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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~subject:"Estimation"
~subject:"Euro area"
~subject:"Portfolio selection"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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Estimation
Euro area
Portfolio selection
Volatilität
Schätzung
92
Time series analysis
60
Zeitreihenanalyse
60
Theorie
58
Theory
58
USA
45
United States
45
Börsenkurs
43
Share price
43
Cointegration
41
Kointegration
41
Volatility
41
Aktienmarkt
33
Stock market
33
Capital income
31
Kapitaleinkommen
31
EU countries
30
EU-Staaten
30
Großbritannien
25
United Kingdom
25
Fractional integration
24
Exchange rate
23
Wechselkurs
23
Kaufkraftparität
19
Purchasing power parity
19
Einheitswurzeltest
18
Interest rate
18
Unit root test
18
Zins
18
Persistence
15
Welt
15
World
15
fractional integration
15
Emerging economies
14
Financial crisis
14
Finanzkrise
14
Schwellenländer
14
ARCH model
13
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Article
126
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Article in journal
Bibliography included
Working Paper
297
Arbeitspapier
285
Graue Literatur
275
Non-commercial literature
275
Aufsatz in Zeitschrift
126
Aufsatz im Buch
2
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2
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1
Konferenzbeitrag
1
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English
Author
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Caporale, Guglielmo Maria
Gupta, Rangan
282
Bahmani-Oskooee, Mohsen
197
Tiwari, Aviral Kumar
147
Gil-Alaña, Luis A.
146
Apergēs, Nikolaos
117
Bouri, Elie
117
Wohar, Mark E.
116
Hammoudeh, Shawkat
115
Chang, Tsangyao
110
Fabozzi, Frank J.
107
Belke, Ansgar
106
McAleer, Michael
103
Ma, Feng
102
Narayan, Paresh Kumar
95
McMillan, David G.
88
Zaremba, Adam
86
Xuan Vinh Vo
82
Kang, Sang Hoon
81
Lee, Chien-chiang
76
Pierdzioch, Christian
76
Serletis, Apostolos
74
Mensi, Walid
72
Wong, Wing Keung
72
Faff, Robert W.
70
Balcilar, Mehmet
68
Shahbaz, Muhammad
67
De Grauwe, Paul
66
Wang, Yudong
66
Brooks, Robert
65
Salisu, Afees A.
65
Hamori, Shigeyuki
64
Nguyen, Duc Khuong
61
Yoon, Seong-min
61
Bollerslev, Tim
60
Lucey, Brian M.
60
Herwartz, Helmut
59
Kutan, Ali Mustafa
59
Moosa, Imad A.
59
Lien, Da-hsiang Donald
58
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Applied economics letters
7
Journal of international money and finance
6
Research in international business and finance
6
Finance research letters
5
International journal of finance & economics : IJFE
5
Journal of economics 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 review of financial analysis
4
Applied economics
3
Financial markets and portfolio management
3
Journal of applied economics
3
Journal of economic integration
3
Journal of economics and finance : JEF
3
Journal of international financial markets, institutions & money
3
Review of international economics
3
The Manchester School
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied financial economics
2
Bulletin of economic research
2
China economic review : an international journal
2
Computational economics
2
Empirica : journal of european economics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of international development : the journal of the Development Studies Association
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
Scottish journal of political economy : the journal of the Scottish Economic Society
2
African development review
1
Applied financial economics letters
1
Comparative economic studies
1
Defence and peace economics
1
Eastern economic journal
1
Econometric reviews
1
Economics letters
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
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ECONIS (ZBW)
126
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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
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:
3
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:
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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