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~person:"Caporale, Guglielmo Maria"
~person:"Fehn, Rainer"
~person:"Liddle, Brantley"
~subject:"Exchange rate"
~subject:"Kaufkraftparität"
~subject:"Kointegration"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
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Exchange rate
Kaufkraftparität
Kointegration
Estimation
117
Schätzung
117
Time series analysis
39
Zeitreihenanalyse
39
Theorie
36
Theory
36
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32
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26
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10
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Article
47
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Aufsatz in Zeitschrift
Book section
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93
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83
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79
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English
47
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Caporale, Guglielmo Maria
Fehn, Rainer
Liddle, Brantley
Bahmani-Oskooee, Mohsen
107
Chang, Tsangyao
68
Gil-Alaña, Luis A.
58
Belke, Ansgar
36
Shahbaz, Muhammad
30
MacDonald, Ronald
29
Gupta, Rangan
27
Su, Chi-Wei
25
Tiwari, Aviral Kumar
23
Hsing, Yu
22
Beckmann, Joscha
21
Arize, Augustine Chuck
20
Pradhan, Rudra Prakash
19
Lee, Chien-chiang
17
Narayan, Paresh Kumar
17
Rashid, Abdul
16
Wohar, Mark E.
16
Apergēs, Nikolaos
15
Baharumshah, Ahmad Zubaidi
15
Cheung, Yin-Wong
15
Hegerty, Scott W.
15
Herzer, Dierk
15
Holmes, Mark J.
15
Payne, James E.
15
Kutan, Ali Mustafa
14
Sarno, Lucio
14
Sosvilla-Rivero, Simón
14
Chinn, Menzie David
13
Malindretos, John
13
Ramírez, Miguel D.
13
Balcilar, Mehmet
12
Karamelikli, Huseyin
12
Khan, Muhammad Arshad
12
Nazlıoğlu, Şaban
12
Papell, David H.
12
Pierdzioch, Christian
12
Rahman, A. K. M. Matiur
12
Zhou, Su
12
Czudaj, Robert
11
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Journal of international money and finance
4
Applied economics letters
3
Research in international business and finance
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of finance & economics : IJFE
2
International review of financial analysis
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
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
African development review
1
Applied financial economics
1
Comparative economic studies
1
Economies : open access journal
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Exchange rate policy in Europe
1
Finance research letters
1
International review of applied economics
1
International review of economics & finance : IREF
1
Journal of economic studies
1
Journal of innovation and entrepreneurship : JIE
1
Journal of international financial markets, institutions & money
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Open economies review
1
Review of international economics
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
The South African journal of economics
1
The empirical economics letters : a monthly international journal of economics
1
The energy journal
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
47
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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
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:
6
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:
7
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:
8
Testing PPP for the South African rand/US dollar real exchange rate at different data frequencies
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
African development review
27
(
2015
)
2
,
pp. 161-170
Persistent link: https://www.econbiz.de/10011334636
Saved in:
9
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:
10
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 170-178
Persistent link: https://www.econbiz.de/10012205401
Saved in:
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