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~person:"Caporale, Guglielmo Maria"
~person:"Fehn, Rainer"
~person:"Liddle, Brantley"
~person:"Xuan Vinh Vo"
~subject:"Kapitaleinkommen"
~subject:"Spillover effect"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
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Kapitaleinkommen
Spillover effect
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
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Aufsatz in Zeitschrift
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39
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39
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Caporale, Guglielmo Maria
Fehn, Rainer
Liddle, Brantley
Xuan Vinh Vo
Gupta, Rangan
64
Zaremba, Adam
60
McMillan, David G.
31
Wohar, Mark E.
30
Kang, Sang Hoon
23
Tiwari, Aviral Kumar
23
Bouri, Elie
20
Mensi, Walid
20
Narayan, Paresh Kumar
20
Pierdzioch, Christian
20
Bollerslev, Tim
18
Cakici, Nusret
18
Ma, Feng
18
Todorov, Viktor
18
Wang, Yudong
18
Kumar, Dilip
17
Sehgal, Sanjay
17
Bali, Turan G.
16
Gil-Alaña, Luis A.
16
Zhang, Yaojie
16
Brooks, Robert
15
Yoon, Seong-min
15
Balcilar, Mehmet
14
Chiang, Thomas C.
14
Long, Huaigang
14
Umar, Zaghum
14
Bohl, Martin T.
13
Salisu, Afees A.
13
Apergēs, Nikolaos
12
Demirer, Rıza
12
Umutlu, Mehmet
12
Yin, Libo
12
Jareño, Francisco
11
Lucey, Brian M.
11
Tauchen, George Eugene
11
Gabauer, David
10
Jawadi, Fredj
10
Lee, Chien-chiang
10
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International review of economics & finance : IREF
5
International review of financial analysis
4
The North American journal of economics and finance : a journal of financial economics studies
4
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Finance research letters
2
Research in international business and finance
2
Applied economics
1
Applied economics letters
1
Applied financial economics letters
1
Australian economic papers
1
Borsa Istanbul Review
1
Computational economics
1
Emerging markets review
1
Empirica : journal of european economics
1
Financial innovation : FIN
1
Financial markets and portfolio management
1
International journal of emerging markets
1
Journal of economic integration
1
Journal of economics and finance : JEF
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Pacific-Basin finance journal
1
Review of international economics
1
Risk management : an international journal
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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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ECONIS (ZBW)
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
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:
3
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:
4
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:
5
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:
6
Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Multinational finance journal : MF ; quarterly …
16
(
2012
)
1/2
,
pp. 105-136
Persistent link: https://www.econbiz.de/10010257552
Saved in:
7
Stock market integration between three CEECs, Russia, and the UK
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
- In:
Review of international economics
19
(
2011
)
1
,
pp. 158-169
Persistent link: https://www.econbiz.de/10009127584
Saved in:
8
Stock market integration between three CEECs
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
- In:
Journal of economic integration
27
(
2012
)
1
,
pp. 115-122
Persistent link: https://www.econbiz.de/10009517757
Saved in:
9
Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics letters
2
(
2006
)
1
,
pp. 9-12
Persistent link: https://www.econbiz.de/10003301505
Saved in:
10
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
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