43
(
2012
)
2
,
pp. 597-615
Persistent link: https://www.econbiz.de/10009630335
Saved in:
9
Long memory at the long run and at the cyclical frequencies : modelling real wages in England ; 1260-1994
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
31
(
2006
)
1
,
pp. 83-93
Persistent link: https://www.econbiz.de/10003307049
Saved in:
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