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~isPartOf:"Economics and finance working paper series"
~subject:"Capital income"
~subject:"EU countries"
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Capital income
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Caporale, Guglielmo Maria
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Economics and finance working paper series
Working paper / National Bureau of Economic Research, Inc.
385
The journal of finance : the journal of the American Finance Association
253
The review of financial studies
209
Discussion paper / Centre for Economic Policy Research
163
Journal of financial and quantitative analysis : JFQA
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95
Journal of financial economics
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Intereconomics : review of European economic policy
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Testing for convergence in stock markets : a non-linear factor approach
Caporale, Guglielmo Maria
;
Erdogan, Burcu
;
Kuzin, Vladimir
-
2009
Persistent link: https://www.econbiz.de/10003880587
Saved in:
2
The volatility spillover from the market to disaggregated industry stocks : the case for the US and UK
Moore, Tomoe
-
2009
Persistent link: https://www.econbiz.de/10003898744
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3
Consumer confidence indices and short-term forecasting of consumption
Al-Eyd, Ali
(
contributor
);
Barrell, Ray
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003449136
Saved in:
4
Fractional integration and impulse responses : a bivariate application to real output in the US and the Scandinavian countries
Caporale, Guglielmo Maria
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003391559
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5
An empirical investigation of the relationship between the real economy and stock returns for the United States
Gregoriou, Andros
(
contributor
);
Hunter, John
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003391616
Saved in:
6
Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963286
Saved in:
7
Can US stocks provide a safe haven from interest and inflation risk? : a sector level examination of the response to unanticipated nominal, real interest and inflation rate shocks
González Pérez, María de la O
;
Jareño, Francisco
; …
-
2015
Persistent link: https://www.econbiz.de/10010520772
Saved in:
8
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520824
Saved in:
9
Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-GARCH-in-mean analysis
Babalos, Vassilios
;
Caporale, Guglielmo Maria
; …
-
2016
Persistent link: https://www.econbiz.de/10011536693
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10
A multifactor consumption based asset pricing model of the UK stock market : the US stock market as a wealth reference
Hunter, John
;
Wu, Feng
-
2009
Persistent link: https://www.econbiz.de/10003799838
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