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subject:"USA"
~person:"Caporale, Guglielmo Maria"
~person:"Moosa, Imad A."
~subject:"Euro area"
~subject:"Theory"
~subject:"Wechselkurs"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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USA
Euro area
Theory
Wechselkurs
Estimation
139
Schätzung
139
Time series analysis
60
Zeitreihenanalyse
60
Theorie
53
United States
36
Cointegration
34
Kointegration
34
Börsenkurs
33
Share price
33
Volatility
28
Volatilität
28
Aktienmarkt
26
Stock market
26
Großbritannien
24
United Kingdom
24
Financial crisis
21
Finanzkrise
21
Capital income
20
Efficient market hypothesis
20
Effizienzmarkthypothese
20
Exchange rate
20
Fractional integration
20
Kapitaleinkommen
20
Emerging economies
19
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Welt
19
World
19
EU countries
15
EU-Staaten
15
Kaufkraftparität
15
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15
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14
Japan
14
Zins
14
Forecasting model
13
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13
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9
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Article
90
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Article in journal
Collection of articles of several authors
Working Paper
130
Arbeitspapier
114
Graue Literatur
109
Non-commercial literature
109
Aufsatz in Zeitschrift
90
Aufsatz im Buch
2
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2
Bibliografie enthalten
1
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English
90
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Caporale, Guglielmo Maria
Moosa, Imad A.
Bahmani-Oskooee, Mohsen
105
Gupta, Rangan
93
Gil-Alaña, Luis A.
63
Belke, Ansgar
53
Wohar, Mark E.
46
MacDonald, Ronald
42
Serletis, Apostolos
42
De Grauwe, Paul
37
Pierdzioch, Christian
37
Tiwari, Aviral Kumar
37
Apergēs, Nikolaos
35
Hsing, Yu
34
Sosvilla-Rivero, Simón
34
Fabozzi, Frank J.
33
Sarno, Lucio
32
Aizenman, Joshua
31
Hall, Stephen G.
28
Kumbhakar, Subal
28
Tavlas, George S.
27
Taylor, Mark P.
27
Kouretas, Georgios P.
26
McAleer, Michael
26
Schnabl, Gunther
26
Tsionas, Efthymios G.
26
Hamori, Shigeyuki
25
Semmler, Willi
25
Chang, Tsangyao
24
Jawadi, Fredj
24
Mignon, Valérie
24
Eichengreen, Barry
23
Goodhart, Charles A. E.
23
McKinnon, Ronald I.
23
Phillips, Peter C. B.
23
Balcilar, Mehmet
22
Brooks, Robert
22
Cheung, Yin-Wong
22
Hammoudeh, Shawkat
22
Hassan, M. Kabir
22
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Applied economics
10
Applied economics letters
5
Journal of international money and finance
5
Applied financial economics
4
Economic modelling
3
Journal of economics and finance
3
Economia internazionale
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
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of financial analysis
2
Journal of international financial markets, institutions & money
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Journal of post-Keynesian economics : JPKE
2
Oxford bulletin of economics and statistics
2
Research in international business and finance
2
Review of financial economics : RFE
2
The Manchester School
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
Applied financial economics letters
1
Australian economic papers
1
Bulletin of economic research
1
Computational economics
1
Eastern economic journal
1
Econometric reviews
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
Finance research letters
1
Intelligent systems in accounting finance and management : international journal
1
International advances in economic research
1
International journal of finance & economics : IJFE
1
International journal of managerial finance : IJMF
1
Journal / The Capco Institute : journal of financial transformation
1
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
1
Journal of development economics
1
Journal of economic behavior & organization : JEBO
1
Journal of economic integration
1
Journal of economic studies
1
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ECONIS (ZBW)
90
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1
Identification of a basket peg : the model specification controversy
Moosa, Imad A.
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 795-800
Persistent link: https://www.econbiz.de/10011628570
Saved in:
2
Cointegration, error correction and exchange rate forecasting
Moosa, Imad A.
;
Vaz, John J.
- In:
Journal of international financial markets, …
44
(
2016
),
pp. 21-34
Persistent link: https://www.econbiz.de/10011690363
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.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
4
Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Multinational finance journal : MF ; quarterly …
16
(
2012
)
1/2
,
pp. 105-136
Persistent link: https://www.econbiz.de/10010257552
Saved in:
5
Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
4
,
pp. 1389-1410
Persistent link: https://www.econbiz.de/10010461103
Saved in:
6
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
51
(
2018
)
4
,
pp. 913-940
Persistent link: https://www.econbiz.de/10011972202
Saved in:
7
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
3
,
pp. 245-258
Persistent link: https://www.econbiz.de/10002087632
Saved in:
8
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:
9
International portfolio flows and exchange rate volatility in emerging Asian markets
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Fabio
- In:
Journal of international money and finance
76
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011788040
Saved in:
10
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:
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