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~person:"Spagnolo, Nicola"
~subject:"Cointegration"
~subject:"Stock market"
~subject:"Volatilität"
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Cointegration
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12
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7
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6
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Spagnolo, Nicola
McAleer, Michael
66
Caporale, Guglielmo Maria
49
Gupta, Rangan
42
Pierdzioch, Christian
26
Weber, Enzo
24
Chang, Chia-Lin
23
Gil-Alaña, Luis A.
23
Guo, Hui
23
Allen, David E.
15
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15
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14
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14
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14
Banerjee, Anindya
13
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13
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12
Miller, Stephen M.
12
Mumtaz, Haroon
12
Siklos, Pierre L.
12
Benati, Luca
11
Bollerslev, Tim
11
Caporin, Massimiliano
11
Narayan, Paresh Kumar
11
Andersen, Torben
10
Apergēs, Nikolaos
10
Döpke, Jörg
10
Hautsch, Nikolaus
10
Hayo, Bernd
10
Härdle, Wolfgang
10
Vespignani, Joaquin
10
Asai, Manabu
9
Hammoudeh, Shawkat
9
Pesaran, M. Hashem
9
Salisu, Afees A.
9
Theodoridis, Konstantinos
9
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9
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8
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8
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Discussion papers / Adam Smith Business School, University of Glasgow
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ECONIS (ZBW)
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The impact of
business
and political news on the GCC stock markets
Al-Maadid, Alanoud
;
Caporale, Guglielmo Maria
; …
-
2018
Persistent link: https://www.econbiz.de/10011995746
Saved in:
2
Macro news and commodity returns
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2015
Persistent link: https://www.econbiz.de/10011348459
Saved in:
3
Spillovers between food and energy prices and structural breaks /Alanoud Al-Maadid, Guglielmo Maria Caporale, Fabio Spagnolo and Nicola Spagnolo
Al-Maadid, Alanoud
;
Caporale, Guglielmo Maria
; …
-
2015
Persistent link: https://www.econbiz.de/10010527213
Saved in:
4
Macro news and stock returns in the euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010402688
Saved in:
5
Oil price uncertainty and sectoral stock returns in China : a time-varying approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010402689
Saved in:
6
Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010431601
Saved in:
7
Stock market and economic growth : evidence from three CEECs
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
-
2011
Persistent link: https://www.econbiz.de/10009387254
Saved in:
8
Stock market integration between three CEECs
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
-
2010
Persistent link: https://www.econbiz.de/10003979840
Saved in:
9
Liquidity risk, credit risk and the overnight interest rate spread : a stochastic volatility modelling approach
Beirne, John
;
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
-
2010
Persistent link: https://www.econbiz.de/10003979875
Saved in:
10
Stock market integration between three CEECs, Russia and the UK
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
-
2010
Persistent link: https://www.econbiz.de/10003963283
Saved in:
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