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~language:"deu"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~subject:"Exchange rate"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Exchange rate
Time series analysis
Estimation
92
Schätzung
92
Zeitreihenanalyse
60
Theorie
58
Theory
58
USA
45
United States
45
Börsenkurs
43
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43
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Caporale, Guglielmo Maria
Bahmani-Oskooee, Mohsen
196
Gil-Alaña, Luis A.
186
Gupta, Rangan
100
Phillips, Peter C. B.
89
Franses, Philip Hans
78
Hsing, Yu
64
Tiwari, Aviral Kumar
62
Taylor, Robert
59
Moosa, Imad A.
57
Leybourne, Stephen James
54
MacDonald, Ronald
53
Perron, Pierre
46
Chang, Tsangyao
44
Harvey, Andrew C.
44
Teräsvirta, Timo
44
Koopman, Siem Jan
42
McAleer, Michael
42
Hegerty, Scott W.
40
Taylor, Mark P.
40
Arize, Augustine Chuck
37
Cheung, Yin-Wong
37
Koop, Gary
36
Lütkepohl, Helmut
36
Narayan, Paresh Kumar
35
Wohar, Mark E.
35
Harvey, David I.
34
Mills, Terence C.
33
Pierdzioch, Christian
33
Belke, Ansgar
32
Peel, David
32
Hendry, David F.
31
McMillan, David G.
31
Sarno, Lucio
31
Bollerslev, Tim
30
Hall, Stephen G.
30
Hassler, Uwe
30
Newbold, Paul
30
Beckmann, Joscha
29
Baillie, Richard
28
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Applied economics letters
7
Journal of international money and finance
6
Research in international business and finance
5
Finance research letters
4
Applied financial economics
3
Economic modelling
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International journal of finance & economics : IJFE
3
Journal of economics and finance
3
Journal of economics and finance : JEF
3
Applied economics
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of financial analysis
2
Journal of applied economics
2
Journal of forecasting
2
Oxford bulletin of economics and statistics
2
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
2
Advances in quantitative analysis of finance and accounting : a research annual
1
African development review
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African journal of economic and sustainable development
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Bulletin of economic research
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Comparative economic studies
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Computational economics
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Economics letters
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Empirica : journal of european economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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German economic review
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International advances in economic research
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Journal of economic integration
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Journal of economic surveys
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Journal of innovation and entrepreneurship : JIE
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Journal of international development : the journal of the Development Studies Association
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Open economies review
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Review of financial economics : RFE
1
Review of international economics
1
The empirical economics letters : a monthly international journal of economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
78
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
3
Exchange rate parities and Taylor rule deviations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
4
,
pp. 1809-1835
Persistent link: https://www.econbiz.de/10013440437
Saved in:
4
Inflation in the G7 countries : persistence and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Journal of economics and finance : JEF
46
(
2022
)
3
,
pp. 493-506
Persistent link: https://www.econbiz.de/10013442202
Saved in:
5
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
6
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:
7
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
8
Testing for UIP-type relationships : nonlinearities, monetary announcements and interest rate expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Open economies review
33
(
2022
)
4
,
pp. 705-749
Persistent link: https://www.econbiz.de/10013455611
Saved in:
9
Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Bulletin of economic research
74
(
2022
)
1
,
pp. 123-134
Persistent link: https://www.econbiz.de/10012819299
Saved in:
10
U.S. house prices by Census Division : persistence, trends and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International advances in economic research
29
(
2023
)
1/2
,
pp. 79-90
Persistent link: https://www.econbiz.de/10014251676
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