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~language:"eng"
~language:"mul"
~person:"Caporale, Guglielmo Maria"
~subject:"Estimation"
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation
Theory
Schätzung
92
Time series analysis
60
Zeitreihenanalyse
60
Theorie
58
USA
43
United States
43
Börsenkurs
41
Cointegration
41
Kointegration
41
Share price
41
Volatility
41
Volatilität
41
Aktienmarkt
32
Stock market
32
Capital income
31
Kapitaleinkommen
31
EU countries
29
EU-Staaten
29
Großbritannien
25
United Kingdom
25
Fractional integration
24
Exchange rate
23
Wechselkurs
23
Kaufkraftparität
19
Purchasing power parity
19
Einheitswurzeltest
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Interest rate
18
Unit root test
18
Zins
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Persistence
15
Welt
15
World
15
fractional integration
15
Emerging economies
14
Schwellenländer
14
ARCH model
13
ARCH-Modell
13
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Article
122
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Article in journal
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243
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243
Graue Literatur
236
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236
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Caporale, Guglielmo Maria
Gupta, Rangan
244
Bahmani-Oskooee, Mohsen
180
Beladi, Hamid
165
Gil-Alaña, Luis A.
153
Phillips, Peter C. B.
153
Creedy, John
148
Güth, Werner
144
Nijkamp, Peter
144
Lai, Ching-chong
143
Pestieau, Pierre
143
Kumbhakar, Subal
129
Tsionas, Efthymios G.
129
Turnovsky, Stephen J.
127
Marjit, Sugata
122
Färe, Rolf
117
Thisse, Jacques-François
117
Acemoglu, Daron
116
Tirole, Jean
116
Cremer, Helmuth
115
Mukherjee, Arijit
115
Long, Ngo Van
112
Lien, Da-hsiang Donald
111
Jarrow, Robert A.
110
Lambertini, Luca
110
McAleer, Michael
110
Chang, Tsangyao
109
Laporte, Gilbert
106
Franses, Philip Hans
105
Egger, Peter
103
Wohar, Mark E.
103
Cheng, T. C. E.
102
Miceli, Thomas J.
101
Devereux, Michael B.
100
Heckman, James J.
100
Shogren, Jason F.
100
Wang, Ping
100
Frey, Bruno S.
99
Serletis, Apostolos
99
Tiwari, Aviral Kumar
99
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Applied economics letters
8
Economic modelling
7
International journal of finance & economics : IJFE
5
Journal of international money and finance
5
Research in international business and finance
5
Applied economics
4
Applied financial economics
4
Journal of economic integration
4
Bulletin of economic research
3
Computational economics
3
Empirica : journal of european economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance research letters
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International review of financial analysis
3
Journal of economics and finance
3
Journal of international financial markets, institutions & money
3
Scottish journal of political economy : the journal of the Scottish Economic Society
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied financial economics letters
2
Economics letters
2
Journal of economics and finance : JEF
2
Journal of forecasting
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Open economies review
2
Oxford bulletin of economics and statistics
2
Review of financial economics : RFE
2
Review of international economics
2
African development review
1
Annales d'économie et de statistique
1
China economic review : an international journal
1
Comparative economic studies
1
Defence and peace economics
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Eastern economic journal
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Econometric reviews
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
Financial markets and portfolio management
1
Intelligent systems in accounting finance and management : international journal
1
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ECONIS (ZBW)
122
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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
Aggregate insider trading and stock market volatility in the UK
Caporale, Guglielmo Maria
;
Kyriacou, Kyriacos
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014490042
Saved in:
4
Nonlinearities in the exchange rate pass-through : the role of inflation expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 86-101
Persistent link: https://www.econbiz.de/10014373714
Saved in:
5
Shadow rates as a measure of the monetary policy stance : some international evidence
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Scottish journal of political economy : the journal of …
70
(
2023
)
5
,
pp. 399-422
Persistent link: https://www.econbiz.de/10014437258
Saved in:
6
The short-run and long-run effects of trade openness on financial development : some panel evidence for Europe
Caporale, Guglielmo Maria
;
Sova, Anamaria Diana
;
Sova, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3891-3901
Persistent link: https://www.econbiz.de/10014429199
Saved in:
7
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
8
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:
9
Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Journal of economic studies
49
(
2022
)
6
,
pp. 937-959
Persistent link: https://www.econbiz.de/10013352888
Saved in:
10
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
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