30
H index
87
i10 index
3340
Citations
Guglielmo Maria Caporale : Citation Profile
Brunel University | RESEARCH PRODUCTION: 261 Articles 335 Papers 3 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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30 years (1992 - 2022). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Guglielmo Maria Caporale. | Is cited by:
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Main data
Where Guglielmo Maria Caporale has published?
Recent works citing Guglielmo Maria Caporale (2022 and 2021)
| Year | Title of citing document | |
|---|---|---|
| 2021 | Analysing the relationship between global REITs and exchange rates: Fresh evidence from frequency-based quantile regressions. (2021). Adam, Anokye M ; Oyedokun, Tunbosun ; Tweneboah, George ; Junior, Peterson Owusu ; Ijasan, Kola. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:3:p:58-91. Full description at Econpapers || Download paper | |
| 2023 | Does Financial Deepening Matter in the Nexus between Exchange Rate Volatility and Foreign Investment? Insight from Nigeria. (2023). Akinbobola, Temidayo Oladiran ; Abanikanda, Ezekiel Olamide. In: African Journal of Economic Review. RePEc:ags:afjecr:330408. Full description at Econpapers || Download paper | |
| 2021 | The Impacts of Oil Prices, Exchange Rate and COVID-19 Pandemic on BIST Petrochemical Market. (2021). Camoglu, Seval Mutlu. In: World Journal of Applied Economics. RePEc:ana:journl:v:7:y:2021:i:1:p:17-33. Full description at Econpapers || Download paper | |
| 2022 | “An application of deep learning for exchange rate forecasting”. (2022). Sorić, Petar ; Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:202201. Full description at Econpapers || Download paper | |
| 2021 | Evaluating the Persistence of j Curve Phenomenon in the Bilateral Trade between Bangladesh and USA: The ARDL Bounds Testing Approach and Granger Causality Analysis. (2021). Islam, Homamul. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2021:p:74-81. Full description at Econpapers || Download paper | |
| 2021 | A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series. (2019). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Papers. RePEc:arx:papers:1909.10957. Full description at Econpapers || Download paper | |
| 2022 | Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352. Full description at Econpapers || Download paper | |
| 2021 | On the Return Distributions of a Basket of Cryptocurrencies and Subsequent Implications. (2021). Krettek, Jonas ; Hoffmann, Ingo ; Borner, Christoph J ; Schmitz, Tim ; Kurzinger, Lars M. In: Papers. RePEc:arx:papers:2105.12334. Full description at Econpapers || Download paper | |
| 2021 | Bitcoin: Like a Satellite or Always Hardcore? A Core-Satellite Identification in the Cryptocurrency Market. (2021). Krettek, Jonas ; Hoffmann, Ingo ; Borner, Christoph J ; Schmitz, Tim ; Kurzinger, Lars M. In: Papers. RePEc:arx:papers:2105.12336. Full description at Econpapers || Download paper | |
| 2021 | The Role of Binance in Bitcoin Volatility Transmission. (2021). Kaeck, Andreas ; Heck, Daniel ; Alexander, Carol. In: Papers. RePEc:arx:papers:2107.00298. Full description at Econpapers || Download paper | |
| 2021 | Where do I rank? Am I happy?: learning income position and subjective-wellbeing in an internet experiment. (2021). Yamamura, Eiji. In: Papers. RePEc:arx:papers:2107.11185. Full description at Econpapers || Download paper | |
| 2022 | Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089. Full description at Econpapers || Download paper | |
| 2022 | A Dual Generalized Long Memory Modelling for Forecasting Electricity Spot Price: Neural Network and Wavelet Estimate. (2022). Belkacem, Lotfi ; Boubaker, Heni ; ben Amor, Souhir. In: Papers. RePEc:arx:papers:2204.08289. Full description at Econpapers || Download paper | |
| 2022 | Predictive Accuracy of a Hybrid Generalized Long Memory Model for Short Term Electricity Price Forecasting. (2022). Belkacem, Lotfi ; Boubaker, Heni ; ben Amor, Souhir. In: Papers. RePEc:arx:papers:2204.09568. Full description at Econpapers || Download paper | |
| 2021 | Efecto del riesgo de tipo de cambio en la rentabilidad de los bonos soberanos en Colombia. (2021). Ardila-Dueas, Carlos David ; Vargas-Paez, Andrea Carolina. In: Borradores de Economia. RePEc:bdr:borrec:1165. Full description at Econpapers || Download paper | |
| 2021 | The effect of stock liquidity on investment efficiency under financing constraints and asymmetric information: Evidence from the United States. (2021). Naidu, Dharmendra ; Haman, Janto ; Quah, Heidi. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2109-2150. Full description at Econpapers || Download paper | |
| 2021 | Efficiency of Tanzanias foreign exchange market. (2021). Kazungu, Khatibu ; Epaphra, Manamba. In: African Development Review. RePEc:bla:afrdev:v:33:y:2021:i:2:p:368-381. Full description at Econpapers || Download paper | |
| 2021 | Effect of environmental policies on exports from sub?Saharan African countries. (2021). Nkengfack, Hilaire ; Poumie, Boker ; Noubissi, Edmond. In: African Development Review. RePEc:bla:afrdev:v:33:y:2021:i:4:p:688-702. Full description at Econpapers || Download paper | |
| 2021 | Business?oriented environmental regulation: Measurement and implications for environmental policy and business strategy from a sustainable development perspective. (2021). Diazpichardo, Rene ; Sanchezmedina, Patricia S ; Martinez, Juan J. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:1:p:507-521. Full description at Econpapers || Download paper | |
| 2021 | Banks business strategy and environmental effectiveness: The monitoring role of the board of directors and the managerial incentives. (2021). Naciti, Valeria ; Mazzu, Sebastiano ; Galletta, Simona. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:5:p:2656-2670. Full description at Econpapers || Download paper | |
| 2021 | Spillover effects of fiscal policy in a monetary union: Why do fiscal instruments matter?. (2021). Betti, Thierry ; Barbiergauchard, Amelie. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:1:p:1-33. Full description at Econpapers || Download paper | |
| 2021 | Reassessing the inflation uncertainty?inflation relationship in the tails. (2021). Panagiotidis, Theodore ; Konstantinou, Panagiotis ; Bampinas, Georgios. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:4:p:508-534. Full description at Econpapers || Download paper | |
| 2021 | Expectations and financial markets: Lessons from Brexit. (2021). Hibbert, Ann Marie ; Gu, Chen. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:2:p:279-299. Full description at Econpapers || Download paper | |
| 2022 | The Low?carbon Equity Market: A New Alternative for Investment Diversification?. (2022). Ludovina, Maria Fernanda ; Lozano, Maria Belen ; de Sousa, Vitor Manuel. In: Global Policy. RePEc:bla:glopol:v:13:y:2022:i:1:p:34-47. Full description at Econpapers || Download paper | |
| 2022 | The behaviour of real interest rates: New evidence from a suprasecular perspective. (2022). Miller, Stephen M ; Gupta, Rangan ; Gilalana, Luis A ; Canarella, Giorgio. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:1:p:46-64. Full description at Econpapers || Download paper | |
| 2022 | Financial structure convergence. (2022). Sever, Can. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:1:p:65-83. Full description at Econpapers || Download paper | |
| 2021 | Monetary policy and long?term interest rates: Evidence from the U.S. economy. (2021). levrero, enrico ; Deleidi, Matteo. In: Metroeconomica. RePEc:bla:metroe:v:72:y:2021:i:1:p:121-147. Full description at Econpapers || Download paper | |
| 2021 | A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network*. (2021). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Gil-Alana, Luis ; Furuoka, Fumitaka ; Gilalana, Luis A. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:4:p:960-981. Full description at Econpapers || Download paper | |
| 2022 | Inference in Misspecified GARCH?M Models. (2022). Smallwood, Aaron D. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:334-355. Full description at Econpapers || Download paper | |
| 2021 | Income inequality and macroeconomic instability. (2021). Qureshi, Irfan ; Memon, Sonan. In: Review of Development Economics. RePEc:bla:rdevec:v:25:y:2021:i:2:p:758-789. Full description at Econpapers || Download paper | |
| 2022 | Exchange rate uncertainty and foreign direct investment in Africa: Does financial development matter?. (2022). Adu, Frank ; Alagidede, Imhotep Paul ; Asamoah, Michael Effah. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:2:p:878-898. Full description at Econpapers || Download paper | |
| 2022 | The effect of climate change and energy shocks on food security in Irans provinces. (2022). Tarazkar, Mohammad Hassan ; Zibaei, Mansour ; Dehbidi, Navid Kargar. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:14:y:2022:i:2:p:417-437. Full description at Econpapers || Download paper | |
| 2021 | Consumption smoothing, risk sharing and financial integration. (2021). Gufler, Ivan ; Donadelli, Michael. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:1:p:143-187. Full description at Econpapers || Download paper | |
| 2021 | The determinants of real exchange rate volatility in South Africa. (2021). Mpofu, Trust. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:5:p:1380-1401. Full description at Econpapers || Download paper | |
