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~person:"Caporale, Guglielmo Maria"
~person:"Fehn, Rainer"
~person:"Liddle, Brantley"
~person:"Xuan Vinh Vo"
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
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Börsenkurs
Kapitaleinkommen
Estimation
162
Schätzung
162
Time series analysis
40
Zeitreihenanalyse
40
Cointegration
38
Kointegration
38
Theorie
38
Theory
38
Volatility
37
Volatilität
37
USA
31
United States
31
Share price
27
Welt
26
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26
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23
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23
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22
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Article
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Aufsatz in Zeitschrift
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38
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Caporale, Guglielmo Maria
Fehn, Rainer
Liddle, Brantley
Xuan Vinh Vo
Gupta, Rangan
75
Zaremba, Adam
59
McMillan, David G.
37
Wohar, Mark E.
35
Narayan, Paresh Kumar
32
Gil-Alaña, Luis A.
31
Pierdzioch, Christian
28
Tiwari, Aviral Kumar
28
Ma, Feng
24
Todorov, Viktor
22
Bollerslev, Tim
21
Bouri, Elie
20
Chiang, Thomas C.
20
Wang, Yudong
20
Zhang, Yaojie
20
Balcilar, Mehmet
19
Cakici, Nusret
19
Bali, Turan G.
18
Kumar, Dilip
18
Lee, Chien-chiang
18
Sehgal, Sanjay
18
McAleer, Michael
17
Bohl, Martin T.
16
Brooks, Robert
16
Salisu, Afees A.
16
Jawadi, Fredj
15
Demirer, Rıza
14
Long, Huaigang
14
Tauchen, George Eugene
13
Li, Bin
12
Umutlu, Mehmet
12
Westerlund, Joakim
12
Andersen, Torben
11
Apergēs, Nikolaos
11
Faff, Robert W.
11
Gurgul, Henryk
11
Jareño, Francisco
11
Kim, Jae H.
11
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Applied economics letters
3
International review of economics & finance : IREF
3
The North American journal of economics and finance : a journal of financial economics studies
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Finance research letters
2
Research in international business and finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied financial economics
1
Applied financial economics letters
1
Australian economic papers
1
Borsa Istanbul Review
1
Computational economics
1
Defence and peace economics
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
Financial markets and portfolio management
1
International journal of economics and financial issues : IJEFI
1
International journal of emerging markets
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of economic integration
1
Journal of economics and finance : JEF
1
Journal of international money and finance
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Recent econometric techniques for macroeconomic and financial data
1
Review of financial economics : RFE
1
Review of international economics
1
Risk management : an international journal
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ECONIS (ZBW)
39
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1
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39
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1
Testing stock market convergence : a non-linear factor approach
Caporale, Guglielmo Maria
;
Erdogan, Burcu
;
Kuzin, Vladimir
- In:
Empirica : journal of european economics
42
(
2015
)
3
,
pp. 481-498
Persistent link: https://www.econbiz.de/10011485529
Saved in:
2
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:
3
Stock prices and monetary policy : an impulse response analysis
Caporale, Guglielmo Maria
;
Soliman, Alaa M.
- In:
International journal of economics and financial issues …
3
(
2013
)
3
,
pp. 701-709
Persistent link: https://www.econbiz.de/10010518966
Saved in:
4
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:
5
International financial integration : stock return linkages and volatility transmission between Vietnam and advanced countries
Xuan Vinh Vo
;
Ellis, Craig
- In:
Emerging markets review
36
(
2018
),
pp. 19-27
Persistent link: https://www.econbiz.de/10012114829
Saved in:
6
International portfolio flows and exchange rate volatility in emerging Asian markets
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Fabio
- In:
Journal of international money and finance
76
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011788040
Saved in:
7
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:
8
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:
9
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:
10
Basque terrorism : police action, political measures and the influence of violence on the stock market in the Basque Country
Barros, Carlos Pestana
;
Caporale, Guglielmo Maria
; …
- In:
Defence and peace economics
20
(
2009
)
4
,
pp. 287-301
Persistent link: https://www.econbiz.de/10003902479
Saved in:
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