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~person:"Caporale, Guglielmo Maria"
~subject:"Börsenkurs"
~subject:"Eurozone"
~subject:"Frankreich"
~subject:"Interest rate"
~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
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
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15
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15
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14
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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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12
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10
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9
ARCH-Modell
9
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9
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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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Advisory report
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91
Arbeitspapier
84
Graue Literatur
84
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84
Aufsatz in Zeitschrift
36
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36
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Caporale, Guglielmo Maria
Gupta, Rangan
113
Boss, Alfred
84
Nierhaus, Wolfgang
68
Scheide, Joachim
65
Bouri, Elie
56
Ma, Feng
53
Hinze, Jörg
50
Meier, Carsten-Patrick
47
Döpke, Jörg
46
Langfeldt, Enno
41
Pierdzioch, Christian
40
Tiwari, Aviral Kumar
40
Wohar, Mark E.
40
Hammoudeh, Shawkat
39
Gil-Alaña, Luis A.
35
Städtler, Arno
34
Brautzsch, Hans-Ulrich
32
Holtemöller, Oliver
32
Kang, Sang Hoon
32
Michelsen, Claus
32
Belke, Ansgar
31
Salisu, Afees A.
31
Apergēs, Nikolaos
30
Ludwig, Udo
29
Schatz, Klaus-Werner
29
Clemens, Marius
28
Junker, Simon
28
McAleer, Michael
28
Mensi, Walid
28
Müller-Krumholz, Karin
28
Xuan Vinh Vo
28
Bahmani-Oskooee, Mohsen
27
Balcilar, Mehmet
27
Wollmershäuser, Timo
27
Chiang, Thomas C.
26
Demirer, Rıza
26
Fischer, Malte
26
Gürtler, Joachim
26
Ryu, Doojin
26
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Applied financial economics
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 economics and finance : JEF
2
Journal of international financial markets, institutions & money
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
Economic modelling
1
Economics letters
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
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1
International Journal of Financial Studies : open access journal
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International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of economic integration
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
Open economies review
1
Research in international business and finance
1
Review of financial economics : RFE
1
Review of international economics
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Scottish journal of political economy : the journal of the Scottish Economic Society
1
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ECONIS (ZBW)
36
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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