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subject:"USA"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Economics and finance working paper series"
~person:"Caporale, Guglielmo Maria"
~person:"Pesaran, M. Hashem"
~person:"Sarno, Lucio"
~subject:"Wechselkurs"
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USA
Wechselkurs
Estimation
56
Schätzung
56
Time series analysis
35
Zeitreihenanalyse
35
Cointegration
22
Kointegration
22
Aktienmarkt
19
Stock market
19
United States
18
Volatility
18
Volatilität
18
Börsenkurs
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Share price
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fractional integration
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Efficient market hypothesis
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Effizienzmarkthypothese
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Theorie
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Theory
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Capital income
12
Emerging economies
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Kapitaleinkommen
12
Schwellenländer
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Großbritannien
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United Kingdom
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Financial crisis
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Finanzkrise
9
International financial market
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Internationaler Finanzmarkt
9
Kaufkraftparität
9
Market integration
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Marktintegration
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Purchasing power parity
9
Einheitswurzeltest
8
Structural break
8
Strukturbruch
8
Unit root test
8
Welt
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World
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English
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Caporale, Guglielmo Maria
Pesaran, M. Hashem
Sarno, Lucio
Gil-Alaña, Luis A.
18
Härdle, Wolfgang
4
Spagnolo, Nicola
4
Ali, Faek Menla
3
Hunter, John
3
Nautz, Dieter
3
Saikkonen, Pentti
3
Burda, Michael C.
2
Cuñado Eizaguirre, Juncal
2
Herwartz, Helmut
2
Lanne, Markku
2
Spagnolo, Fabio
2
Spokojnyj, Vladimir G.
2
Teyssière, Gilles
2
Weder, Mark
2
Yang, Lijian
2
Babalos, Vassilios
1
Barrell, Ray
1
Bell, David R.
1
Boehmer, Ekkehart
1
Boztuğ, Yasemin
1
Breitung, Jörg
1
Brüggemann, Ralf
1
Candelon, Bertrand
1
Chinn, Menzie David
1
Choi, In
1
Costantini, Mauro
1
Cybakov, Aleksandr B.
1
Erdogan, Burcu
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Feldmann, David
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Fengler, Matthias R.
1
Gil-Alana, Luis A.
1
González Pérez, María de la O
1
Gupta, Rangan
1
Hafner, Christian M.
1
Hoffmann, M.
1
Jareño, Francisco
1
Kuzin, Vladimir
1
Lepskii, Oleg V.
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Economics and finance working paper series
CESifo working papers
35
CESifo Working Paper
18
Discussion papers / Deutsches Institut für Wirtschaftsforschung
17
DIW Berlin Discussion Paper
16
Discussion paper / Centre for Economic Policy Research
14
CESifo Working Paper Series
12
DIW Discussion Papers
7
Journal of international money and finance
6
Discussion paper / Centre for Economic Forecasting
5
Cambridge working papers in economics
4
Applied financial economics
3
Department of Economics working papers
3
Discussion papers / CEPR
3
Journal of applied econometrics
3
Journal of money, credit and banking : JMCB
3
The journal of futures markets
3
Applied economics letters
2
Discussion paper series / IZA
2
Econometric reviews
2
Economic modelling
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International journal of finance & economics : IJFE
2
Journal of empirical finance
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Review of financial economics : RFE
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
2
Working paper series / European Central Bank
2
An Elgar reference collection
1
Applied economics
1
Bank of Italy Temi di Discussione (Working Paper)
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
DAE working paper
1
DNB working paper
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper in financial economics : FE
1
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ECONIS (ZBW)
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1
Long memory and fractional integration in high frequency financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003979849
Saved in:
2
Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963286
Saved in:
3
Long memory and fractional integration in high frequency data on the US dollar British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731952
Saved in:
4
Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2011
Persistent link: https://www.econbiz.de/10009231360
Saved in:
5
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001470265
Saved in:
6
International portfolio flows and exchange rate volatility for emerging markets
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Fabio
-
2015
Persistent link: https://www.econbiz.de/10011448184
Saved in:
7
Testing for convergence in stock markets : a non-linear factor approach
Caporale, Guglielmo Maria
;
Erdogan, Burcu
;
Kuzin, Vladimir
-
2009
Persistent link: https://www.econbiz.de/10003880587
Saved in:
8
Exchange rates and macro news in emerging markets
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2016
Persistent link: https://www.econbiz.de/10011448305
Saved in:
9
Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-GARCH-in-mean analysis
Babalos, Vassilios
;
Caporale, Guglielmo Maria
; …
-
2016
Persistent link: https://www.econbiz.de/10011536693
Saved in:
10
A multivariate long-memory model with structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428263
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