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~person:"Caporale, Guglielmo Maria"
~subject:"Börsenkurs"
~subject:"Eurozone"
~subject:"Frankreich"
~subject:"Interest rate"
~subject:"Japan"
~subject:"Konjunktur"
~subject:"Macroeconomic performance"
~subject:"Share price"
~subject:"World"
~type_genre:"Advisory report"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Government document"
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Börsenkurs
Eurozone
Frankreich
Interest rate
Japan
Konjunktur
Macroeconomic performance
Share price
World
Estimation
47
Schätzung
47
Cointegration
41
Kointegration
41
Volatility
41
Volatilität
41
Time series analysis
26
Zeitreihenanalyse
26
USA
23
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23
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19
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19
Aktienmarkt
15
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15
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14
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14
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13
Fractional integration
13
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13
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13
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9
Zins
9
Ankündigungseffekt
8
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8
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8
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8
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Article
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Graue Literatur
95
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95
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44
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44
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Caporale, Guglielmo Maria
Gupta, Rangan
117
Boss, Alfred
84
Nierhaus, Wolfgang
68
Scheide, Joachim
65
Bouri, Elie
62
Ma, Feng
55
Hinze, Jörg
50
Meier, Carsten-Patrick
47
Döpke, Jörg
46
Tiwari, Aviral Kumar
44
Gil-Alaña, Luis A.
43
Pierdzioch, Christian
43
Wohar, Mark E.
42
Langfeldt, Enno
41
Hammoudeh, Shawkat
39
Bahmani-Oskooee, Mohsen
38
Städtler, Arno
35
Hamori, Shigeyuki
34
Kang, Sang Hoon
33
Belke, Ansgar
32
Brautzsch, Hans-Ulrich
32
Holtemöller, Oliver
32
Michelsen, Claus
32
Salisu, Afees A.
32
Wohlers, Eckhardt
31
Apergēs, Nikolaos
30
McAleer, Michael
30
Mensi, Walid
30
Corbet, Shaen
29
Ludwig, Udo
29
Schatz, Klaus-Werner
29
Xuan Vinh Vo
29
Zhang, Yaojie
29
Clemens, Marius
28
Junker, Simon
28
Müller-Krumholz, Karin
28
Wollmershäuser, Timo
28
Balcilar, Mehmet
27
Chiang, Thomas C.
27
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Applied financial economics
2
Economic modelling
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of financial analysis
2
Journal of applied economics
2
Journal of economic integration
2
Journal of economics and finance : JEF
2
Journal of international financial markets, institutions & money
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
Applied economics
1
Applied economics letters
1
Applied financial economics letters
1
China economic review : an international journal
1
Economics letters
1
Emerging markets review
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirica : journal of european economics
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
Financial markets and portfolio management
1
International Journal of Financial Studies : open access journal
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of economics and finance
1
Journal of international money and finance
1
Journal of macroeconomics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Open economies review
1
Research in international business and finance
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Review of international economics
1
Scottish journal of political economy : the journal of the Scottish Economic Society
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The European journal of finance
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The Manchester School
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ECONIS (ZBW)
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1
High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
Saved in:
2
Fractional
cointegration
and aggregate money demand functions
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
The Manchester School
73
(
2005
)
6
,
pp. 737-753
Persistent link: https://www.econbiz.de/10003202926
Saved in:
3
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:
4
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:
5
On the linkages between stock prices and exchange rates : evidence from the banking crisis of 2007-2010
Caporale, Guglielmo Maria
;
Hunter, John
;
Ali, Faek Menla
- In:
International review of financial analysis
33
(
2014
),
pp. 87-103
Persistent link: https://www.econbiz.de/10010520069
Saved in:
6
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:
7
Time-varying spot and futures oil price dynamics
Caporale, Guglielmo Maria
;
Ciferri, Davide
;
Girardi, …
- In:
Scottish journal of political economy : the journal of …
61
(
2014
)
1
,
pp. 78-97
Persistent link: https://www.econbiz.de/10010473350
Saved in:
8
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:
9
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:
10
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
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