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~language:"eng"
~person:"Andersen, Torben"
~person:"Brooks, Robert D."
~person:"Caporale, Guglielmo Maria"
~subject:"Cointegration"
~subject:"Singapore"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Cointegration
Singapore
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109
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109
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81
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76
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76
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73
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Andersen, Torben
Brooks, Robert D.
Caporale, Guglielmo Maria
Gupta, Rangan
193
Bahmani-Oskooee, Mohsen
154
Tiwari, Aviral Kumar
102
Bouri, Elie
95
Ma, Feng
93
Gil-Alaña, Luis A.
92
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81
Hammoudeh, Shawkat
78
Shahbaz, Muhammad
78
Apergēs, Nikolaos
69
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68
McMillan, David G.
62
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60
Chang, Tsangyao
59
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55
Mensi, Walid
54
Xuan Vinh Vo
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Balcilar, Mehmet
50
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48
Wang, Yudong
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Hamori, Shigeyuki
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Pierdzioch, Christian
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Lee, Chien-chiang
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44
Salisu, Afees A.
44
Zhang, Yaojie
44
Corbet, Shaen
42
Hegerty, Scott W.
42
Arize, Augustine Chuck
40
Demirer, Rıza
39
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39
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39
Yoon, Seong-min
39
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38
Roubaud, David
38
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37
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Research in international business and finance
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Empirica : journal of european economics
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ECONIS (ZBW)
121
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121
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1
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:
2
Asymmetries, uncertainty and inflation : evidence from developed and emerging economies
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Journal of economics and finance : JEF
47
(
2023
)
4
,
pp. 984-1017
Persistent link: https://www.econbiz.de/10014448593
Saved in:
3
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
4
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:
5
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
6
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
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
Stock market linkages between the ASEAN countries, China and the US : a fractional integration/cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
- In:
Emerging markets, finance & trade : a journal of the …
58
(
2022
)
5
,
pp. 1502-1514
Persistent link: https://www.econbiz.de/10013167095
Saved in:
9
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
10
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
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