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~language:"eng"
~person:"Spagnolo, Nicola"
~subject:"Cointegration"
~subject:"Stock market"
~subject:"Volatilität"
~type_genre:"Working Paper"
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Cointegration
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7
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6
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Spagnolo, Nicola
McAleer, Michael
60
Caporale, Guglielmo Maria
47
Gupta, Rangan
25
Pierdzioch, Christian
22
Gil-Alaña, Luis A.
21
Chang, Chia-Lin
19
Weber, Enzo
18
Guo, Hui
15
Stulz, René M.
15
Allen, David E.
14
Buch, Claudia M.
13
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13
Karolyi, G. Andrew
13
Banerjee, Anindya
12
Diebold, Francis X.
12
Gannon, Gerard L.
12
Siklos, Pierre L.
11
Benati, Luca
10
Hayo, Bernd
10
Härdle, Wolfgang
10
Miller, Stephen M.
10
Andersen, Torben
9
Bollerslev, Tim
9
Hautsch, Nikolaus
9
Vespignani, Joaquin
9
Asai, Manabu
8
Döpke, Jörg
8
Hunter, John
8
Mumtaz, Haroon
8
Nielsen, Morten Ørregaard
8
Xu, Yongdeng
8
Yu, Jun
8
Ahlgren, Niklas
7
Alòs, Elisa
7
Caporin, Massimiliano
7
Cepni, Oguzhan
7
Fernández-Villaverde, Jesús
7
Gillman, Max
7
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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)
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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
Macro news and commodity returns
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2015
Persistent link: https://www.econbiz.de/10011348459
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Stock market and economic growth : evidence from three CEECs
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
-
2011
Persistent link: https://www.econbiz.de/10009387254
Saved in:
8
Stock market integration between three CEECs
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
-
2010
Persistent link: https://www.econbiz.de/10003979840
Saved in:
9
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:
10
Stock market integration between three CEECs, Russia and the UK
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
-
2010
Persistent link: https://www.econbiz.de/10003963283
Saved in:
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