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~isPartOf:"Journal of international money and finance"
~language:"bos"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Fabozzi, Frank J."
~subject:"Estimation"
~subject:"Haftung"
~subject:"Inflation"
~subject:"Monetary policy"
~subject:"Prognoseverfahren"
~subject:"Theory"
~subject:"Time series analysis"
~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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6
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6
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Caporale, Guglielmo Maria
Fabozzi, Frank J.
Aizenman, Joshua
32
Chinn, Menzie David
20
Cheung, Yin-Wong
18
Taylor, Mark P.
15
Koedijk, Kees
13
MacDonald, Ronald
13
Phylaktis, Kate
13
Furceri, Davide
11
Lothian, James R.
11
Spiegel, Mark
11
Turnovsky, Stephen J.
10
Devereux, Michael B.
9
Fatum, Rasmus
9
Baillie, Richard
8
Beckmann, Joscha
8
Dekle, Robert
8
Hutchison, Michael M.
8
Papell, David H.
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Wu, Jyh-lin
8
Aysun, Uluc
7
Bordo, Michael D.
7
Dwyer, Gerald P. <jun.>
7
Fratzscher, Marcel
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Fuertes, Ana María
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McCauley, Robert N.
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Stracca, Livio
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Bussière, Matthieu
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Glick, Reuven
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Haan, Jakob de
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Itō, Hiro
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Loungani, Prakash
6
Minford, Patrick
6
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6
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Journal of international money and finance
The handbook of fixed income securities
15
Valuation, financial modeling, and quantitative tools
15
Applied economics
12
Applied economics letters
11
Investment management and financial management
10
The journal of portfolio management : a publication of Institutional Investor
10
The journal of fixed income
8
Computational economics
7
Economic modelling
7
International journal of finance & economics : IJFE
7
International journal of theoretical and applied finance
7
The journal of portfolio management : JPM
7
Applied financial economics
6
Economics letters
6
Finance research letters
6
Financial markets and instruments
6
International review of financial analysis
6
Journal of banking & finance
6
Research in international business and finance
6
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
Journal of economic integration
5
Journal of economics and finance
5
Applied financial economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
European journal of operational research : EJOR
4
Journal of economics and finance : JEF
4
Journal of forecasting
4
Journal of international financial markets, institutions & money
4
Review of international economics
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The journal of fixed income : JFI
4
Annals of operations research
3
Bulletin of economic research
3
Empirica : journal of european economics
3
Review of quantitative finance and accounting
3
Scottish journal of political economy : the journal of the Scottish Economic Society
3
The journal of asset management
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
China economic review : an international journal
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ECONIS (ZBW)
9
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1
What difference do new factor models make in portfolio allocation?
Fabozzi, Frank J.
;
Huang, Dashan
;
Jiang, Fuwei
;
Wang, Jiexun
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451422
Saved in:
2
Cross-border portfolio flows and news media coverage
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Fabio
- In:
Journal of international money and finance
126
(
2022
),
pp. 1-28
Persistent link: https://www.econbiz.de/10013435479
Saved in:
3
International portfolio flows and exchange rate volatility in emerging Asian markets
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Fabio
- In:
Journal of international money and finance
76
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011788040
Saved in:
4
Exchange rate uncertainty and international portfolio flows : a multivariate GARCH-in-mean approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
- In:
Journal of international money and finance
54
(
2015
),
pp. 70-92
Persistent link: https://www.econbiz.de/10011476078
Saved in:
5
Analysis of the intraday effects of economic releases on the currency market
Sun, Edward W.
;
Rezania, Omid
;
Račev, Svetlozar T.
; …
- In:
Journal of international money and finance
30
(
2011
)
4
,
pp. 692-707
Persistent link: https://www.econbiz.de/10009268786
Saved in:
6
Fiscal shocks and real exchange rate dynamics : some evidence for Latin America
Caporale, Guglielmo Maria
;
Ciferri, Davide
;
Girardi, …
- In:
Journal of international money and finance
30
(
2011
)
5
,
pp. 709-723
Persistent link: https://www.econbiz.de/10009268779
Saved in:
7
Monetary policy and the exchange rate during the Asian crisis : identification through heteroscedasticity
Caporale, Guglielmo Maria
;
Cipollini, Andrea
; …
- In:
Journal of international money and finance
24
(
2005
)
1
,
pp. 39-53
Persistent link: https://www.econbiz.de/10002610539
Saved in:
8
Cointegration and predictability of asset prices
Caporale, Guglielmo Maria
- In:
Journal of international money and finance
17
(
1998
)
3
,
pp. 441-453
Persistent link: https://www.econbiz.de/10001246598
Saved in:
9
Nominal exchange rate regimes and the stochastic behavior of real variables
Caporale, Guglielmo Maria
- In:
Journal of international money and finance
14
(
1995
)
3
,
pp. 395-415
Persistent link: https://www.econbiz.de/10001187521
Saved in:
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