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subject:"USA"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Caporale, Guglielmo Maria"
~person:"Pesaran, M. Hashem"
~person:"Sarno, Lucio"
~subject:"Wechselkurs"
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USA
Wechselkurs
Estimation
6
Schätzung
6
Cointegration
5
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5
Einheitswurzeltest
4
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4
United States
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Caporale, Guglielmo Maria
Pesaran, M. Hashem
Sarno, Lucio
Gil-Alaña, Luis A.
6
Härdle, Wolfgang
4
Bouri, Elie
3
Gupta, Rangan
3
Nautz, Dieter
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Saikkonen, Pentti
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Bohl, Martin T.
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Burda, Michael C.
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Herwartz, Helmut
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Kish, Richard J.
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Lanne, Markku
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Lee, Cheng F.
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Roubaud, David
2
Spokojnyj, Vladimir G.
2
Teyssière, Gilles
2
Weder, Mark
2
Yang, Lijian
2
Abdallah, Abed Al-Nasser
1
Abdallah, Wissam
1
Ahmed, Mohamed S.
1
Al-Zoubi, Haitham A.
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Albulescu, C. T.
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Alhadab, Mohammad
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Aliano, Mauro
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Anderson, Randy I.
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Białkowski, Je̜drzej
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Bouri, E.
1
Boztuğ, Yasemin
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Breitung, Jörg
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Cakan, Esin
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
CESifo working papers
35
Economics and finance working paper series
20
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
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
Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
The quarterly review of economics and finance : journal …
42
(
2002
)
3
,
pp. 599-609
Persistent link: https://www.econbiz.de/10001712171
Saved in:
2
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:
3
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
4
Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509581
Saved in:
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