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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Lien, Da-hsiang Donald"
~person:"Williams, Colin C."
~subject:"Cointegration"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Konferenzbeitrag"
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Cointegration
Zeitreihenanalyse
Theorie
155
Theory
155
Informal economy
150
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148
Estimation
117
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117
Schattenwirtschaft
100
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100
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83
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80
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80
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Caporale, Guglielmo Maria
Lien, Da-hsiang Donald
Williams, Colin C.
Gil-Alaña, Luis A.
203
Gupta, Rangan
109
Bahmani-Oskooee, Mohsen
106
Phillips, Peter C. B.
106
Chang, Tsangyao
92
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78
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73
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71
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66
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58
Narayan, Paresh Kumar
58
Leybourne, Stephen James
57
Perron, Pierre
50
Moosa, Imad A.
49
Apergēs, Nikolaos
48
Teräsvirta, Timo
44
Harvey, Andrew C.
43
Koopman, Siem Jan
42
McAleer, Michael
42
Payne, James E.
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Koop, Gary
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Lee, Chien-chiang
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Johansen, Søren
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35
Saikkonen, Pentti
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33
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32
Herzer, Dierk
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Mills, Terence C.
32
Wohar, Mark E.
32
Arize, Augustine Chuck
31
Hassler, Uwe
31
Newbold, Paul
31
Robinson, Peter M.
31
Balcilar, Mehmet
30
Granger, C. W. J.
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Applied economics letters
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International journal of finance & economics : IJFE
5
Research in international business and finance
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4
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3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International review of financial analysis
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3
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of business and economics
2
Oxford bulletin of economics and statistics
2
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Advances in quantitative analysis of finance and accounting : a research annual
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African development review
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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 international development : the journal of the Development Studies Association
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ECONIS (ZBW)
95
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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
Hedging performance of volatility index futures : a partial cointegration approach
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
;
Sheu, Her-jiun
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 265-294
Persistent link: https://www.econbiz.de/10014342031
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
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:
6
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:
7
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:
8
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:
9
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 and trade : EMFT
58
(
2022
)
5
,
pp. 1502-1514
Persistent link: https://www.econbiz.de/10013167095
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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