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~person:"Caporale, Guglielmo Maria"
~subject:"Efficient market hypothesis"
~subject:"Kointegration"
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Efficient market hypothesis
Kointegration
Schätzung
130
Estimation
129
Zeitreihenanalyse
90
Time series analysis
88
Theorie
71
Theory
70
USA
68
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67
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63
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62
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62
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52
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52
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51
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51
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36
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fractional integration
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English
79
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Caporale, Guglielmo Maria
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
Rault, Christophe
24
Hall, Stephen G.
23
Lütkepohl, Helmut
23
Phillips, Peter C. B.
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
Payne, James E.
16
Balcilar, Mehmet
15
Bohn Nielsen, Heino
15
Mahmood, Haider
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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4
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3
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3
Department of Economics discussion paper / Department of Economics, The University of Birmingham
3
International journal of finance & economics : IJFE
3
Review of financial economics : RFE
3
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2
Discussion papers / The Centre for International Macroeconomics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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2
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2
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2
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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
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1
Empirica : journal of european economics
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International review of economics & finance : IREF
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ECONIS (ZBW)
77
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
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
6
Is there a Friday effect in financial markets?
Caporale, Guglielmo Maria
;
Plastun, Alex
-
2017
Persistent link: https://www.econbiz.de/10011631091
Saved in:
7
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:
8
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:
9
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:
10
Price gaps : another market anomaly?
Caporale, Guglielmo Maria
;
Plastun, Alex
-
2016
Persistent link: https://www.econbiz.de/10011539676
Saved in:
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