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~person:"Caporale, Guglielmo Maria"
~person:"Kanbur, Ravi"
~subject:"Cointegration"
~subject:"Volatilität"
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Cointegration
Volatilität
Theorie
149
Theory
146
Schätzung
134
Estimation
133
Zeitreihenanalyse
90
Time series analysis
88
USA
77
United States
76
Einkommensverteilung
69
Income distribution
69
Poverty
68
Welt
66
World
66
Armut
65
Kointegration
64
Börsenkurs
62
Share price
62
International Development
57
EU countries
53
EU-Staaten
53
Aktienmarkt
51
Stock market
51
Volatility
50
Capital income
48
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48
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45
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44
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44
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43
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43
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42
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42
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37
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37
Großbritannien
32
United Kingdom
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English
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Caporale, Guglielmo Maria
Kanbur, Ravi
Gupta, Rangan
179
McAleer, Michael
104
Bahmani-Oskooee, Mohsen
81
Gil-Alaña, Luis A.
79
Narayan, Paresh Kumar
72
Tiwari, Aviral Kumar
66
Pierdzioch, Christian
64
Nielsen, Morten Ørregaard
58
Hammoudeh, Shawkat
54
Ma, Feng
51
Bouri, Elie
49
Johansen, Søren
48
Chang, Chia-Lin
45
Chang, Tsangyao
44
Apergēs, Nikolaos
43
Wohar, Mark E.
40
Wagner, Martin
38
Bollerslev, Tim
34
Narayan, Seema
34
Salisu, Afees A.
34
Balcilar, Mehmet
33
Mensi, Walid
33
Phillips, Peter C. B.
33
Lux, Thomas
32
McMillan, David G.
32
Shahbaz, Muhammad
32
Smyth, Russell
32
Aizenman, Joshua
31
Kunst, Robert M.
31
Spagnolo, Nicola
31
Weber, Enzo
31
Miller, Stephen M.
30
Pesaran, M. Hashem
30
Jusélius, Katarina
29
Demirer, Rıza
28
Hegerty, Scott W.
28
Kang, Sang Hoon
28
Rault, Christophe
28
Banerjee, Anindya
27
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Centre for International Macroeconomics
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Economics and finance working paper series
56
International journal of finance & economics : IJFE
5
Department of Economics working papers
4
Applied economics letters
3
Applied financial economics
3
Department of Economics discussion paper / Department of Economics, The University of Birmingham
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Review of financial economics : RFE
3
Review of international economics
3
Discussion papers / The Centre for International Macroeconomics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
IHS economics series : working paper
2
Journal of applied economics
2
Journal of economics and finance
2
Journal of economics and finance : JEF
2
Reihe Ökonomie
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied financial economics letters
1
Brunel Economics and Finance Working Paper
1
CESifo working papers
1
Computational economics
1
Discussion papers in economics
1
Economics letters
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International review of economics & finance : IREF
1
Journal of business economics and management
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The South African journal of economics
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Zagreb International Review of Economics and Business
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ECONIS (ZBW)
112
RePEc
1
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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
Volatility forecasts for the RTS stock index : option-implied volatility versus alternative methods
Caporale, Guglielmo Maria
;
Teterkina, Daria
-
2019
Persistent link: https://www.econbiz.de/10011996358
Saved in:
4
Asymmetries, uncertainty and inflation : evidence from developed and emerging economies
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Journal of economics and finance : JEF
47
(
2023
)
4
,
pp. 984-1017
Persistent link: https://www.econbiz.de/10014448593
Saved in:
5
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:
6
Bitcoin fluctuations and the frequency of price overreactions
Caporale, Guglielmo Maria
;
Plastun, Alex
;
Oliinyk, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011995725
Saved in:
7
Persistence in the Russian stock market volatility indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
Saved in:
8
On stock price overreactions : frequency, seasonality and information content
Caporale, Guglielmo Maria
;
Plastun, Alex
-
2018
Persistent link: https://www.econbiz.de/10011995735
Saved in:
9
Modelling volatility of cryptocurrencies using Markov-switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
-
2018
Persistent link: https://www.econbiz.de/10011995757
Saved in:
10
Financial integration in the GCC region : market size versus national effects
Arin, Kerim Peren
;
Caporale, Guglielmo Maria
;
Kyriacou, …
-
2018
Persistent link: https://www.econbiz.de/10011995788
Saved in:
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