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Theorie
Volatilität
101
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95
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56
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55
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52
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51
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50
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Spagnolo, Nicola
15
Caporale, Guglielmo Maria
7
Marini, Annalisa
4
Arin, Kerim Peren
2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
Financial deepening and post-crisis development in emerging markets : current perils and future dawns
1
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1
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1
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ECONIS (ZBW)
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1
Risk sharing in the EMU : a time-varying perspective
Foresti, Pasquale
;
Napolitano, Oreste
- In:
Journal of common market studies : JCMS
60
(
2022
)
2
,
pp. 319-336
Persistent link: https://www.econbiz.de/10012820575
Saved in:
2
Exploring the dynamics between terrorism and anti-terror spending : theory and UK-evidence
Arin, Kerim Peren
;
Lorz, Oliver
;
Reich, Otto F.M.
- In:
Journal of economic behavior & organization : JEBO
77
(
2011
)
2
,
pp. 189-202
Persistent link: https://www.econbiz.de/10009244079
Saved in:
3
Liquidity dynamics and central bank policy intervention in select Caribbean foreign exchange markets
Seerattan, Dave Arnold
;
Spagnolo, Nicola
- In:
Financial deepening and post-crisis development in …
,
(pp. 149-167)
.
2016
Persistent link: https://www.econbiz.de/10011516337
Saved in:
4
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:
5
Stock markets integration and Euopean Monetary Union
Davis, E. Philip
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003233948
Saved in:
6
Testing for contagion : a conditional correlation analysis
Caporale, Guglielmo Maria
;
Cipollini, Andrea
;
Spagnolo, …
- In:
Journal of empirical finance
12
(
2005
)
3
,
pp. 476-489
Persistent link: https://www.econbiz.de/10002900513
Saved in:
7
Measuring half-lives : using a non-parametric bootstrap approach
Caporale, Guglielmo Maria
;
Cerrato, Mario
;
Spagnolo, Nicola
- In:
Applied financial economics letters
1
(
2005
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10002549945
Saved in:
8
Asset prices and output growth volatility : the effects of financial crises
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
- In:
Economics letters
79
(
2003
)
1
,
pp. 69-74
Persistent link: https://www.econbiz.de/10001741273
Saved in:
9
IGARCH models and structural breaks
Caporale, Guglielmo Maria
;
Pittis, Nikitas
;
Spagnolo, Nicola
- In:
Applied economics letters
10
(
2003
)
12
,
pp. 765-768
Persistent link: https://www.econbiz.de/10001819341
Saved in:
10
Power properties of nonlinearity tests for time series with Markov regimes
Psaradakis, Zacharias G.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
6
(
2002
)
3
Persistent link: https://www.econbiz.de/10001790033
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