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~person:"Caporale, Guglielmo Maria"
~subject:"Börsenkurs"
~subject:"Eurozone"
~subject:"Frankreich"
~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
Konjunktur
Macroeconomic performance
Share price
World
Estimation
47
Schätzung
47
Cointegration
41
Kointegration
41
Volatility
41
Volatilität
41
Time series analysis
26
Zeitreihenanalyse
26
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23
United States
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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13
Fractional integration
13
Germany
13
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13
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13
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12
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12
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10
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9
ARCH-Modell
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9
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9
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9
Unit root test
9
Zins
9
Ankündigungseffekt
8
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8
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8
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8
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Advisory report
Amtsdruckschrift
Article in journal
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75
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75
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75
Aufsatz in Zeitschrift
29
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29
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Caporale, Guglielmo Maria
Gupta, Rangan
109
Boss, Alfred
83
Nierhaus, Wolfgang
68
Scheide, Joachim
65
Bouri, Elie
56
Ma, Feng
53
Hinze, Jörg
50
Meier, Carsten-Patrick
47
Döpke, Jörg
45
Langfeldt, Enno
41
Pierdzioch, Christian
40
Wohar, Mark E.
40
Tiwari, Aviral Kumar
39
Hammoudeh, Shawkat
38
Städtler, Arno
34
Brautzsch, Hans-Ulrich
32
Kang, Sang Hoon
32
Michelsen, Claus
32
Gil-Alaña, Luis A.
31
Salisu, Afees A.
31
Holtemöller, Oliver
30
Ludwig, Udo
29
Schatz, Klaus-Werner
29
Apergēs, Nikolaos
28
Belke, Ansgar
28
Clemens, Marius
28
Junker, Simon
28
Müller-Krumholz, Karin
28
Xuan Vinh Vo
28
Bahmani-Oskooee, Mohsen
27
Balcilar, Mehmet
27
Mensi, Walid
27
Chiang, Thomas C.
26
Demirer, Rıza
26
Fischer, Malte
26
Gürtler, Joachim
26
McAleer, Michael
26
Ryu, Doojin
26
Wohlers, Eckhardt
26
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Applied financial economics
2
International review of financial analysis
2
Journal of applied economics
2
Journal of economics and finance : JEF
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 and trade : EMFT
1
Financial markets and portfolio management
1
International Journal of Financial Studies : open access journal
1
International journal of finance & economics : IJFE
1
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1
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1
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1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Research in international business and finance
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1
Review of international economics
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
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ECONIS (ZBW)
29
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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
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:
3
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:
4
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:
5
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:
6
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:
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
Stock market linkages between the ASEAN countries, China and the US : a fractional integration/
cointegration
approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
5
,
pp. 1502-1514
Persistent link: https://www.econbiz.de/10013167095
Saved in:
9
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:
10
Oil price uncertainty and sectoral stock returns in China : a time-varying approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
- In:
China economic review : an international journal
34
(
2015
),
pp. 311-321
Persistent link: https://www.econbiz.de/10011459802
Saved in:
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