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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~language:"ita"
~person:"De Grauwe, Paul"
~person:"Gil-Alaña, Luis A."
~person:"Minford, Patrick"
~person:"Phau, Ian"
~person:"Sheth, Jagdish N."
~person:"Zaremba, Adam"
~subject:"Börsenkurs"
~subject:"EU-Mitgliedschaft"
~subject:"EU-Staaten"
~subject:"Euro area"
~subject:"Euro"
~subject:"Forecasting model"
~subject:"Share price"
~subject:"United Kingdom"
~subject:"Wechselkurs"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Government document"
~type_genre:"Konferenzbeitrag"
~type_genre:"Konferenzschrift"
~type_genre:"Textbook"
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Börsenkurs
EU-Mitgliedschaft
EU-Staaten
Euro area
Euro
Forecasting model
Share price
United Kingdom
Wechselkurs
Estimation
8
Schätzung
8
Theorie
6
Theory
6
Time series analysis
6
Zeitreihenanalyse
6
Capital income
5
Exchange rate
5
Kapitaleinkommen
5
fractional integration
5
Aktienmarkt
4
Stock market
4
Welt
4
World
4
Asset pricing
3
CAPM
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International stock markets
3
Prognoseverfahren
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Return predictability
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The cross-section of stock returns
3
Anlageverhalten
2
Behavioural finance
2
Business cycle
2
Capital market returns
2
Cointegration
2
Dynamic equilibrium
2
Dynamisches Gleichgewicht
2
EU countries
2
Geldpolitik
2
Großbritannien
2
Inflation
2
Inflation expectations
2
Inflationserwartung
2
Interest rate
2
Kapitalmarktrendite
2
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11
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Article in journal
Collection of articles written by one author
Government document
Konferenzbeitrag
Konferenzschrift
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Aufsatz in Zeitschrift
11
Language
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English
Italian
Author
All
De Grauwe, Paul
Gil-Alaña, Luis A.
Minford, Patrick
Phau, Ian
Sheth, Jagdish N.
Zaremba, Adam
Hall, Stephen G.
7
Kanas, Angelos
7
Ma, Feng
7
Afonso, António
6
Caporale, Guglielmo Maria
6
Kouretas, Georgios P.
6
Liang, Chao
6
Westerhoff, Frank H.
6
Hanaki, Nobuyuki
5
Kollmann, Robert
5
Apergēs, Nikolaos
4
Cheung, Yin-Wong
4
Coenen, Günter
4
He, Xue-zhong
4
Hommes, Cars H.
4
Li, Xiafei
4
McMillan, David G.
4
Sola, Martin
4
Wei, Yu
4
Akiyama, Eizo
3
Artis, Michael J.
3
Bask, Mikael
3
Chen, Zhonglu
3
Chinn, Menzie David
3
Choudhry, Taufiq
3
Clarida, Richard H.
3
Cogley, Timothy
3
Corgnet, Brice
3
Diks, Cees G. H.
3
Edison, Hali J.
3
Faia, Ester
3
Gardini, Laura
3
Goodhart, Charles A. E.
3
Gupta, Rangan
3
Haan, Jakob de
3
Hughes Hallett, Andrew
3
Ishikawa, Ryuichiro
3
Li, Kai
3
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International journal of finance & economics : IJFE
Journal of economic dynamics & control
Applied economics
17
Quarterly economic bulletin
17
Intereconomics : review of European economic policy
14
Open economies review
11
Research in international business and finance
10
Finance research letters
8
Journal of international money and finance
8
Journal of common market studies : JCMS
7
Applied economics letters
6
Economic modelling
6
International review of financial analysis
6
Economic research
5
Economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
European economic review : EER
5
Journal of banking & finance
5
Journal of international financial markets, institutions & money
5
Empirica : journal of european economics
4
International finance
4
Journal of empirical finance
4
Journal of forecasting
4
Pacific-Basin finance journal
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
The world economy : the leading journal on international economic relations
4
Applied financial economics
3
Computational economics
3
E-Finanse : finansowy kwartalnik internetowy
3
Economic policy : a European forum
3
Emerging markets, finance and trade : EMFT
3
European journal of political economy
3
International journal of theoretical and applied finance
3
International review of economics & finance : IREF
3
Journal of risk and financial management : JRFM
3
Oxford economic papers
3
CESifo economic studies : CESifo, a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute
2
CESifo forum : a bi-monthly journal on European economic issues
2
Copernican Journal of Finance & Accounting : CJF&A
2
Economia internazionale
2
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ECONIS (ZBW)
11
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1
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
2
Machine learning goes global : cross-sectional return predictability in international stock markets
Cakici, Nusret
;
Fieberg, Christian
;
Metko, Daniel
; …
- In:
Journal of economic dynamics & control
155
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014479641
Saved in:
3
Trade competitiveness and the aggregate returns in global stock markets
Chiah, Mardy
;
Long, Huaigang
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of economic dynamics & control
148
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014240044
Saved in:
4
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
5
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
6
Fractional integration and asymmetric volatility in European, American and Asian bull and bear markets : application to high-frequency stock data
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Shittu, …
- In:
International journal of finance & economics : IJFE
20
(
2015
)
3
,
pp. 276-290
Persistent link: https://www.econbiz.de/10011348408
Saved in:
7
The fragility of two monetary regimes : the European Monetary System and the Eurozone
De Grauwe, Paul
;
Ji, Yuemei
- In:
International journal of finance & economics : IJFE
20
(
2015
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011346623
Saved in:
8
Non-linearities in the relation between the exchange rate and its fundamentals
Altavilla, Carlo
;
De Grauwe, Paul
- In:
International journal of finance & economics : IJFE
15
(
2010
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10008702373
Saved in:
9
Exchange rate dynamics in a target zone : a heterogeneous expectations approach
Bauer, Christian
;
De Grauwe, Paul
;
Reitz, Stefan
- In:
Journal of economic dynamics & control
33
(
2009
)
2
,
pp. 329-344
Persistent link: https://www.econbiz.de/10003810039
Saved in:
10
Exchange rates and fundamentals : a non-linear relationship?
De Grauwe, Paul
;
Vansteenkiste, Isabel
- In:
International journal of finance & economics : IJFE
12
(
2007
)
1
,
pp. 37-54
Persistent link: https://www.econbiz.de/10003416329
Saved in:
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