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Cointegration
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Caporale, Guglielmo Maria
5
Gil-Alaña, Luis A.
2
Ali, Faek Menla
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Chen, Lei
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Hunter, John
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Spagnolo, Fabio
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International review of financial analysis
CESifo working papers
195
Economics and finance working paper series
177
Discussion papers / Deutsches Institut für Wirtschaftsforschung
89
Discussion paper / Centre for Economic Forecasting
41
International journal of finance & economics : IJFE
15
Research in international business and finance
13
Economic modelling
12
Applied economics
11
Journal of international money and finance
11
Applied economics letters
10
Applied financial economics
10
Department of Economics working papers
10
Discussion paper series / IZA
7
Finance research letters
7
Journal of economics and finance
7
Empirica : journal of european economics
6
Journal of international financial markets, institutions & money
6
Review of international economics
6
William Davidson Institute working papers series
6
Computational economics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
IHS economics series : working paper
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
Journal of forecasting
5
National Institute economic review
5
Reihe Ökonomie
5
The Manchester School
5
Department of Economics discussion paper / Department of Economics, The University of Birmingham
4
Economics letters
4
Journal of economic integration
4
Journal of economics and finance : JEF
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Bulletin of economic research
3
China economic review : an international journal
3
Cogent economics & finance
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers / The Centre for International Macroeconomics
3
Discussion papers of interdisciplinary research project 373
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Financial markets and portfolio management
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1
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:
2
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:
3
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:
4
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
Saved in:
5
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
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