| 2022 | The effects of Federal Reserves quantitative easing and balance sheet normalization policies on long-term interest rates. (2022). Georgiou, Evangelia A ; Brissimis, Sophocles N. In: Working Papers. RePEc:bog:wpaper:299. Full description at Econpapers || Download paper | |
| 2021 | The Impact of Earnings variability and Regulatory Measures on Income Smoothing: Evidence from Panel Regression. (2021). ULUYOL, BURHAN ; Aziz, Haroon ; Ud, Shahab ; Malik, Amina. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:10:y:2021:i:1:p:183-201. Full description at Econpapers || Download paper | |
| 2022 | Evaluating the Role of the Exchange Rate in Monetary Policy Reaction Function of Advanced and Emerging Market Economies. (2022). Lazi, Milena ; Fabris, Nikola. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:11:y:2022:i:2:p:77-96. Full description at Econpapers || Download paper | |
| 2021 | Global shocks and trade response of a commodity exporter small open economy: Terms of Trade, J-Curve and the Marshall-Lerner Condition. (2021). Ferreira, Mauro Sayar ; da Costa, Marcelo Randolfo. In: Textos para DiscussĂŁo Cedeplar-UFMG. RePEc:cdp:texdis:td635. Full description at Econpapers || Download paper | |
| 2021 | Selective Attention in Exchange Rate Forecasting. (2021). KoÄŤenda, EvĹľen ; Kucerova, Zuzana ; Kapounek, Svatopluk. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8901. Full description at Econpapers || Download paper | |
| 2021 | Portfolio rebalancing in times of stress. (2021). Kaufmann, Sylvia ; Grisse, Christian ; Fischer, Andreas ; Greminger, Rafael P. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15777. Full description at Econpapers || Download paper | |
| 2021 | SUBJECTIVE WELL-BEING IN ITALIAN REGIONS: A PANEL DATA APPROACH. (2021). Leogrande, Angelo ; Magazzino, Cosimo. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:21:y:2021:i:1_1. Full description at Econpapers || Download paper | |
| 2022 | Brexit, what Brexit? Euro area portfolio exposures to the United Kingdom since the Brexit referendum. (2022). Schmitz, Martin ; Carvalho, Daniel. In: Working Paper Series. RePEc:ecb:ecbwps:20222734. Full description at Econpapers || Download paper | |
| 2021 | Real Exchange Rate and Trade Balance Dynamics in Cote d’Ivoire. (2021). Keho, Yaya. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-01-6. Full description at Econpapers || Download paper | |
| 2022 | Cryptocurrency Returns, Cybercrime and Stock Market Volatility: GAS and Regime Switching Approaches. (2022). Dickason-Koekemoer, Zandri ; Sanusi, Kazeem Abimbola. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-06-7. Full description at Econpapers || Download paper | |
| 2021 | Commodity Prices and the Stock Market in Thailand. (2021). Aumeboonsuke, Vesarach. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-6. Full description at Econpapers || Download paper | |
| 2021 | Banking Development, Economic Growth and Energy Consumption in Vietnam. (2021). Thi, Hong Anh. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-74. Full description at Econpapers || Download paper | |
| 2021 | Modelling the Impact of Oil Price on Food Imports: Case of Oman. (2021). Asrul, Abdullah M ; Devesh, Sonal. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-15. Full description at Econpapers || Download paper | |
| 2021 | Trend of Oil Prices, Gold, GCC Stocks Market during Covid-19 Pandemic: A Wavelet Approach. (2021). Sisodia, Gyanendra Singh ; Tellez, Jesus Cuauhtemoc ; Daffodils, Jennifer ; Rafiuddin, Aqila. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-64. Full description at Econpapers || Download paper | |
| 2021 | Asymmetric Impact of World Oil Prices on Marketing Margins: Application of NARDL Model for the Indonesian Coffee. (2021). Abd, Shabri M ; Syahnur, Sofyan ; Masbar, Raja ; Hazmi, Yusri ; Kamaruddin, Kamaruddin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-06-25. Full description at Econpapers || Download paper | |
| 2022 | Exploring the Relationship between Islamic Financial Development, Energy Consumption, and Environmental Quality. (2022). Aziz, Sumayyah Abdul ; Buys, Witrie Annisa ; Abduh, Muhamad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-02-47. Full description at Econpapers || Download paper | |
| 2021 | Volatility connectedness of major cryptocurrencies: The role of investor happiness. (2021). GUPTA, RANGAN ; Gabauer, David ; Tiwari, Aviral Kumar ; Bouri, Elie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000071. Full description at Econpapers || Download paper | |
| 2021 | Higher moment connectedness in cryptocurrency market. (2021). Yarovaya, Larisa ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Hasan, Mudassar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001064. Full description at Econpapers || Download paper | |
| 2021 | Environmental regulation, firm heterogeneity, and intra-industry reallocation. (2021). Zhu, Linke ; Wang, Qian. In: China Economic Review. RePEc:eee:chieco:v:68:y:2021:i:c:s1043951x21000663. Full description at Econpapers || Download paper | |
| 2021 | The effect of COVID-19 on long memory in returns and volatility of cryptocurrency and stock markets. (2021). Bekiros, Stelios ; Lahmiri, Salim. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:151:y:2021:i:c:s0960077921005750. Full description at Econpapers || Download paper | |
| 2022 | The effect of COVID-19 pandemic on return-volume and return-volatility relationships in cryptocurrency markets. (2022). Lahmiri, Salim ; Foroutan, Parisa. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922006531. Full description at Econpapers || Download paper | |
| 2021 | An assessment of how COVID-19 changed the global equity market. (2021). Ky, Van ; Ming, Tee Chwee ; Bach, Dinh Hoang ; Nguyen, Dat Thanh. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:480-491. Full description at Econpapers || Download paper | |
| 2021 | The South Korea–China trade and the bilateral real exchange rate: Asymmetric evidence from 33 industries. (2021). Baek, Jungho ; Nam, Soojoong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:463-475. Full description at Econpapers || Download paper | |
| 2021 | Interdependence between exchange rates: Evidence from multivariate analysis since the financial crisis to the COVID-19 crisis. (2021). Bannour, Nawres ; ben Saad, Mouna ; Boubaker, Heni. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:592-608. Full description at Econpapers || Download paper | |
| 2022 | Environmental taxes, technology innovation quality and firm performance in China—A test of effects based on the Porter hypothesis. (2022). Guan, Hongjun ; Sun, Zhenzhen ; Wang, Jingyi ; Zhao, Aiwu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:309-325. Full description at Econpapers || Download paper | |
| 2022 | Examining the overconfidence and overreaction in China’s carbon markets. (2022). Zhu, Bangzhu ; Wang, Ping ; Gao, Yan ; Zhou, Xinxing. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:472-489. Full description at Econpapers || Download paper | |
| 2021 | The rise of a new anchor currency in RCEP? A tale of three currencies. (2021). Zhou, Peng ; Guo, Dong. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002364. Full description at Econpapers || Download paper | |
| 2022 | Property rights reform and capital adequacy ratios of rural credit cooperatives in China. (2022). Luo, Jian Chao ; Zhang, Heng ; Chen, Haibin ; Wang, Jiamei ; Cheng, Mingwang. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002960. Full description at Econpapers || Download paper | |
| 2022 | Is there a value premium in cryptoasset markets?. (2022). Liebi, Luca J. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000232. Full description at Econpapers || Download paper | |
| 2022 | Why exchange rate pass-through matters in forward exchange markets. (2022). Choi, Kwan E. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000414. Full description at Econpapers || Download paper | |
| 2022 | Global financial risk, the risk-taking channel, and monetary policy in emerging markets. (2022). Yildirim, Zekeriya. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002796. Full description at Econpapers || Download paper | |
| 2021 | Can home-biased investors diversify interregionally in the long run?. (2021). Ur, Mobeen ; Narayan, Seema. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:167-181. Full description at Econpapers || Download paper | |
| 2021 | Spillovers between sovereign CDS and exchange rate markets: The role of market fear. (2021). Feng, Qianqian ; Li, Jian Ping ; Liu, Chang ; Sun, Xiaolei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301960. Full description at Econpapers || Download paper | |
| 2021 | Real income convergence and the patterns of financial integration in the EU. (2021). cavallaro, eleonora ; Villani, Ilaria. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302229. Full description at Econpapers || Download paper | |
| 2021 | Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model. (2021). Ng, Kooi-Huat ; Koh, You-Beng ; Tan, Chia-Yen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000164. Full description at Econpapers || Download paper | |
| 2021 | Evolution of price effects after one-day abnormal returns in the US stock market. (2021). Plastun, Alex ; GUPTA, RANGAN ; Wohar, Mark E ; Sibande, Xolani. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000383. Full description at Econpapers || Download paper | |
