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~person:"Caporale, Guglielmo Maria"
~person:"Hall, Stephen G."
~subject:"Efficient market hypothesis"
~subject:"Kointegration"
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Efficient market hypothesis
Kointegration
Schätzung
141
Estimation
140
Theorie
106
Theory
105
Zeitreihenanalyse
99
Time series analysis
97
EU countries
76
EU-Staaten
76
Cointegration
74
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74
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73
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63
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62
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62
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62
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54
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fractional integration
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English
94
Author
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Caporale, Guglielmo Maria
Hall, Stephen G.
Gil-Alaña, Luis A.
69
Narayan, Paresh Kumar
68
Johansen, Søren
48
Nielsen, Morten Ørregaard
45
Chang, Tsangyao
44
Gupta, Rangan
40
Wagner, Martin
40
Bahmani-Oskooee, Mohsen
38
Tiwari, Aviral Kumar
34
Jusélius, Katarina
30
Smyth, Russell
30
Narayan, Seema
28
Herzer, Dierk
26
Westerlund, Joakim
26
Apergēs, Nikolaos
25
Banerjee, Anindya
25
Panagiōtidēs, Theodōros
24
Lütkepohl, Helmut
23
Phillips, Peter C. B.
23
Rault, Christophe
23
Trenkler, Carsten
22
Pesaran, M. Hashem
21
Shahbaz, Muhammad
20
Belke, Ansgar
17
Kirchler, Michael
17
Kunst, Robert M.
17
Rahbek, Anders
17
Dreger, Christian
16
Hatemi-J, Abdulnasser
16
Kurita, Takamitsu
16
Lee, Chien-chiang
16
Balcilar, Mehmet
15
Bohn Nielsen, Heino
15
Mahmood, Haider
15
Payne, James E.
15
Wohar, Mark E.
15
Benati, Luca
14
Di Iorio, Francesca
14
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Economics and finance working paper series
34
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5
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4
Department of Economics working papers
4
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3
Department of Economics discussion paper / Department of Economics, The University of Birmingham
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International journal of finance & economics : IJFE
3
Review of financial economics : RFE
3
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2
Discussion papers / University of Leicester, Department of Economics
2
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2
Economics of planning : an international journal devoted to the study of comparative economics
2
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2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Reihe Ökonomie
2
Reihe Ökonomie / Economics Series
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
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1
CESifo working papers
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1
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1
International review of economics & finance : IREF
1
Journal of business economics and management
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Journal of economics and finance
1
Research memorandum ACE project MEET IV
1
Review of international economics
1
Suntory Toyota International Centre for Economics and Related Disciplines
1
The South African journal of economics
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ECONIS (ZBW)
92
EconStor
2
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1
The short-run and long-run effects of trade openness on financial development : some panel evidence for Europe
Caporale, Guglielmo Maria
;
Sova, Anamaria Diana
;
Sova, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3891-3901
Persistent link: https://www.econbiz.de/10014429199
Saved in:
2
Stock market linkages between the ASEAN countries, China and the US : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
-
2019
Persistent link: https://www.econbiz.de/10011996351
Saved in:
3
Prospects for a monetary union in the East Africa community : some empirical evidence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2018
Persistent link: https://www.econbiz.de/10011995640
Saved in:
4
The day of the week effect in the crypto currency market
Caporale, Guglielmo Maria
;
Plastun, Alex
-
2017
Persistent link: https://www.econbiz.de/10011893394
Saved in:
5
Is the relationship between prices and exchange rates homogeneous?
Hall, Stephen G.
;
Hondroyiannis, George B.
; …
-
2013
Persistent link: https://www.econbiz.de/10009777843
Saved in:
6
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
7
Is there a Friday effect in financial markets?
Caporale, Guglielmo Maria
;
Plastun, Alex
-
2017
Persistent link: https://www.econbiz.de/10011631091
Saved in:
8
Testing the Fisher hypothesis in the G7 countries using i(d) techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011656667
Saved in:
9
Stock market integration in Asia : global or regional? : evidence from industry level panel convergence tests
Caporale, Guglielmo Maria
;
You, Kefei
-
2017
Persistent link: https://www.econbiz.de/10011656668
Saved in:
10
Generalized cointegration : a new concept with an application to health expenditure and health outcomes
Hall, Stephen G.
;
Swamy, Paravastu A. V. B.
;
Tavlas, …
-
2011
Persistent link: https://www.econbiz.de/10009261112
Saved in:
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