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~person:"Caporale, Guglielmo Maria"
~subject:"Capital income"
~subject:"Großbritannien"
~subject:"Share price"
~subject:"fractional integration"
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Capital income
Großbritannien
Share price
fractional integration
Schätzung
131
Estimation
130
Zeitreihenanalyse
90
Time series analysis
88
Theorie
71
Theory
70
USA
68
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67
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127
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Caporale, Guglielmo Maria
Gupta, Rangan
171
Machin, Stephen
134
Gil-Alaña, Luis A.
123
Oswald, Andrew J.
83
Blundell, Richard W.
62
Minford, Patrick
61
Allen, David E.
59
Brown, Sarah
58
Green, Francis
58
Blanchflower, David G.
57
Wohar, Mark E.
55
Crafts, Nicholas
54
Pierdzioch, Christian
54
Manning, Alan
53
McAleer, Michael
53
Timmermann, Allan
53
Haskel, Jonathan
52
Walker, Ian
52
Propper, Carol
51
Taylor, Karl
51
Booth, Alison L.
48
McMillan, David G.
47
Pollitt, Michael G.
47
Van Reenen, John
47
Atkinson, Anthony B.
46
Francesconi, Marco
46
Burgess, Simon M.
44
Narayan, Paresh Kumar
44
Bryson, Alex
43
Gravelle, Hugh
43
Pesaran, M. Hashem
43
Bohl, Martin T.
42
Miller, Stephen M.
42
Sutherland, Holly
42
Girma, Sourafel
41
Street, Andrew
41
Balcilar, Mehmet
40
Tiwari, Aviral Kumar
40
Powdthavee, Nattavudh
39
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Economics and finance working paper series
64
Applied economics
5
International journal of finance & economics : IJFE
5
Applied economics letters
4
Applied financial economics
4
Department of Economics working papers
4
CESifo working papers
3
Cogent economics & finance
3
Empirica : journal of european economics
3
Journal of applied economics
3
Brunel University London, Economics and Finance Working Paper Series
2
Computational economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of economics and finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied Financial Economics
1
Applied financial economics letters
1
Brunel Economics and Finance Working Paper
1
Brunel University London, Department of Economics and Finance Working Paper Series
1
CESifo Working Paper Series
1
DIW Berlin Discussion Paper
1
Defence and peace economics
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of economics and financial issues : IJEFI
1
International review of economics & finance : IREF
1
Journal of economics and finance : JEF
1
Research in international business and finance
1
Review of financial economics : RFE
1
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The South African journal of economics
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Tourism economics : the business and finance of tourism and recreation
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
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RePEc
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91
Interest and exchange rate risk and stock returns : a multivariate Garch-M modelling approach
Beirne, John
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003641941
Saved in:
92
Multiple shift and fractional integration in the US and UK unemployment rates
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003739796
Saved in:
93
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
1999
Persistent link: https://www.econbiz.de/10001615056
Saved in:
94
Testing for persistence in mutual fund performance and the ex post verification problem : evidence from the Greek market
Babalos, Vassilios
;
Caporale, Guglielmo Maria
; …
-
2007
Persistent link: https://www.econbiz.de/10003410801
Saved in:
95
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
51
(
2018
)
4
,
pp. 913-940
Persistent link: https://www.econbiz.de/10011972202
Saved in:
96
The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
3
,
pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
Saved in:
97
Stock prices and monetary policy : an impulse response analysis
Caporale, Guglielmo Maria
;
Soliman, Alaa M.
- In:
International journal of economics and financial issues …
3
(
2013
)
3
,
pp. 701-709
Persistent link: https://www.econbiz.de/10010518966
Saved in:
98
Fractional integration and impulse responses : a bivariate application to real output in the US and the Scandinavian countries
Caporale, Guglielmo Maria
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003391559
Saved in:
99
Modelling structural breaks in the US, UK and Japanese unemployment rates
Caporale, Guglielmo Maria
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003369264
Saved in:
100
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
152
(
2017
),
pp. 116-123
Persistent link: https://www.econbiz.de/10011802433
Saved in:
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