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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~subject:"Theorie"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Theorie
Time series analysis
Estimation
92
Schätzung
92
Zeitreihenanalyse
60
Theory
58
USA
45
United States
45
Börsenkurs
43
Share price
43
Cointegration
41
Kointegration
41
Volatility
41
Volatilität
41
Aktienmarkt
33
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33
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31
Kapitaleinkommen
31
EU countries
30
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30
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25
United Kingdom
25
Fractional integration
24
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23
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23
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19
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19
Einheitswurzeltest
18
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18
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18
Zins
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Persistence
15
Welt
15
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15
fractional integration
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Emerging economies
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14
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14
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14
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96
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197
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187
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180
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96
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2
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Caporale, Guglielmo Maria
Gil-Alaña, Luis A.
191
Phillips, Peter C. B.
175
Beladi, Hamid
163
Gupta, Rangan
158
Creedy, John
145
Güth, Werner
144
Pestieau, Pierre
144
Lai, Ching-chong
140
Nijkamp, Peter
129
Turnovsky, Stephen J.
125
Marjit, Sugata
120
Mukherjee, Arijit
118
Thisse, Jacques-François
117
Franses, Philip Hans
116
Färe, Rolf
116
Tirole, Jean
116
Cremer, Helmuth
114
Long, Ngo Van
112
Acemoglu, Daron
111
Lambertini, Luca
110
Laporte, Gilbert
109
Jarrow, Robert A.
106
Tsionas, Efthymios G.
106
Cheng, T. C. E.
104
McAleer, Michael
101
Devereux, Michael B.
100
Miceli, Thomas J.
100
Kumbhakar, Subal
98
Gersbach, Hans
97
Shogren, Jason F.
97
Broll, Udo
96
Lien, Da-hsiang Donald
96
Quiggin, John C.
96
Stiglitz, Joseph E.
95
Frey, Bruno S.
93
Sappington, David Edward Michael
93
Chao, Chi-Chur
92
Laffont, Jean-Jacques
92
Moosa, Imad A.
92
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Applied economics letters
7
Economic modelling
5
Applied economics
4
Journal of economics and finance
4
Journal of international money and finance
4
Applied financial economics
3
Computational economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance research letters
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of finance & economics : IJFE
3
Journal of economic integration
3
Journal of economics and finance : JEF
3
Journal of forecasting
3
Research in international business and finance
3
Applied financial economics letters
2
Bulletin of economic research
2
Economics letters
2
Empirica : journal of european economics
2
Journal of international financial markets, institutions & money
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
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in quantitative analysis of finance and accounting : a research annual
1
African journal of economic and sustainable development
1
Annales d'économie et de statistique
1
Comparative economic studies
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
German economic review
1
Intelligent systems in accounting finance and management : international journal
1
International advances in economic research
1
International review of financial analysis
1
Journal of applied economics
1
Journal of banking & finance
1
Journal of economic studies
1
Journal of economic surveys
1
Journal of empirical finance
1
Journal of innovation and entrepreneurship : JIE
1
Journal of international development : the journal of the Development Studies Association
1
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ECONIS (ZBW)
96
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96
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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
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
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:
7
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:
8
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:
9
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:
10
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
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