| 2021 | Regime switches and commonalities of the cryptocurrencies asset class. (2021). FigĂÂ -Talamanca, Gianna ; Focardi, Sergio ; Figa-Talamanca, Gianna ; Patacca, Marco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000577. Full description at Econpapers || Download paper | |
| 2021 | Dynamic time series momentum of cryptocurrencies. (2021). Borgards, Oliver. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000590. Full description at Econpapers || Download paper | |
| 2021 | Does environmental law enforcement matter for financial reporting quality?. (2021). Tan, Jianhua ; Zhang, Xuehui ; Chan, Kam C ; Chen, Yining. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000735. Full description at Econpapers || Download paper | |
| 2021 | Are Google searches making the Bitcoin market run amok? A tail event analysis. (2021). Neto, David. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000796. Full description at Econpapers || Download paper | |
| 2021 | Does inequality help in forecasting equity premium in a panel of G7 countries?. (2021). GUPTA, RANGAN ; JAWADI, Fredj ; Christou, Christina. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000826. Full description at Econpapers || Download paper | |
| 2021 | How can investors build a better portfolio in small open economies? Evidence from Asia’s Four Little Dragons. (2021). Yoon, Seong-Min ; Li, Changhong ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001200. Full description at Econpapers || Download paper | |
| 2021 | Exploring the development trend of internet finance in China: Perspective from club convergence. (2021). Feng, Chen ; Yin, Shanggang ; Yan, Hong ; Bai, Caiquan ; Wei, Qian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001248. Full description at Econpapers || Download paper | |
| 2022 | Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices. (2022). GUPTA, RANGAN ; Ji, Qiang ; Bouri, Elie ; Plastun, Alex. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001789. Full description at Econpapers || Download paper | |
| 2022 | Dynamic volatility spillovers between industries in the US stock market: Evidence from the COVID-19 pandemic and Black Monday. (2022). Choi, Sun-Yong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002102. Full description at Econpapers || Download paper | |
| 2022 | Return and volatility spillovers across the Western and MENA countries. (2022). Mohammadi, Hassan ; Habibi, Hamidreza. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000031. Full description at Econpapers || Download paper | |
| 2022 | Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries: Evidence from wavelet quantile regression analysis. (2022). Ye, Fangyu ; Wu, Hao ; Hau, Liya ; Yu, Dongwei ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000602. Full description at Econpapers || Download paper | |
| 2022 | The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets. (2022). Gil-Alana, Luis Alberiko ; Karikari, Nana Kwasi ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000857. Full description at Econpapers || Download paper | |
| 2022 | Economic policy uncertainty and industry risk on China’s stock market. (2022). Song, Jiashan ; Xue, Weina ; Wang, Jie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001127. Full description at Econpapers || Download paper | |
| 2021 | Market efficiency in foreign exchange market. (2021). Pae, Yuntaek ; Choi, Wonseok ; Lee, Namhoon. In: Economics Letters. RePEc:eee:ecolet:v:205:y:2021:i:c:s0165176521002081. Full description at Econpapers || Download paper | |
| 2022 | Examining interconnectedness between media attention and cryptocurrency markets: A transfer entropy story. (2022). Neto, David. In: Economics Letters. RePEc:eee:ecolet:v:214:y:2022:i:c:s0165176522001033. Full description at Econpapers || Download paper | |
| 2022 | Persistence of state-level uncertainty of the United States: The role of climate risks. (2022). GUPTA, RANGAN ; Cepni, Oguzhan ; Sheng, Xin. In: Economics Letters. RePEc:eee:ecolet:v:215:y:2022:i:c:s0165176522001276. Full description at Econpapers || Download paper | |
| 2021 | The factor analytical approach in near unit root interactive effects panels. (2021). Westerlund, Joakim ; Norkut, Milda. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:569-590. Full description at Econpapers || Download paper | |
| 2021 | Threshold effects of terms of trade on Latin American growth. (2021). Vianna, Andre ; Mollick, Andre V. In: Economic Systems. RePEc:eee:ecosys:v:45:y:2021:i:4:s0939362521000303. Full description at Econpapers || Download paper | |
| 2021 | Dynamic linkage between the Chinese and global stock markets: A normal mixture approach. (2021). Matousek, Roman ; Xu, Yang ; Han, Liyan ; Wan, LI. In: Emerging Markets Review. RePEc:eee:ememar:v:49:y:2021:i:c:s156601411830298x. Full description at Econpapers || Download paper | |
| 2022 | Dependence dynamics of stock markets during COVID-19. (2022). Vo, Xuan Vinh ; Hussain, Syed Jawad ; Ahmad, Nasir ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pb:s1566014122000115. Full description at Econpapers || Download paper | |
| 2022 | Effects of monetary policy news on financial assets: Evidence from Brazil on a bivariate VAR-GARCH model (2006–17). (2022). de Melo, Andre ; Noronha, George Augusto ; de Carvalho, Osmani Teixeira ; da Silva, Tarciso Gouveia. In: Emerging Markets Review. RePEc:eee:ememar:v:52:y:2022:i:c:s1566014122000334. Full description at Econpapers || Download paper | |
| 2021 | Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty. (2021). Xie, Tian ; Qiu, Yue ; Wang, Zongrun ; Zhang, Xinyu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:179-201. Full description at Econpapers || Download paper | |
| 2021 | On the stability of stablecoins. (2021). Sapkota, Niranjan ; Kolari, James W ; Junttila, Juha ; Grobys, Klaus. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:207-223. Full description at Econpapers || Download paper | |
| 2022 | Uncovered interest rate parity redux: Non-uniform effects. (2022). Cheung, Yin-Wong ; Wang, Wenhao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:133-151. Full description at Econpapers || Download paper | |
| 2021 | The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns. (2021). Uddin, Gazi ; Makkonen, Adam ; Cardia, Michel Ferreira ; Rahman, Md Lutfur ; Vallstrom, Daniel. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002802. Full description at Econpapers || Download paper | |
| 2021 | Eatery, energy, environment and economic system, 1970–2017: Understanding volatility spillover patterns in a global sample. (2021). LE, Thai-Ha ; Vo, Long Hai. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002905. Full description at Econpapers || Download paper | |
| 2021 | The time-varying responses of financial intermediation and inflation to oil supply and demand shocks in the US: Evidence from Bayesian TVP-SVAR-SV approach. (2021). SAADAOUI, Zied ; Boufateh, Talel. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321004126. Full description at Econpapers || Download paper | |
| 2021 | Oil shocks and stock market volatility: New evidence. (2021). Zhu, BO ; Wang, Jiqian ; Ma, Feng ; Lu, Xinjie. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004394. Full description at Econpapers || Download paper | |
| 2022 | Is financial development beneficial to improve the efficiency of green development? Evidence from the “Belt and Road” countries. (2022). Ni, Mengying ; Yang, Lisha. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s014098832100582x. Full description at Econpapers || Download paper | |
| 2022 | The COVID-19 storm and the energy sector: The impact and role of uncertainty. (2022). Bwanya, Princess Rutendo ; Charteris, Ailie ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988321001638. Full description at Econpapers || Download paper | |
| 2022 | Oil price uncertainty and stock price crash risk: Evidence from China. (2022). Wen, Fenghua ; Li, Yang ; Chen, Xian ; Xiao, Jihong. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002778. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Works by Guglielmo Maria Caporale:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Forecasting the Spanish Stock Market Returns with Fractional and Non-Fractional Models In: American Journal of Economics and Business Administration. [Full Text][Citation analysis] | article | 0 |
| 2014 | Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour In: African Development Review. [Citation analysis] | article | 2 |
| 2014 | Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour.(2014) In: African Development Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2014 | Long memory in Angolan macroeconomic series: mean reversion versus explosive behaviour.(2014) In: NCID Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2002 | Modelling Economic Policy Responses with an Application to the G3 In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2004 | Non-Linearities and Fractional Integration in the US Unemployment Rate In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 61 |
| 2007 | Nonlinearities and Fractional Integration in the US Unemployment Rate*.(2007) In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 61 | article | |
| 2006 | Nonlinearities and fractional integration in the US unemployment rate.(2006) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 61 | paper | |
| 2004 | Non-linearities and fractional integration in the US unemployment rate.(2004) In: HWWA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 61 | paper | |
