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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of development economics"
~isPartOf:"Journal of economic integration"
~isPartOf:"Journal of forecasting"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Lien, Da-hsiang Donald"
~type_genre:"Article in journal"
~type_genre:"Article"
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Caporale, Guglielmo Maria
Lien, Da-hsiang Donald
Goodell, John W.
33
McKenzie, David J.
24
Gupta, Rangan
23
Bouri, Elie
19
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International review of financial analysis
Journal of development economics
Journal of economic integration
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51
International review of economics & finance : IREF
34
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ECONIS (ZBW)
31
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31
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1
Forecasting volatilities of oil and gas assets : a comparison of GAS, GARCH, and EGARCH models
Xu, Yingying
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 259-278
Persistent link: https://www.econbiz.de/10012817733
Saved in:
2
The global latent factor and international index futures returns predictability
Chang, Shu-Lien
;
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 514-538
Persistent link: https://www.econbiz.de/10013166158
Saved in:
3
Which affects stock performances more, words or deeds of the key person?
Xu, Yingying
;
Lien, Da-hsiang Donald
- In:
International review of financial analysis
84
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013472899
Saved in:
4
The winner's curse in high-tech enterprise certification : evidence from stock price crash risk
Bai, Min
;
Li, Shihe
;
Lien, Da-hsiang Donald
;
Yu, Chia-Feng
- In:
International review of financial analysis
82
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013426230
Saved in:
5
Global and regional stock market integration in Asia : a panel convergence approach
Caporale, Guglielmo Maria
;
You, Kefei
;
Chen, Lei
- In:
International review of financial analysis
65
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012208866
Saved in:
6
Persistence and cycles in the us federal funds rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
52
(
2017
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011868684
Saved in:
7
Macro news and stock returns in the Euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
International review of financial analysis
45
(
2016
),
pp. 180-188
Persistent link: https://www.econbiz.de/10011581967
Saved in:
8
Does the stock market drive herd behavior in commodity futures markets?
Demirer, Rıza
;
Lee, Hsiang-Tai
;
Lien, Da-hsiang Donald
- In:
International review of financial analysis
39
(
2015
),
pp. 32-44
Persistent link: https://www.econbiz.de/10011573052
Saved in:
9
Long-run and cyclical dynamics in the US stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Journal of forecasting
33
(
2014
)
2
,
pp. 147-161
Persistent link: https://www.econbiz.de/10010424845
Saved in:
10
On the linkages between stock prices and exchange rates : evidence from the banking crisis of 2007-2010
Caporale, Guglielmo Maria
;
Hunter, John
;
Ali, Faek Menla
- In:
International review of financial analysis
33
(
2014
),
pp. 87-103
Persistent link: https://www.econbiz.de/10010520069
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