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~subject:"Capital income"
~subject:"Purchasing power parity"
~subject:"Welt"
~type_genre:"Article in journal"
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Search: person:"Caporale, Guglielmo Maria"
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Capital income
Purchasing power parity
Welt
Estimation
93
Schätzung
93
Time series analysis
61
Zeitreihenanalyse
61
Theorie
59
Theory
59
USA
45
United States
45
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43
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43
Cointegration
41
Kointegration
41
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41
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41
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33
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EU countries
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25
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25
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24
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24
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24
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19
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18
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18
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18
Zins
18
World
16
fractional integration
16
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15
Finanzkrise
15
Persistence
15
Emerging economies
14
Schwellenländer
14
ARCH model
13
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63
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161
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149
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145
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145
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63
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1
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62
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Caporale, Guglielmo Maria
63
Gil-Alaña, Luis A.
20
Plastun, Alex
14
Spagnolo, Nicola
9
Pittis, Nikitas
7
Spagnolo, Fabio
6
Ali, Faek Menla
3
Anderl, Christina
3
Ciferri, Davide
3
Makarenko, Inna
3
Babalos, Vassilios
2
Girardi, Alessandro
2
Hadj Amor, Thouraya
2
Hanck, Christoph
2
Kalyvitēs, Sarantēs
2
Kang, Woo-Young
2
Oliinyk, Viktor
2
Philippas, Nikolaos
2
Rault, Christophe
2
Sova, Anamaria Diana
2
Sova, Robert
2
Beirne, John
1
Boyd, Derick A. C.
1
Cerrato, Mario
1
Erdogan, Burcu
1
Girardi Isae, Alessandro
1
Gregoriou, Andros
1
Hassapis, Christis
1
Kostakis, Alexandros
1
Kuzin, Vladimir
1
Lovcha, Yuliya
1
Martin-Valmayor, Miguel
1
Martin-Valmayor, Miguel Ángel
1
Mudida, Robert
1
Poza, Carlos
1
Puertolas, Francisco
1
Sakellis, Panayiotis
1
Schulze-Ghattas, Marianne
1
Smith, Ron
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Sousa, Ricardo M.
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Applied financial economics
4
Applied economics letters
3
Finance research letters
3
Financial markets and portfolio management
3
International journal of finance & economics : IJFE
3
Journal of economics and finance : JEF
3
Journal of international money and finance
3
Computational economics
2
Economics letters
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Investment management and financial innovations
2
Journal of applied economics
2
Research in international business and finance
2
The European journal of finance
2
African development review
1
Applied financial economics letters
1
China economic review : an international journal
1
Cogent economics & finance
1
Ekonomia : the journal of the Cyprus Economic Society
1
Emerging markets review
1
Empirica : journal of european economics
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International review of applied economics
1
International review of financial analysis
1
Journal of economic development
1
Journal of economic integration : jei
1
Journal of economic studies
1
Journal of economics and finance
1
Journal of international development : the journal of the Development Studies Association
1
Journal of international financial markets, institutions & money
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Review of financial economics : RFE
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
The Manchester School
1
The South African journal of economics
1
The empirical economics letters : a monthly international journal of economics
1
The journal of international trade & economic development
1
The journal of investment strategies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
63
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51
Testing for persistence in mutual fund performance and ex-post verification problem : evidence from the Greek market
Babalos, Vassilios
;
Caporale, Guglielmo Maria
; …
- In:
The European journal of finance
14
(
2008
)
7/8
,
pp. 735-753
Persistent link: https://www.econbiz.de/10003816554
Saved in:
52
Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics letters
2
(
2006
)
1
,
pp. 9-12
Persistent link: https://www.econbiz.de/10003301505
Saved in:
53
Panel data tests of PPP : a critical overview
Caporale, Guglielmo Maria
;
Cerrato, Mario
- In:
Applied financial economics
16
(
2006
)
1/2
,
pp. 73-91
Persistent link: https://www.econbiz.de/10003291805
Saved in:
54
Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
4
,
pp. 327-340
Persistent link: https://www.econbiz.de/10002375332
Saved in:
55
Feedbacks between mutual fund flows and security returns : evidence from the Greek capital market
Caporale, Guglielmo Maria
;
Philippas, Nikolaos
;
Pittis, …
- In:
Applied financial economics
14
(
2004
)
14
,
pp. 981-989
Persistent link: https://www.econbiz.de/10002377735
Saved in:
56
Long rage dependence in daily stock returns
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
14
(
2004
)
6
,
pp. 375-383
Persistent link: https://www.econbiz.de/10001970911
Saved in:
57
Testing for PPP : the erratic behaviour of unit root tests
Caporale, Guglielmo Maria
;
Pittis, Nikitas
;
Sakellis, …
- In:
Economics letters
80
(
2003
)
2
,
pp. 277-284
Persistent link: https://www.econbiz.de/10001774211
Saved in:
58
Revisiting the long-run relationship between real exchange rates and real interest differentials : a productivity differential approach
Caporale, Guglielmo Maria
;
Pittis, Nikitas
- In:
Ekonomia : the journal of the Cyprus Economic Society
5
(
2001
)
2
,
pp. 155-177
Persistent link: https://www.econbiz.de/10002150483
Saved in:
59
Testing for PPP and UIP in an FIML framework : some evidence for Germany and Japan
Caporale, Guglielmo Maria
;
Kalyvitēs, Sarantēs
; …
- In:
Journal of policy modeling : JPMOD ; a social science …
23
(
2001
)
6
,
pp. 637-650
Persistent link: https://www.econbiz.de/10001631861
Saved in:
60
Real exchange rate effects on the balance of trade : cointegration and the Marshall-Lerner condition
Boyd, Derick A. C.
;
Caporale, Guglielmo Maria
;
Smith, Ron
- In:
International journal of finance & economics : IJFE
6
(
2001
)
3
,
pp. 187-200
Persistent link: https://www.econbiz.de/10001607383
Saved in:
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