| 2015 | Testing PPP for the South African Rand/US Dollar Real Exchange Rate at Different Data Frequencies In: African Development Review. [Full Text][Citation analysis] | article | 2 |
| 1994 | The Measurement of Productivity and Market Structure in the UK. In: Bulletin of Economic Research. [Citation analysis] | article | 0 |
| 2017 | HOW DO FISCAL CONSOLIDATION AND FISCAL STIMULI IMPACT ON THE SYNCHRONIZATION OF BUSINESS CYCLES? In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 2 |
| 2022 | Trends and cycles in macro series: The case of US real GDP In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 0 |
| 2017 | Trends and Cycles in Macro Series: The Case of US Real GDP.(2017) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Trends and Cycles in Macro Series: The Case of US Real GDP.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2020 | Fractional Integration and the Persistence of UK Inflation, 1210–2016 In: Economic Papers. [Full Text][Citation analysis] | article | 0 |
| 2004 | Testing for Seasonal Fractional Roots in German Real Output In: German Economic Review. [Full Text][Citation analysis] | article | 2 |
| 2004 | Testing for Seasonal Fractional Roots in German Real Output.(2004) In: German Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 1999 | Efficient Estimation Of Cointegrating Vectors and Testing for Causality in Vector Autoregressions In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 61 |
| 2013 | Modelling long-run trends and cycles in financial time series data In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 4 |
| 2008 | Modelling Long-Run Trends and Cycles in Financial Time Series Data.(2008) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2012 | Modelling Long Run Trends and Cycles in Financial Time Series Data.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2002 | Does Inflation Targeting Affect the Trade–off Between Output Gap and Inflation Variability? In: Manchester School. [Full Text][Citation analysis] | article | 16 |
| 2005 | FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS In: Manchester School. [Full Text][Citation analysis] | article | 12 |
| 2011 | ARE THE BALTIC COUNTRIES READY TO ADOPT THE EURO? A GENERALIZED PURCHASING POWER PARITY APPROACH In: Manchester School. [Full Text][Citation analysis] | article | 6 |
| 2008 | Are the Baltic Countries Ready to Adopt the Euro? A Generalised Purchasing Power Parity Approach.(2008) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2013 | LIQUIDITY RISK, CREDIT RISK AND THE OVERNIGHT INTEREST RATE SPREAD: A STOCHASTIC VOLATILITY MODELLING APPROACH In: Manchester School. [Full Text][Citation analysis] | article | 3 |
| 2010 | Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach.(2010) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2010 | Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach.(2010) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 1999 | Unit Root Testing Using Covariates: Some Theory and Evidence In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 15 |
| 2018 | Competitive devaluations in commodity†based economies: Colombia and the Pacific Alliance Group In: Review of Development Economics. [Full Text][Citation analysis] | article | 0 |
| 2005 | Endogenous Growth Models and Stock Market Development: Evidence from Four Countries In: Review of Development Economics. [Full Text][Citation analysis] | article | 31 |
| 2019 | Can the Consumption–Wealth Ratio Predict Housing Returns? Evidence from OECD Countries In: Real Estate Economics. [Full Text][Citation analysis] | article | 8 |
| 2008 | Black Market and Official Exchange Rates: Long?run Equilibrium and Short?run Dynamics In: Review of International Economics. [Full Text][Citation analysis] | article | 7 |
| 2006 | Black Market and Official Exchange Rates: Long-Run Equilibrium and Short-Run Dynamics.(2006) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2011 | Stock Market Integration between Three CEECs, Russia, and the UK In: Review of International Economics. [Citation analysis] | article | 31 |
| 2010 | Stock Market Integration between three CEECs, Russia and the UK.(2010) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
| 2011 | EU Banks Rating Assignments: Is There Heterogeneity between New and Old Member Countries? In: Review of International Economics. [Citation analysis] | article | 9 |
| 2010 | EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries?.(2010) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2010 | EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries?.(2010) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2011 | Introduction In: Review of International Economics. [Citation analysis] | article | 0 |
| 2013 | Volatility Spillovers and Contagion from Mature to Emerging Stock Markets In: Review of International Economics. [Full Text][Citation analysis] | article | 111 |
| 2009 | Volatility Spillovers and Contagion from Mature to Emerging Stock Markets.(2009) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 111 | paper | |
| 2009 | Volatility Spillovers and Contagion from Mature to Emerging Stock Markets.(2009) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 111 | paper | |
| 2009 | Volatility spillovers and contagion from mature to emerging stock markets.(2009) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 111 | paper | |
| 2008 | Volatility Spillovers and Contagion from Mature to Emerging Stock Markets.(2008) In: IMF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 111 | paper | |
| 1999 | Estimating Income and Price Elasticities of Trade in a Cointegration Framework. In: Review of International Economics. [Citation analysis] | article | 70 |
| 2015 | Testing the Marshall–Lerner Condition in Kenya In: South African Journal of Economics. [Full Text][Citation analysis] | article | 6 |
| 2012 | Testing the Marshall-Lerner Condition in Kenya.(2012) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2012 | Testing the Marshall-Lerner condition in Kenya.(2012) In: NCID Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2018 | Unemployment in Africa: A Fractional Integration Approach In: South African Journal of Economics. [Full Text][Citation analysis] | article | 6 |
| 2020 | Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence In: South African Journal of Economics. [Full Text][Citation analysis] | article | 2 |
| 2018 | Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence.(2018) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2001 | Money, Credit and Spending: Drawing Causal Inferences In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 18 |
| 2014 | Time-Varying Spot and Futures Oil Price Dynamics In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 22 |
| 2010 | Time-Varying Spot and Futures Oil Price Dynamics.(2010) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2010 | Time-Varying Spot and Futures Oil Price Dynamics.(2010) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2010 | Time-varying spot and futures oil price dynamics.(2010) In: Quaderni del Dipartimento di Economia, Finanza e Statistica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2016 | Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2012 | Banking Consolidation in Nigeria In: CEsA Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2016 | Testing unemployment theories: A multivariate long memory approach In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 7 |
| 2014 | Testing Unemployment Theories: A Multivariate Long Memory Approach.(2014) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2013 | Testing Unemployment Theories: A Multivariate Long Memory Approach.(2013) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2016 | Testing Unemployment Theories: A Multivariate Long Memory Approach.(2016) In: Journal of Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2022 | Tourism Persistence in the Southeastern European Countries: The Impact of Covid-19 In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Nominal and Real Wages in the UK, 1750 - 2015: Mean Reversion, Persistence and Structural Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Persistence in High Frequency Financial Data In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Small and Medium Sized European Firms and Energy Efficiency Measures: A Probit Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Inflation Persistence in Europe: The Effects of the Covid-19 Pandemic and of the Russia-Ukraine War In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Gold and Silver as Safe Havens: A Fractional Integration and Cointegration Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2022 | The Covid-19 Pandemic and European Trade Patterns: A Sectoral Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2006 | Cointegration Tests of PPP: Do they also Exhibit Erratic Behaviour? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2009 | Cointegration tests of PPP: do they also exhibit erratic behaviour?.(2009) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2006 | The Euro and Inflation Uncertainty in the European Monetary Union In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 42 |
| 2009 | The Euro and inflation uncertainty in the European Monetary Union.(2009) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | article | |
| 2007 | The Euro and Inflation Uncertainty in the European Monetary Union.(2007) In: CELPE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
