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~person:"Caporale, Guglielmo Maria"
~person:"Frankel, Jeffrey A."
~subject:"Time series analysis"
~subject:"Wechselkurs"
~subject:"Zins"
~type_genre:"Article in journal"
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Time series analysis
Wechselkurs
Zins
Estimation
52
Schätzung
52
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49
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49
Zeitreihenanalyse
35
USA
30
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30
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25
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Caporale, Guglielmo Maria
Frankel, Jeffrey A.
Gil-Alaña, Luis A.
123
Bahmani-Oskooee, Mohsen
113
Gupta, Rangan
65
Hsing, Yu
46
Tiwari, Aviral Kumar
38
Moosa, Imad A.
36
Franses, Philip Hans
29
Hegerty, Scott W.
28
Chang, Tsangyao
27
Pierdzioch, Christian
25
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23
Peel, David
23
Baghestani, Hamid
21
Payne, James E.
21
Wohar, Mark E.
21
Arize, Augustine Chuck
20
Baek, Jungho
19
Belke, Ansgar
19
MacDonald, Ronald
19
Sosvilla-Rivero, Simón
18
Taylor, Mark P.
18
Balcilar, Mehmet
17
Narayan, Paresh Kumar
17
Österholm, Pär
17
Hassler, Uwe
16
Leybourne, Stephen James
16
McMillan, David G.
16
Beckmann, Joscha
15
Cuñado Eizaguirre, Juncal
15
Hammoudeh, Shawkat
15
Omay, Tolga
15
Sarno, Lucio
15
Sephton, Peter S.
15
Newbold, Paul
14
Apergēs, Nikolaos
13
Kandil, Magda
13
Lee, Junsoo
13
Ma, Feng
13
McAleer, Michael
13
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Applied economics letters
7
International journal of finance & economics : IJFE
5
Applied financial economics
4
Journal of economics and finance
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of economics and finance : JEF
3
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Oxford bulletin of economics and statistics
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International review of financial analysis
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Journal of international economic integration
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Seoul journal of economics
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Symposium on Mexico
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The empirical economics letters : a monthly international 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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Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
53
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1
Persistence and cycles in the us federal funds rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
52
(
2017
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011868684
Saved in:
2
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:
3
The desirability of a currency given a contrationary [contractionary] appreciation, monetary policy and concave supply relationships
Frankel, Jeffrey A.
- In:
Journal of international economic integration
3
(
1988
)
1
,
pp. 32-52
Persistent link: https://www.econbiz.de/10001152258
Saved in:
4
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
Saved in:
5
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:
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
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
9
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:
10
Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012547070
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