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~language:"eng"
~person:"Spagnolo, Nicola"
~subject:"Cointegration"
~subject:"Schätzung"
~subject:"Stock market"
~subject:"Volatilität"
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Cointegration
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7
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Spagnolo, Nicola
Caporale, Guglielmo Maria
80
McAleer, Michael
79
Gupta, Rangan
64
Gil-Alaña, Luis A.
47
Wagner, Joachim
44
Pierdzioch, Christian
42
Weber, Enzo
37
Döpke, Jörg
35
Chang, Chia-Lin
34
Hayo, Bernd
31
Minford, Patrick
27
Stulz, René M.
27
Guo, Hui
25
Fritsch, Michael
24
Buch, Claudia M.
22
Pesaran, M. Hashem
22
Salvanes, Kjell G.
22
Galí, Jordi
20
Miller, Stephen M.
20
Allen, David E.
19
Apergēs, Nikolaos
19
Diebold, Francis X.
18
Huber, Florian
18
Merkl, Christian
18
Theodoridis, Konstantinos
18
Timmermann, Allan
18
Görg, Holger
17
Hess, Gregory D.
17
Härdle, Wolfgang
17
Meenagh, David
17
Narayan, Paresh Kumar
17
Bauer, Thomas K.
16
Benati, Luca
16
Chiarella, Carl
16
Czarnitzki, Dirk
16
Kaiser, Ulrich
16
Tillmann, Peter
16
Bandick, Roger
15
Banerjee, Anindya
15
Belke, Ansgar
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Economics and finance working paper series
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Discussion papers / Adam Smith Business School, University of Glasgow
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ECONIS (ZBW)
15
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The impact of
business
and political news on the GCC stock markets
Al-Maadid, Alanoud
;
Caporale, Guglielmo Maria
; …
-
2018
Persistent link: https://www.econbiz.de/10011995746
Saved in:
2
Spillovers between food and energy prices and structural breaks /Alanoud Al-Maadid, Guglielmo Maria Caporale, Fabio Spagnolo and Nicola Spagnolo
Al-Maadid, Alanoud
;
Caporale, Guglielmo Maria
; …
-
2015
Persistent link: https://www.econbiz.de/10010527213
Saved in:
3
Macro news and commodity returns
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2015
Persistent link: https://www.econbiz.de/10011348459
Saved in:
4
Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010431601
Saved in:
5
Macro news and stock returns in the euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010402688
Saved in:
6
Oil price uncertainty and sectoral stock returns in China : a time-varying approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010402689
Saved in:
7
Exchange rate uncertainty and international portfolio flows
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
-
2013
Persistent link: https://www.econbiz.de/10009767876
Saved in:
8
Stock market and economic growth : evidence from three CEECs
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
-
2011
Persistent link: https://www.econbiz.de/10009387254
Saved in:
9
Stock market integration between three CEECs
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
-
2010
Persistent link: https://www.econbiz.de/10003979840
Saved in:
10
Liquidity risk, credit risk and the overnight interest rate spread : a stochastic volatility modelling approach
Beirne, John
;
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
-
2010
Persistent link: https://www.econbiz.de/10003979875
Saved in:
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