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subject:"USA"
~person:"Caporale, Guglielmo Maria"
~person:"Moosa, Imad A."
~subject:"Euro area"
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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USA
Euro area
Theory
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
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21
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21
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20
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20
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15
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15
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14
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13
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Article
82
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Article in journal
Collection of articles of several authors
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113
Arbeitspapier
98
Graue Literatur
93
Non-commercial literature
93
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82
Aufsatz im Buch
1
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English
82
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Caporale, Guglielmo Maria
Moosa, Imad A.
Gupta, Rangan
82
Bahmani-Oskooee, Mohsen
61
Gil-Alaña, Luis A.
59
Belke, Ansgar
45
Wohar, Mark E.
41
Serletis, Apostolos
39
De Grauwe, Paul
33
Fabozzi, Frank J.
32
Apergēs, Nikolaos
30
MacDonald, Ronald
30
Kumbhakar, Subal
28
Aizenman, Joshua
27
Tsionas, Efthymios G.
26
Pierdzioch, Christian
25
Semmler, Willi
25
Hsing, Yu
24
Jawadi, Fredj
24
Kouretas, Georgios P.
24
Tiwari, Aviral Kumar
24
McAleer, Michael
23
Sarno, Lucio
23
Tavlas, George S.
23
Chang, Tsangyao
22
Goodhart, Charles A. E.
22
Hall, Stephen G.
22
Hamori, Shigeyuki
22
Phillips, Peter C. B.
22
Sosvilla-Rivero, Simón
22
Taylor, Mark P.
22
Pesaran, M. Hashem
21
Devereux, Michael B.
20
Koopman, Siem Jan
20
Allen, Franklin
19
Brooks, Robert
19
Eichengreen, Barry
19
Gallegati, Mauro
19
Ghysels, Eric
19
Hassan, M. Kabir
19
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Applied economics
7
Applied economics letters
5
Applied financial economics
4
Economic modelling
3
Journal of economics and finance
3
Journal of international money 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 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
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
Journal of economics and finance : JEF
1
Journal of empirical finance
1
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ECONIS (ZBW)
82
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1
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82
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
The
euro
and monetary policy transparency
Caporale, Guglielmo Maria
;
Cipollini, Andrea
- In:
Eastern economic journal
28
(
2002
)
1
,
pp. 59-70
Persistent link: https://www.econbiz.de/10001671019
Saved in:
10
Direct and cross forward hedging of transaction exposure to foreign exchange risk
Moosa, Imad A.
- In:
Journal of international economic studies
15
(
2001
),
pp. 143-152
Persistent link: https://www.econbiz.de/10001568379
Saved in:
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