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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~type:"article"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Book review"
~type_genre:"Conference paper"
~type_genre:"Conference proceedings"
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Estimation
92
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92
Time series analysis
60
Zeitreihenanalyse
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58
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58
USA
45
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45
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43
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Caporale, Guglielmo Maria
Gupta, Rangan
573
Bahmani-Oskooee, Mohsen
454
Nijkamp, Peter
413
Gil-Alaña, Luis A.
356
Cheng, T. C. E.
348
Hassan, M. Kabir
340
Apergēs, Nikolaos
337
Audretsch, David B.
324
Wright, Mike
315
Lee, Chien-chiang
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304
Tiwari, Aviral Kumar
298
Tsionas, Efthymios G.
292
Fabozzi, Frank J.
288
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285
Eichengreen, Barry
279
Hasan, Iftekhar
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Lien, Da-hsiang Donald
272
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270
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259
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255
Creedy, John
251
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251
Beladi, Hamid
247
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242
Güth, Werner
239
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238
Kumbhakar, Subal
237
Yang, Yang
236
Wohar, Mark E.
233
Shahbaz, Muhammad
231
Haan, Jakob de
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226
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International journal of finance & economics : IJFE
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9
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8
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7
Finance research letters
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International review of financial analysis
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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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China economic review : an international journal
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Cogent economics & finance
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Intelligent systems in accounting finance and management : international journal
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Investment management and financial innovations
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Journal of banking & finance
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Journal of economic development
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ECONIS (ZBW)
246
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91
Intraday anomalies and market efficiency : a trading robot analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
47
(
2016
)
2
,
pp. 275-295
Persistent link: https://www.econbiz.de/10011712348
Saved in:
92
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
93
Local banking and local economic growth in Italy : some panel evidence
Caporale, Guglielmo Maria
;
Di Colli, Stefano
;
Di Salvo, …
- In:
Applied economics
48
(
2016
)
28/30
,
pp. 2665-2674
Persistent link: https://www.econbiz.de/10011594289
Saved in:
94
Long memory in the Ukrainian stock market and financial crises
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance
40
(
2016
)
2
,
pp. 235-257
Persistent link: https://www.econbiz.de/10011658783
Saved in:
95
Macro news and stock returns in the Euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
International review of financial analysis
45
(
2016
),
pp. 180-188
Persistent link: https://www.econbiz.de/10011581967
Saved in:
96
Persistence and cyclical dependence in the monthly euribor rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Journal of economics and finance
40
(
2016
)
1
,
pp. 157-171
Persistent link: https://www.econbiz.de/10011589974
Saved in:
97
Testing unemployment theories : a multivariate long memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Lovcha, …
- In:
Journal of applied economics
19
(
2016
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10011555191
Saved in:
98
The weekend effect : an exploitable anomaly in the Ukrainian stock market?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economic studies
43
(
2016
)
6
,
pp. 954-965
Persistent link: https://www.econbiz.de/10011694413
Saved in:
99
China after 35 years of economic transition : editorial
Caporale, Guglielmo Maria
;
You, Kefei
- In:
China economic review : an international journal
34
(
2015
),
pp. 180-181
Persistent link: https://www.econbiz.de/10011459638
Saved in:
100
Exchange rate uncertainty and international portfolio flows : a multivariate GARCH-in-mean approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
- In:
Journal of international money and finance
54
(
2015
),
pp. 70-92
Persistent link: https://www.econbiz.de/10011476078
Saved in:
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