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subject:"USA"
~person:"Caporale, Guglielmo Maria"
~person:"Moosa, Imad A."
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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USA
Theory
Estimation
140
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140
Time series analysis
60
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60
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53
United States
37
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Caporale, Guglielmo Maria
Moosa, Imad A.
Gupta, Rangan
82
Gil-Alaña, Luis A.
61
Bahmani-Oskooee, Mohsen
57
Serletis, Apostolos
39
Wohar, Mark E.
39
Fabozzi, Frank J.
30
Kumbhakar, Subal
28
Apergēs, Nikolaos
27
MacDonald, Ronald
26
Chang, Tsangyao
25
Tiwari, Aviral Kumar
25
Aizenman, Joshua
23
Hsing, Yu
23
Jawadi, Fredj
23
McAleer, Michael
23
Pierdzioch, Christian
23
Phillips, Peter C. B.
22
Sarno, Lucio
22
Taylor, Mark P.
22
Devereux, Michael B.
20
Hassan, M. Kabir
20
Koopman, Siem Jan
20
Pesaran, M. Hashem
20
Semmler, Willi
20
Belke, Ansgar
19
Gallegati, Mauro
19
Allen, Franklin
18
Balcilar, Mehmet
18
Bollerslev, Tim
18
Brooks, Robert
18
De Grauwe, Paul
18
Franses, Philip Hans
18
Payne, James E.
18
Peel, David
18
Swanson, Norman R.
18
Tsionas, Efthymios G.
18
Artus, Patrick
17
Ghysels, Eric
17
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Applied economics
7
Applied economics letters
5
Applied financial economics
4
Economic modelling
3
Journal of economics and finance
3
Economia internazionale
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 journal of finance & economics : IJFE
2
International review of financial analysis
2
Journal of international money and finance
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 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
Computational economics
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Eastern economic journal
1
Econometric reviews
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Empirica : journal of european economics
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Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
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Eurasian economic review : a journal in applied macroeconomics and finance
1
Finance research letters
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Intelligent systems in accounting finance and management : international journal
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International advances in economic research
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International journal of managerial finance : IJMF
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Journal / The Capco Institute : journal of financial transformation
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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 studies
1
Journal of economics and finance : JEF
1
Journal of empirical finance
1
Journal of international economic studies
1
Journal of international financial markets, institutions & money
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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ECONIS (ZBW)
78
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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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