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~person:"Caporale, Guglielmo Maria"
~person:"Fehn, Rainer"
~person:"Holmes, Mark J."
~person:"Liddle, Brantley"
~subject:"Exchange rate"
~subject:"Kointegration"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
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Exchange rate
Kointegration
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159
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159
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43
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Caporale, Guglielmo Maria
Fehn, Rainer
Holmes, Mark J.
Liddle, Brantley
Bahmani-Oskooee, Mohsen
82
Gil-Alaña, Luis A.
52
Belke, Ansgar
31
Shahbaz, Muhammad
29
Chang, Tsangyao
28
Gupta, Rangan
26
Tiwari, Aviral Kumar
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Beckmann, Joscha
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20
Arize, Augustine Chuck
19
Pradhan, Rudra Prakash
19
Hsing, Yu
18
Wohar, Mark E.
16
Herzer, Dierk
15
Lee, Chien-chiang
15
Narayan, Paresh Kumar
15
Payne, James E.
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Rashid, Abdul
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Hegerty, Scott W.
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Apergēs, Nikolaos
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Ramírez, Miguel D.
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Balcilar, Mehmet
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Karamelikli, Huseyin
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Khan, Muhammad Arshad
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Malindretos, John
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10
Chinn, Menzie David
10
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10
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10
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Journal of international money and finance
3
Research in international business and finance
3
Applied economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Energy economics
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
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Empirica : journal of european economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Exchange rate policy in Europe
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Finance research letters
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Open economies review
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Review of international economics
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Scottish journal of political economy : the journal of the Scottish Economic Society
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Studies in economics and finance
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The B.E. journal of macroeconomics
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The North American journal of economics and finance : a journal of financial economics studies
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The energy journal
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The journal of real estate finance and economics
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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1
Sterling's relationship with the Deutschmark : a probabilistic reduction approach
Caporale, Guglielmo Maria
- In:
Exchange rate policy in Europe
,
(pp. 45-59)
.
1997
Persistent link: https://www.econbiz.de/10001298342
Saved in:
2
Nominal exchange rate regimes and the stochastic behavior of real variables
Caporale, Guglielmo Maria
- In:
Journal of international money and finance
14
(
1995
)
3
,
pp. 395-415
Persistent link: https://www.econbiz.de/10001187521
Saved in:
3
Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria
- In:
Journal of policy modeling : JPMOD ; a social science …
20
(
1998
)
5
,
pp. 581-601
Persistent link: https://www.econbiz.de/10001246740
Saved in:
4
Testing the Marshall-Lerner condition in Kenya
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Mudida, …
- In:
The South African journal of economics
83
(
2015
)
2
,
pp. 253-268
Persistent link: https://www.econbiz.de/10011439870
Saved in:
5
The expectations hypothesis and decoupling of short- and long-term US interest rates : a pairwise approach
Holmes, Mark J.
;
Otero, Jesús G.
;
Panagiōtidēs, …
- In:
The North American journal of economics and finance : a …
34
(
2015
),
pp. 301-313
Persistent link: https://www.econbiz.de/10011540004
Saved in:
6
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:
7
The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Finance research letters
24
(
2018
),
pp. 34-41
Persistent link: https://www.econbiz.de/10011982450
Saved in:
8
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
9
Re-examining the Feldstein-Horioka and Sachs' views of capital mobility : a heterogeneous panel setup
Holmes, Mark J.
;
Otero, Jesús G.
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 1-11
Persistent link: https://www.econbiz.de/10010531292
Saved in:
10
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:
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