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~person:"Caporale, Guglielmo Maria"
~person:"Cunado, Juncal"
~subject:"Stock market"
~subject:"fractional cointegration"
~type_genre:"Article in journal"
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Search: ("EU" OR "Free trade agreements" OR "Integration" OR "International trade") AND NOT isPartOf:Intereconomics
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fractional cointegration
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Caporale, Guglielmo Maria
Cunado, Juncal
Gil-Alaña, Luis A.
27
Guesmi, Khaled
15
Arouri, Mohamed
9
Ferreira, Paulo
8
Lucey, Brian M.
8
Sehgal, Sanjay
7
Amanjot Singh
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Savva, Christos S.
6
Teulon, Frédéric
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Wong, Wing Keung
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Alagidede, Paul
5
Chelley-Steeley, Patricia L.
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Corbet, Shaen
5
Dewandaru, Ginanjar
5
Hammoudeh, Shawkat
5
Iglesias, Emma M.
5
Kaabia, Olfa
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Kouretas, Georgios P.
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Lobão, Júlio
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Nguyen, Duc Khuong
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Roca, Eduardo
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Tiwari, Aviral Kumar
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Xuan Vinh Vo
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Abakah, Emmanuel Joel Aikins
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Abid, Ilyes
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Aslam, Faheem
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Balli, Faruk
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Bekaert, Geert
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Floros, Christos
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4
Guidi, Francesco
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Hatemi-J, Abdulnasser
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Jawadi, Fredj
4
Kiohos, Apostolos
4
Koulakiotis, Athanasios
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4
Manjit Singh
4
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Empirica : journal of european economics
2
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1
Defence and peace economics
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
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1
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Open economies review
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The South African journal of economics
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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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ECONIS (ZBW)
18
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1
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18
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date (oldest first)
1
Stock market linkages between the ASEAN countries, China and the US : a fractional
integration
/cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
- In:
Emerging markets, finance & trade : a journal of the …
58
(
2022
)
5
,
pp. 1502-1514
Persistent link: https://www.econbiz.de/10013167095
Saved in:
2
Global and regional financial
integration
in emerging Asia : evidence from stock markets
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
- In:
Journal of economic integration : jei
36
(
2021
)
2
,
pp. 185-202
Persistent link: https://www.econbiz.de/10012620110
Saved in:
3
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
Saved in:
4
Time-varying effects of the COVID-19 pandemic on stock markets and economic activity : evidence from the US and Europe
Caporale, Guglielmo Maria
;
Catik, A. Nazif
;
Helmi, …
- In:
Empirica : journal of european economics
51
(
2024
)
2
,
pp. 529-558
Persistent link: https://www.econbiz.de/10014557642
Saved in:
5
Financial
integration
in the GCC region : market size versus national effects
Arin, Kerim Peren
;
Caporale, Guglielmo Maria
;
Kyriacou, …
- In:
Open economies review
31
(
2020
)
2
,
pp. 309-316
Persistent link: https://www.econbiz.de/10012229747
Saved in:
6
Global and regional stock market
integration
in Asia : a panel convergence approach
Caporale, Guglielmo Maria
;
You, Kefei
;
Chen, Lei
- In:
International review of financial analysis
65
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012208866
Saved in:
7
Testing stock market convergence : a non-linear factor approach
Caporale, Guglielmo Maria
;
Erdogan, Burcu
;
Kuzin, Vladimir
- In:
Empirica : journal of european economics
42
(
2015
)
3
,
pp. 481-498
Persistent link: https://www.econbiz.de/10011485529
Saved in:
8
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:
9
The weekend effect : a fractional
integration
and trading robot analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of bonds and derivatives
3
(
2017
)
2
,
pp. 114-131
Persistent link: https://www.econbiz.de/10011807770
Saved in:
10
Youth unemployment in Europe : persistence and macroeconomic determinants
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Comparative economic studies
56
(
2014
)
4
,
pp. 581-591
Persistent link: https://www.econbiz.de/10010487651
Saved in:
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