| 2007 | A Multivariate Long-Memory Model with Structural Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2007 | Long Run and Cyclical Dynamics in the US Stock Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
| 2004 | Long-run and Cyclical Dynamics in the US Stock Market.(2004) In: Econometric Society 2004 Latin American Meetings. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2004 | Long-run and Cyclical Dynamics in the US Stock Market.(2004) In: Economics Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2014 | Long?Run and Cyclical Dynamics in the US Stock Market.(2014) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 2007 | Identification of Segments of European Banks with a Latent Class Frontier Model In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Income and Happiness across Europe: Do Reference Values Matter? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 122 |
| 2009 | Income and happiness across Europe: Do reference values matter?.(2009) In: Journal of Economic Psychology. [Full Text][Citation analysis] This paper has another version. Agregated cites: 122 | article | |
| 2008 | Fiscal Shocks and Real Exchange Rate Dynamics: Some Evidence for Latin America In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2011 | Fiscal shocks and real exchange rate dynamics: Some evidence for Latin America.(2011) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2008 | Using Chebyshev Polynomials to Approximate Partial Differential Equations In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2010 | Using Chebyshev Polynomials to Approximate Partial Differential Equations.(2010) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2008 | On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 54 |
| 2008 | On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries.(2008) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 54 | paper | |
| 2008 | On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries.(2008) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | paper | |
| 2009 | On the bilateral trade effects of free trade agreements between the EU-15 and the CEEC-4 countries.(2009) In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | article | |
| 2009 | On the bilateral trade effects of free trade agreements between the EU-15 and the CEEC-4 countries.(2009) In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | article | |
| 2008 | Financial Contagion: Evolutionary Optimisation of a Multinational Agent-Based Model In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Financial contagion: evolutionary optimization of a multinational agent?based model.(2009) In: Intelligent Systems in Accounting, Finance and Management. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2009 | Selectivity, Market Timing and the Morningstar Star-Rating System In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Selectivity, Market Timing and the Morningstar Star-Rating System.(2009) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | Rating Assignments: Lessons from International Banks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 19 |
| 2009 | Rating Assignments: Lessons from International Banks.(2009) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2012 | Ratings assignments: Lessons from international banks.(2012) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
| 2009 | Multi-Factor Gegenbauer Processes and European Inflation Rates In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 2009 | Multi-Factor Gegenbauer Processes and European Inflation Rates.(2009) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2011 | Multi-Factor Gegenbauer Processes and European Inflation Rates.(2011) In: Journal of Economic Integration. [Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2009 | Long Memory in US Real Output per Capita In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 2009 | Long Memory in US Real Output per Capita.(2009) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2013 | Long memory in US real output per capita.(2013) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2009 | Inflation and Inflation Uncertainty in the Euro Area In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 38 |
| 2009 | Inflation and Inflation Uncertainty in the Euro Area.(2009) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
| 2010 | Inflation and inflation uncertainty in the euro area.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
| 2010 | Inflation and Inflation Uncertainty in the Euro Area.(2010) In: EcoMod2010. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
| 2012 | Inflation and inflation uncertainty in the euro area.(2012) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | article | |
| 2009 | Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-mean Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 84 |
| 2009 | Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-Mean Analysis.(2009) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 84 | paper | |
| 2010 | Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis.(2010) In: Emerging Markets Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 84 | article | |
| 2009 | International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2009 | International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence.(2009) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2009 | International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence.(2009) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2011 | International financial integration and real exchange rate long-run dynamics in emerging countries: Some panel evidence.(2011) In: The Journal of International Trade & Economic Development. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2009 | Testing for Convergence in Stock Markets: A Non-Linear Factor Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 24 |
| 2009 | Testing for Convergence in Stock Markets: A Non-linear Factor Approach.(2009) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2010 | Price Formation on the EuroMTS Platform In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2010 | Price Formation on the EuroMTS Platform.(2010) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2011 | Price formation on the EuroMTS platform.(2011) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2010 | US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2010 | US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis.(2010) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis.(2011) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2010 | The Weekly Structure of US Stock Prices In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2010 | The Weekly Structure of US Stock Prices.(2010) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | The weekly structure of US stock prices.(2011) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2010 | Determinants of Pollution Abatement and Control Expenditure in Romania: A Multilevel Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2010 | Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market.(2010) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2012 | Quoted spreads and trade imbalance dynamics in the European Treasury bond market.(2012) In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2011 | Europe Agreements and Trade Balance: Evidence from Four New EU Members In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2011 | Europe Agreements and Trade Balance: Evidence form Four New EU Members.(2011) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2011 | The Euro Changeover and Price Adjustments in Italy In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2011 | The Euro Changeover and Price Adjustments in Italy.(2011) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | The euro changeover and price adjustments in Italy.(2012) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2011 | Fractional Integration and Cointegration in US Financial Time Series Data In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Fractional Integration and Cointegration in US Financial Time Series Data.(2011) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | Fractional integration and cointegration in US financial time series data.(2014) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2012 | Fractional Integration and Cointegration in US Financial Time Series Data.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2011 | Employment Growth, Inflation and Output Growth: Was Phillips Right? Evidence from a Dynamic Panel In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Employment Growth, Inflation and Output Growth: Was Phillips Right?: Evidence from a Dynamic Panel.(2011) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 21 |
| 2011 | Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System.(2011) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2013 | Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system.(2013) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
| 2011 | Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 18 |
| 2011 | Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets.(2011) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2016 | Consumption, wealth, stock and housing returns: Evidence from emerging markets.(2016) In: Research in International Business and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
