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~isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~person:"Caporale, Guglielmo Maria"
~person:"Kugler, Peter"
~person:"Kurita, Takamitsu"
~subject:"Deutschland"
~subject:"Efficient market hypothesis"
~subject:"Financial market"
~subject:"Fractional integration"
~subject:"Japan"
~subject:"Produktivität"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Gutachten"
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Caporale, Guglielmo Maria
Kugler, Peter
Kurita, Takamitsu
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Advances in quantitative analysis of finance and accounting : a research annual
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
CESifo working papers
7
Discussion paper / Centre for Economic Forecasting
6
Economics and finance working paper series
6
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
Economic modelling
3
Economics letters
3
Department of Economics working papers
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Global economic institutions working paper series
2
International journal of finance & economics : IJFE
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 economics quarterly
1
Applied financial economics
1
Diskussionsbeiträge / Volkswirtschaftliches Institut Bern, Abteilung für Angewandte Mikroökonomie
1
Diskussionsbeiträge der Abteilung für Angewandte Mikroökonomie, Universität Bern / Universität Bern, Abteilung für Angewandte Mikroökonomie
1
Empirica : journal of european economics
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
International advances in economic research
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Journal of economic integration
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Journal of economics and finance
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Journal of international money and finance
1
Journal of macroeconomics
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Research in international business and finance
1
The Manchester School
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The quarterly journal of economics
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ECONIS (ZBW)
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1
Intertemporal substitution and random changes in preferences : time series evidence for four countries
Kugler, Peter
- In:
Empirical economics : a journal of the Institute for …
13
(
1988
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10001046531
Saved in:
2
The relative importance of demand and supply shocks : some international evidence
Kugler, Peter
- In:
Empirical economics : a journal of the Institute for …
17
(
1992
)
4
,
pp. 523-535
Persistent link: https://www.econbiz.de/10001135499
Saved in:
3
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:
4
The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
3
,
pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
Saved in:
5
A dynamic econometrics system for the real yen-dollar rate
Kurita, Takamitsu
- In:
Empirical economics : a journal of the Institute for …
33
(
2007
)
1
,
pp. 115-149
Persistent link: https://www.econbiz.de/10003491979
Saved in:
6
Testing of nonstationarities in the unit circle, long memory processes and day of the week effects in financial data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Advances in quantitative analysis of finance and …
5
(
2007
),
pp. 23-50
Persistent link: https://www.econbiz.de/10003575276
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