Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Price discovery and trade frag...
Similar by person
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Estimation
31
Schätzung
31
Volatility
19
Börsenkurs
17
Share price
17
Aktienmarkt
16
Fractional integration
16
Stock market
16
Capital income
15
Kapitaleinkommen
15
Time series analysis
15
Zeitreihenanalyse
15
Cointegration
14
EU countries
14
EU-Staaten
14
Theorie
12
Theory
12
Euro area
11
Kointegration
11
Ankündigungseffekt
9
Announcement effect
9
Eurozone
8
Interest rate
8
Persistence
8
Virtual currency
8
Virtuelle Währung
8
Zins
8
ARCH model
7
ARCH-Modell
7
Efficient market hypothesis
7
Long memory
7
Welt
7
World
7
Capital mobility
6
Effizienzmarkthypothese
6
Emerging economies
6
Exchange rate
6
Financial crisis
6
Finanzkrise
6
more ...
less ...
Online availability
All
Undetermined
Free
139
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Conference paper
1
Konferenzbeitrag
1
Language
All
English
19
Author
All
Caporale, Guglielmo Maria
19
Spagnolo, Nicola
12
Spagnolo, Fabio
8
Gil-Alaña, Luis A.
5
Plastun, Alex
4
Ali, Faek Menla
3
Kyriacou, Kyriacos
2
Al-Maadid, Alanoud
1
Arin, Kerim Peren
1
Kang, Woo-Young
1
Makarenko, Inna
1
Oliinyk, Viktor
1
Poza, Carlos
1
Tripathy, Trilochan
1
Zekokh, Timur
1
more ...
less ...
Published in...
All
Finance research letters
3
Research in international business and finance
3
Journal of international financial markets, institutions & money
2
Journal of international money and finance
2
China economic review : an international journal
1
Computational economics
1
Financial markets and portfolio management
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of economics and finance
1
Open economies review
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Oil price uncertainty and sectoral stock returns in China : a time-varying approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
- In:
China economic review : an international journal
34
(
2015
),
pp. 311-321
Persistent link: https://www.econbiz.de/10011459802
Saved in:
2
Exchange rate uncertainty and international portfolio flows : a multivariate GARCH-in-mean approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
- In:
Journal of international money and finance
54
(
2015
),
pp. 70-92
Persistent link: https://www.econbiz.de/10011476078
Saved in:
3
Cyber-attacks, spillovers and contagion in the cryptocurrency markets
Caporale, Guglielmo Maria
;
Kang, Woo-Young
;
Spagnolo, Fabio
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803683
Saved in:
4
Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
The European journal of finance
24
(
2018
)
1/3
,
pp. 114-134
Persistent link: https://www.econbiz.de/10012244285
Saved in:
5
Financial integration in the GCC region : market size versus national effects
Arin, Kerim Peren
;
Caporale, Guglielmo Maria
;
Kyriacou, …
- In:
Open economies review
31
(
2020
)
2
,
pp. 309-316
Persistent link: https://www.econbiz.de/10012229747
Saved in:
6
Macro news and stock returns in the Euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
International review of financial analysis
45
(
2016
),
pp. 180-188
Persistent link: https://www.econbiz.de/10011581967
Saved in:
7
Exchange rates and macro news in emerging markets
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Research in international business and finance
46
(
2018
),
pp. 516-527
Persistent link: https://www.econbiz.de/10011983723
Saved in:
8
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
9
Bitcoin fluctuations and the frequency of price overreactions
Caporale, Guglielmo Maria
;
Plastun, Alex
;
Oliinyk, Viktor
- In:
Financial markets and portfolio management
33
(
2019
)
2
,
pp. 109-131
Persistent link: https://www.econbiz.de/10012113737
Saved in:
10
Macro news and exchange rates in the BRICS
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Finance research letters
21
(
2017
),
pp. 140-143
Persistent link: https://www.econbiz.de/10011807527
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