| 2011 | Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets.(2011) In: NIPE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2011 | Are Stock and Housing Returns Complements or Substitutes? Evidence from OECD Countries In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Are Stock and Housing Returns Complements or Substitutes?: Evidence from OECD Countries.(2011) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | Are Stock and Housing Returns Complements or Substitutes? Evidence from OECD Countries.(2011) In: NIPE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | Sources of Real Exchange Rate Volatility and International Financial Integration: A Dynamic GMM Panel Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2011 | Persistence and Cyclical Dependence in the Monthly Euribor Rate In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Persistence and Cyclical Dependence in the Monthly Euribor Rate.(2011) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2016 | Persistence and cyclical dependence in the monthly euribor rate.(2016) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2011 | Fiscal Spillovers in the Euro Area In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 46 |
| 2011 | Fiscal Spillovers in the Euro Area.(2011) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 46 | paper | |
| 2013 | Fiscal spillovers in the Euro area.(2013) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 46 | article | |
| 2013 | Fiscal Spillovers in the Euro Area.(2013) In: Working Papers LuissLab. [Full Text][Citation analysis] This paper has another version. Agregated cites: 46 | paper | |
| 2012 | Persistence and Cycles in US Hours Worked In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2012 | Persistence and Cycles in US Hours Worked.(2012) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2014 | Persistence and cycles in US hours worked.(2014) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2012 | Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2012 | Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal.(2012) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2013 | Re-examining the decline in the US saving rate: The impact of mortgage equity withdrawal.(2013) In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2012 | Environmental Regulation and Competitiveness: Evidence from Romania In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 17 |
| 2012 | Environmental Regulation and Competitiveness: Evidence from Romania.(2012) In: Ecological Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
| 2010 | Environmental Regulation and Competitiveness: Evidence from Romania.(2010) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2010 | Environmental Regulation and Competitiveness: Evidence from Romania.(2010) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2012 | Long Memory in German Energy Price Indices In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2012 | Long Memory in German Energy Price Indices.(2012) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2012 | Persistence in Youth Unemployment In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Persistence in Youth Unemployment.(2012) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2012 | Business Cycles, International Trade and Capital Flows: Evidence from Latin America In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2012 | Business Cycles, International Trade and Capital Flows: Evidence from Latin America.(2012) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2013 | Business Cycles, International Trade and Capital Flows: Evidence from Latin America.(2013) In: NCID Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2016 | Business cycles, international trade and capital flows: evidence from Latin America.(2016) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2012 | Persistence and Cycles in the US Federal Funds Rate In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2012 | Persistence and Cycles in the US Federal Funds Rate.(2012) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2017 | Persistence and cycles in the us federal funds rate.(2017) In: International Review of Financial Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2013 | Trade Intensity and Output Synchronisation: On the Endogeneity Properties of EMU In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 24 |
| 2013 | Trade Intensity and Output Synchronisation: On the Endogeneity Properties of EMU.(2013) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2015 | Trade intensity and output synchronisation: On the endogeneity properties of EMU.(2015) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | article | |
| 2013 | TRADE INTENSITY AND OUTPUT SYNCHRONISATION: ON THE ENDOGENEITY PROPERTIES OF EMU.(2013) In: Working Papers LuissLab. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2013 | On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010 In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 64 |
| 2013 | On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010.(2013) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 64 | paper | |
| 2014 | On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010.(2014) In: International Review of Financial Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 64 | article | |
| 2013 | Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 19 |
| 2013 | Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate.(2013) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2013 | Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate.(2013) In: International Review of Financial Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
| 2013 | Exchange Rate Uncertainty and International Portfolio Flows In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2013 | Exchange Rate Uncertainty and International Portfolio Flows.(2013) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2013 | Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better?.(2013) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | Fiscal Adjustments and Business Cycle Synchronization In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2013 | Fiscal Adjustment and Business Cycle Synchronization.(2013) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2014 | International Capital Markets Structure, Preferences and Puzzles: The US-China Case In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 21 |
| 2014 | International Capital Markets Structure, Preferences and Puzzles: The US-China Case.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2014 | Youth Unemployment in Europe: Persistence and Macroeconomic Determinants In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 23 |
| 2014 | Youth Unemployment in Europe: Persistence and Macroeconomic Determinants.(2014) In: Comparative Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
| 2014 | Intraday Anomalies and Market Efficiency: A Trading Robot Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
| 2014 | Intraday Anomalies and Market Efficiency: A Trading Robot Analysis.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2016 | Intraday Anomalies and Market Efficiency: A Trading Robot Analysis.(2016) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 2014 | The Weekend Effect: A Trading Robot and Fractional Integration Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2014 | The Weekend Effect: A Trading Robot and Fractional Integration Analysis.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2014 | Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 73 |
| 2014 | Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | paper | |
| 2015 | Oil price uncertainty and sectoral stock returns in China: A time-varying approach.(2015) In: China Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | article | |
| 2014 | Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Means Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
| 2014 | Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2016 | Macro news and stock returns in the Euro area: A VAR-GARCH-in-mean analysis.(2016) In: International Review of Financial Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 2014 | Macro News and Bond Yield Spreads in the Euro Area In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 13 |
| 2014 | Macro News and Bond Yield Spreads in the Euro Area.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2018 | Macro news and bond yield spreads in the euro area.(2018) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
| 2014 | Short-Term Price Overreactions: Identification, Testing, Exploitation In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 2014 | Short-Term Price Overreaction: Identification, Testing, Exploitation.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2018 | Short-Term Price Overreactions: Identification, Testing, Exploitation.(2018) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2015 | Trade Flows and Trade Specialisation: The Case of China In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 26 |
| 2015 | Trade Flows and Trade Specialisation: The Case of China.(2015) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2015 | Trade flows and trade specialisation: The case of China.(2015) In: China Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | article | |
