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~person:"Caporale, Guglielmo Maria"
~person:"Fehn, Rainer"
~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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117
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117
Time series analysis
39
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39
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36
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36
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32
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Caporale, Guglielmo Maria
Fehn, Rainer
Liddle, Brantley
Bahmani-Oskooee, Mohsen
82
Gil-Alaña, Luis A.
52
Belke, Ansgar
31
Shahbaz, Muhammad
29
Chang, Tsangyao
28
Gupta, Rangan
26
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22
Beckmann, Joscha
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20
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19
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18
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16
Herzer, Dierk
15
Lee, Chien-chiang
15
Narayan, Paresh Kumar
15
Payne, James E.
15
Rashid, Abdul
15
Hegerty, Scott W.
14
Apergēs, Nikolaos
13
Holmes, Mark J.
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Ramírez, Miguel D.
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Balcilar, Mehmet
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Karamelikli, Huseyin
12
Khan, Muhammad Arshad
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11
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11
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10
Chinn, Menzie David
10
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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
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 financial analysis
2
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
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11
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:
12
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
152
(
2017
),
pp. 116-123
Persistent link: https://www.econbiz.de/10011802433
Saved in:
13
The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
3
,
pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
Saved in:
14
Re-examining the decline in the US saving rate : the impact of mortgage equity withdrawal
Caporale, Guglielmo Maria
;
Costantini, Mauro
;
Paradiso, …
- In:
Journal of international financial markets, …
26
(
2013
),
pp. 215-225
Persistent link: https://www.econbiz.de/10010234911
Saved in:
15
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:
16
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:
17
Estimating income and price elasticies of trde in a cointegration framework
Caporale, Guglielmo Maria
;
Chui, Michael
- In:
Review of international economics
7
(
1999
)
2
,
pp. 254-264
Persistent link: https://www.econbiz.de/10001414552
Saved in:
18
Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
4
,
pp. 327-340
Persistent link: https://www.econbiz.de/10002375332
Saved in:
19
Fractional cointegration in US term spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
19
(
2012
)
4/6
,
pp. 431-434
Persistent link: https://www.econbiz.de/10009630703
Saved in:
20
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
Saved in:
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