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subject:"USA"
~isPartOf:"Economics and finance working paper series"
~person:"Caporale, Guglielmo Maria"
~person:"Pesaran, M. Hashem"
~person:"Sarno, Lucio"
~subject:"Capital income"
~subject:"Wechselkurs"
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USA
Capital income
Wechselkurs
Estimation
53
Schätzung
53
Time series analysis
33
Zeitreihenanalyse
33
Aktienmarkt
19
Cointegration
19
Kointegration
19
Stock market
19
Volatility
18
Volatilität
18
Börsenkurs
16
Share price
16
United States
16
fractional integration
15
Efficient market hypothesis
13
Effizienzmarkthypothese
13
Emerging economies
12
Kapitaleinkommen
12
Schwellenländer
12
Theorie
12
Theory
12
Großbritannien
11
United Kingdom
11
Financial crisis
9
Finanzkrise
9
International financial market
9
Internationaler Finanzmarkt
9
Market integration
9
Marktintegration
9
Kaufkraftparität
8
Purchasing power parity
8
Structural break
8
Strukturbruch
8
Welt
8
World
8
Business cycle
7
EU countries
7
EU-Staaten
7
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27
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27
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English
29
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Caporale, Guglielmo Maria
Pesaran, M. Hashem
Sarno, Lucio
Gil-Alaña, Luis A.
20
Plastun, Alex
5
Spagnolo, Nicola
4
Ali, Faek Menla
3
Hunter, John
3
Babalos, Vassilios
2
Cuñado Eizaguirre, Juncal
2
Spagnolo, Fabio
2
Balparda, Borja
1
Barrell, Ray
1
Costantini, Mauro
1
Erdogan, Burcu
1
Gil-Alana, Luis A.
1
González Pérez, María de la O
1
Gupta, Rangan
1
Jareño, Francisco
1
Kostakis, Alexandros
1
Kuzin, Vladimir
1
Makarenko, Inna
1
Moore, Tomoe
1
Nahhas, Abdulkader
1
Orlando, C. James
1
Paradiso, Antonio
1
Philippas, Nikolaos
1
Skinner, Frank S.
1
Sousa, Ricardo M.
1
Tabaghdehi, Seyedeh Asieh
1
Wang, Ping
1
You, Kefei
1
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Economics and finance working paper series
CESifo working papers
47
Discussion papers / Deutsches Institut für Wirtschaftsforschung
22
DIW Berlin Discussion Paper
21
CESifo Working Paper
20
CESifo Working Paper Series
18
Discussion paper / Centre for Economic Policy Research
14
Cambridge working papers in economics
7
DIW Discussion Papers
7
Journal of international money and finance
6
Discussion paper / Centre for Economic Forecasting
5
Discussion papers / CEPR
5
DAE working paper
4
Applied financial economics
3
Department of Economics working papers
3
Discussion paper series / IZA
3
Economic modelling
3
Journal of applied econometrics
3
Journal of money, credit and banking : JMCB
3
Research in international business and finance
3
The journal of futures markets
3
Applied economics letters
2
Computational economics
2
Discussion paper / Department of Economics, University of California San Diego
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion papers in economics
2
EMG working paper series
2
Econometric reviews
2
Empirica : journal of european economics
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
IZA Discussion Paper
2
International journal of finance & economics : IJFE
2
Journal of economics and finance
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
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ECONIS (ZBW)
29
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1
Testing for persistence in mutual fund performance and the ex post verification problem : evidence from the Greek market
Babalos, Vassilios
;
Caporale, Guglielmo Maria
; …
-
2007
Persistent link: https://www.econbiz.de/10003410801
Saved in:
2
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:
3
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:
4
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:
5
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731962
Saved in:
6
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:
7
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:
8
The weekend effect : an exploitable anomaly in the Ukrainian stock market?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520749
Saved in:
9
Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520828
Saved in:
10
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2014
Persistent link: https://www.econbiz.de/10010431600
Saved in:
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