| 2016 | Trade flows and trade specialisation: the case of China.(2016) In: NCID Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2015 | Loan Loss Provision: Some Empirical Evidence for Italian Banks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2015 | Loan Loss Provision: Some Empirical Evidence for Italian Banks.(2015) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2015 | Spillovers between Food and Energy Prices and Structural Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 50 |
| 2017 | Spillovers between food and energy prices and structural breaks.(2017) In: International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | article | |
| 2015 | Spillovers between Food and Energy Prices and Structural Breaks.(2015) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
| 2017 | Spillovers between food and energy prices and structural breaks.(2017) In: International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | article | |
| 2016 | Spillovers between food and energy prices and structural breaks.(2016) In: NCID Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
| 2015 | How Has the Global Financial Crisis Affected Syndicated Loan Terms in Emerging Markets? Evidence from China In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2015 | How Has the Global Financial Crisis Affected Syndicated Loan Terms in Emerging Markets? Evidence from China.(2015) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2018 | How has the global financial crisis affected syndicated loan terms in emerging markets? Evidence from China.(2018) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2015 | The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 2015 | The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis.(2015) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2015 | The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2018 | The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis.(2018) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2015 | Linkages between the US and European Stock Markets: A Fractional Cointegration Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 12 |
| 2015 | Linkages between the US and European Stock Markets: A Fractional Cointegration Approach.(2015) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2016 | Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach.(2016) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2015 | Macro News and Commodity Returns In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 18 |
| 2015 | Macro News and Commodity Returns.(2015) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2017 | Macro News and Commodity Returns.(2017) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
| 2015 | International Portfolio Flows and Exchange Rate Volatility for Emerging Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2015 | International Portfolio Flows and Exchange Rate Volatility for Emerging Markets.(2015) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2015 | The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2015 | The EMBI in Latin America: Fractional Integration, Non-linearities and Breaks.(2015) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2018 | The EMBI in Latin America: Fractional integration, non-linearities and breaks.(2018) In: Finance Research Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2016 | Islamic Banking, Credit and Economic Growth: Some Empirical Evidence In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
| 2016 | Islamic Banking, Credit and Economic Growth: Some Empirical Evidence.(2016) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2018 | Islamic banking, credit, and economic growth: Some empirical evidence.(2018) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
| 2016 | Macro News and Exchange Rates in the BRICS In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 13 |
| 2016 | Macro News and Exchange Rates in the BRICS.(2016) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2017 | Macro news and exchange rates in the BRICS.(2017) In: Finance Research Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
| 2016 | The Bank Lending Channel in a Dual Banking System: Evidence from Malaysia In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2016 | The Bank Lending Channel in a Dual Banking System: Evidence from Malaysia.(2016) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2016 | Exchange Rates and Macro News in Emerging Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2016 | Exchange Rates and Macro News in Emerging Markets.(2016) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2018 | Exchange rates and macro news in emerging markets.(2018) In: Research in International Business and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2016 | Calendar Anomalies in the Ukrainian Stock Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2016 | Calendar Anomalies in the Ukrainian Stock Market.(2016) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2016 | Competitive Devaluations in Commodity-Based Economies: Colombia and the Pacific Alliance Group In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Competitive Devaluations in Commodity-Based Economies: Colombia and the Pacific Alliance Group.(2016) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | The Performance of Banks in the MENA Region During the Global Financial Crisis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 2016 | The Performance of Banks in the MENA Region during the Global Financial Crisis.(2016) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2017 | The performance of banks in the MENA region during the global financial crisis.(2017) In: Research in International Business and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2016 | Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-in-mean Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-In-Mean Analysis.(2016) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2021 | Equity fund flows and stock market returns in the USA before and after the global financial crisis: a VAR-GARCH-in-mean analysis.(2021) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2016 | Monetary Policy Rules in Emerging Countries: Is there an Augmented Nonlinear Taylor Rule? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 31 |
| 2016 | Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule?.(2016) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
| 2018 | Monetary policy rules in emerging countries: Is there an augmented nonlinear taylor rule?.(2018) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | article | |
| 2016 | Analysing the Determinants of Credit Risk for General Insurance Firms in the UK In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2016 | Analysing the Determinants of Credit Risk for General Insurance Firms in the UK.(2016) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2016 | Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 2016 | Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB.(2016) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2018 | Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB.(2018) In: Research in International Business and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| .() In: . [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | ||
| 2017 | Central Bank Policy Rates: Are they Cointegrated? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2017 | Central bank policy rates: Are they cointegrated?.(2017) In: International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2017 | Central Bank Policy Rates: Are They Cointegrated?.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2017 | Central bank policy rates: Are they cointegrated?.(2017) In: International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2017 | Long Memory and Data Frequency in Financial Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2017 | Long Memory and Data Frequency in Financial Markets.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2017 | Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2021 | Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets.(2021) In: Journal of Economic Integration. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2017 | Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Testing the Fisher hypothesis in the G-7 countries using I(d) techniques.(2019) In: International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2017 | Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2019 | Testing the Fisher hypothesis in the G-7 countries using I(d) techniques.(2019) In: International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2017 | Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Is Market Fear Persistent? A Long-Memory Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 12 |
| 2017 | Is Market Fear Persistent? A Long-Memory Analysis.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2018 | Is market fear persistent? A long-memory analysis.(2018) In: Finance Research Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2017 | The Day of the Week Effect in the Crypto Currency Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 38 |
| 2017 | The Day of the Week Effect in the Crypto Currency Market.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
| 2019 | The day of the week effect in the cryptocurrency market.(2019) In: Finance Research Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | article | |
| 2017 | Persistence in the Cryptocurrency Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 88 |
| 2017 | Persistence in the Cryptocurrency Market.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 88 | paper | |
