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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Tiwari, Aviral Kumar"
~subject:"ARCH model"
~subject:"EU countries"
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Case study"
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ARCH model
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Caporale, Guglielmo Maria
Tiwari, Aviral Kumar
Nijkamp, Peter
164
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149
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144
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ECONIS (ZBW)
155
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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
An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Technological forecasting & social change : an …
186PA
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014250438
Saved in:
5
CO2 emission allowances risk prediction with gas and GARCH models
Trabelsi, Nader
;
Tiwari, Aviral Kumar
- In:
Computational economics
61
(
2023
)
2
,
pp. 775-805
Persistent link: https://www.econbiz.de/10014228462
Saved in:
6
Integration between emerging market equity and global markets : is it fundamental or noisy? : evidence from wavelet denoised volatility spillover analysis in time and frequency dom...
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Applied economics
55
(
2023
)
12
,
pp. 1312-1327
Persistent link: https://www.econbiz.de/10013554892
Saved in:
7
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:
8
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:
9
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:
10
Small and medium sized European firms and energy saving measures : the role of financing
Caporale, Guglielmo Maria
;
Donati, Cristiana
;
Spagnolo, …
- In:
Energy policy
179
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014478882
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