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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~subject:"ARCH-Modell"
~subject:"EU countries"
~subject:"Estimation"
~subject:"Konsumentenverhalten"
~subject:"Zins"
~type_genre:"Article in journal"
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ARCH-Modell
EU countries
Estimation
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Zins
Schätzung
92
Time series analysis
60
Zeitreihenanalyse
60
Theorie
58
Theory
58
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45
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45
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43
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43
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41
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fractional integration
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Caporale, Guglielmo Maria
Gupta, Rangan
219
Bahmani-Oskooee, Mohsen
169
Gil-Alaña, Luis A.
149
Apergēs, Nikolaos
130
Belke, Ansgar
120
Han, Heesup
113
Tiwari, Aviral Kumar
113
Chang, Tsangyao
104
Mattila, Anna S.
97
Wohar, Mark E.
94
Hsing, Yu
90
McAleer, Michael
84
Ma, Feng
83
Narayan, Paresh Kumar
83
Serletis, Apostolos
82
Gros, Daniel
81
Haan, Jakob de
80
Lusk, Jayson L.
79
De Grauwe, Paul
77
Egger, Peter
76
Hammoudeh, Shawkat
74
McMillan, David G.
74
Nayga, Rodolfo M.
74
Lee, Chien-chiang
73
Phau, Ian
73
Afonso, António
72
Khare, Arpita
68
Zaremba, Adam
65
Dwivedi, Yogesh Kumar
64
Nijkamp, Peter
64
Pierdzioch, Christian
64
Holmes, Mark J.
63
Loureiro, Sandra Maria Correia
62
Su, Chi-Wei
62
Tsionas, Efthymios G.
62
Cebula, Richard J.
61
Herwartz, Helmut
61
Xuan Vinh Vo
61
Bouri, Elie
60
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Applied economics letters
7
Research in international business and finance
6
Applied economics
5
Finance research letters
5
International review of financial analysis
5
Journal of international money and finance
5
Economic modelling
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International journal of finance & economics : IJFE
4
Empirica : journal of european economics
3
Journal of economics and finance
3
Open economies review
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Review of international economics
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The Manchester School
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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National Institute economic review
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Oxford bulletin of economics and statistics
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Scottish journal of political economy : the journal of the Scottish Economic Society
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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Economics letters
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Emerging markets, finance and trade : EMFT
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1
Energy policy
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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
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ECONIS (ZBW)
123
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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
Time-varying effects of the COVID-19 pandemic on stock markets and economic activity : evidence from the US and Europe
Caporale, Guglielmo Maria
;
Catik, A. Nazif
;
Helmi, …
- In:
Empirica : journal of european economics
51
(
2024
)
2
,
pp. 529-558
Persistent link: https://www.econbiz.de/10014557642
Saved in:
4
Forecasting inflation with a zero lower bound or negative interest rates : evidence from point and density forecasts
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
The Manchester School
91
(
2023
)
3
,
pp. 171-232
Persistent link: https://www.econbiz.de/10014252210
Saved in:
5
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:
6
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:
7
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:
8
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
Saved in:
9
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:
10
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
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