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subject:"USA"
~isPartOf:"International economics : a journal published by CEPII (Center for research and expertise on the world economy)"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Caporale, Guglielmo Maria"
~person:"Silvapulle, Paramsothy"
~subject:"Time series analysis"
~subject:"Wechselkurs"
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USA
Time series analysis
Wechselkurs
Estimation
8
Schätzung
8
Cointegration
4
EU countries
4
EU-Staaten
4
Kointegration
4
Zeitreihenanalyse
4
Börsenkurs
3
Financial crisis
3
Finanzkrise
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Großbritannien
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Inflation
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Share price
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Theorie
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United Kingdom
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United States
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Aktienmarkt
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Zins
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dynamic panel models
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Caporale, Guglielmo Maria
Silvapulle, Paramsothy
Gil-Alaña, Luis A.
7
Bahmani-Oskooee, Mohsen
4
Cheung, Yin-Wong
4
Gupta, Rangan
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Goodhart, Charles A. E.
3
Hammoudeh, Shawkat
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Xuan Vinh Vo
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Yaya, OlaOluwa S.
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Gozgor, Giray
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Kenjegalieva, Karligash
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Levieuge, Grégory
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Ma, Feng
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Ogbonna, Ahamuefula E.
2
Salisu, Afees A.
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Shahbaz, Muhammad
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Tiwari, Aviral Kumar
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Trani, Tommaso
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Wang, Ping
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Abosedra, Salah S.
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Adekoya, Oluwasegun B.
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
International journal of finance & economics : IJFE
CESifo working papers
56
Economics and finance working paper series
44
Discussion papers / Deutsches Institut für Wirtschaftsforschung
27
CESifo Working Paper
19
CESifo Working Paper Series
19
DIW Berlin Discussion Paper
19
Discussion paper / Centre for Economic Forecasting
14
DIW Discussion Papers
7
Applied economics letters
6
Journal of international money and finance
5
Discussion papers
4
Research in international business and finance
4
Applied financial economics
3
Department of Economics working papers
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of economics and finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied financial economics letters
2
Discussion papers of interdisciplinary research project 373
2
Econometric reviews
2
Economic modelling
2
Economics and commerce : discussion papers
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Finance research letters
2
Journal of economics and finance : JEF
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Oxford bulletin of economics and statistics
2
Review of financial economics : RFE
2
African journal of economic and sustainable development
1
Bulletin of economic research
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
Comparative economic studies
1
Discussion papers / University of Leicester, Department of Economics
1
Eastern economic journal
1
Empirica : journal of european economics
1
Energy economics
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
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ECONIS (ZBW)
7
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1
Modelling the bivariate dependence structure of exchange rates before and after the introduction of the
Euro
: a semi-parametric approach
Boero, Gianna
;
Silvapulle, Paramsothy
;
Tursunalieva, Ainura
- In:
International journal of finance & economics : IJFE
16
(
2011
)
4
,
pp. 357-374
Persistent link: https://www.econbiz.de/10009508876
Saved in:
2
Long-term memory in stock market returns : international evidence
Sadique, Shibley
;
Silvapulle, Paramsothy
- In:
International journal of finance & economics : IJFE
6
(
2001
)
1
,
pp. 59-67
Persistent link: https://www.econbiz.de/10001550198
Saved in:
3
Macro-financial linkages in the high-frequency domain : economic fundamentals and the Covid-induced uncertainty channel in US and UK financial markets
Caporale, Guglielmo Maria
;
Karanasos, Menelaos
;
Yfanti, …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1581-1608
Persistent link: https://www.econbiz.de/10014533276
Saved in:
4
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
5
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
6
Testing the Fisher hypothesis in the G-7 countries using I(d) techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International economics : a journal published by CEPII …
159
(
2019
),
pp. 140-150
Persistent link: https://www.econbiz.de/10012318834
Saved in:
7
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
152
(
2017
),
pp. 116-123
Persistent link: https://www.econbiz.de/10011802433
Saved in:
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