| 2018 | Persistence in the cryptocurrency market.(2018) In: Research in International Business and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 88 | article | |
| 2018 | Price Overreactions in the Cryptocurrency Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
| 2018 | Price Overreactions in the Cryptocurrency Market.(2018) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
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| 2018 | Brexit and Uncertainty in Financial Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
| 2018 | Brexit and Uncertainty in Financial Markets.(2018) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
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| 2018 | On the Persistence of UK Inflation: A Long-Range Dependence Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
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| 2018 | Modelling Volatility of Cryptocurrencies Using Markov-Switching Garch Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 39 |
| 2019 | Modelling volatility of cryptocurrencies using Markov-Switching GARCH models.(2019) In: Research in International Business and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | article | |
| 2018 | Persistence in the Russian Stock Market Volatility Indices In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Bitcoin Fluctuations and the Frequency of Price Overreactions In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Bitcoin fluctuations and the frequency of price overreactions.(2019) In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2018 | Political Tension and Stock Markets in the Arabian Peninsula In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
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| 2018 | The Impact of Business and Political News on the GCC Stock Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
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| 2019 | Energy Consumption in the GCC Countries: Evidence on Persistence In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
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| 2019 | Style consistency and mutual fund returns: the case of Russia In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
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| 2019 | Persistence, non-linearities and structural breaks in European stock market indices In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
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| 2019 | Financial integration in the GCC region: market size versus national effects In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
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| 2019 | Non-Linearities, Cyber Attacks and Cryptocurrencies In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
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| 2019 | CO2 Emissions and GDP: Evidence from China In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Momentum Effects in the Cryptocurrency Market After One-Day Abnormal Returns In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2020 | Momentum effects in the cryptocurrency market after one-day abnormal returns.(2020) In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2019 | Cycles and Long-Range Behaviour in the European Stock Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Cycles and Long-Range Behaviour in the European Stock Markets.(2021) In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] This paper has another version. Agregated cites: 0 | chapter | |
| 2019 | Estimation of Conditional Asset Pricing Models with Integrated Variables in the Beta Specification In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
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| 2019 | Investors Trading Behaviour and Stock Market Volatility during Crisis Periods: A Dual Long-Memory Model for the Korean Stock Exchange In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Investors trading behaviour and stock market volatility during crisis periods: A dual long?memory model for the Korean Stock Exchange.(2021) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2019 | Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2020 | Bitcoin Price Co-Movements and Culture In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
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| 2020 | Cyber-Attacks, Cryptocurrencies, and Cyber Security In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
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| 2020 | Persistence in the Market Risk Premium: Evidence across Countries In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
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| 2020 | US Sea Level Data: Time Trends and Persistence In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
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| 2020 | Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
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| 2020 | Inflation in the G7 Countries: Persistence and Structural Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
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| 2020 | Particulate Matter 10 (PM10): Persistence and Trends in Eight European Capitals In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Gold and Oil Prices: Abnormal Returns, Momentum and Contrarian Effects In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
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| 2020 | The Direct and Indirect Effects of Financial Development on International Trade: Evidence from the CEEC-6 In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
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| 2020 | Persistence and Long Memory in Monetary Policy Spreads In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
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| 2020 | Abnormal Returns and Stock Price Movements: Some Evidence from Developed and Emerging Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Persistence in the Private Debt-to-GDP Ratio: Evidence from 43 OECD Countries In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
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| 2021 | Nonlinearities and Asymmetric Adjustment to PPP in an Exchange Rate Model with Inflation Expectations In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
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| 2021 | The Relationship between Prices and Output in the UK and the US In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
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| 2021 | The Covid-19 Pandemic and the Degree of Persistence of US Stock Prices and Bond Yields In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
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| 2021 | Testing for UIP: Nonlinearities, Monetary Announcements and Interest Rate Expectations In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
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| 2021 | The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
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| 2021 | Oil Prices, Exchange Rates and Sectoral Stock Returns in the BRICS-T Countries: A Time-Varying Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
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| 2021 | The Impact of the Covid-19 Pandemic on Persistence in the European Stock Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
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| 2019 | Long-term interest rates in Europe: A fractional cointegration analysis In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 3 |
| 2002 | Long-term nominal interest rates and domestic fundamentals In: Review of Financial Economics. [Full Text][Citation analysis] | article | 48 |
| 2002 | Long?term nominal interest rates and domestic fundamentals.(2002) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | article | |
| 2004 | Fractional cointegration and tests of present value models In: Review of Financial Economics. [Full Text][Citation analysis] | article | 38 |
| 2004 | Fractional cointegration and tests of present value models.(2004) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | article | |
| 2000 | Fractional cointegration and tests of present value models.(2000) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
| 2004 | Fractional cointegration and real exchange rates In: Review of Financial Economics. [Full Text][Citation analysis] | article | 10 |
| 2004 | Fractional cointegration and real exchange rates.(2004) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
| 2000 | Fractional cointegration and real exchange rates.(2000) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2012 | Efficiency evaluation of Greek equity funds In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 11 |
| 2012 | Efficiency evaluation of Greek equity funds.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2015 | Gender, style diversity, and their effect on fund performance In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 8 |
| 2017 | Calendar anomalies in the Russian stock market In: Russian Journal of Economics. [Full Text][Citation analysis] | article | 2 |
| 2002 | The Euro and Monetary Policy Transparency In: Eastern Economic Journal. [Full Text][Citation analysis] | article | 4 |
| 2010 | Testing Stock Market Convergence: A Non-linear Factor Approach In: EcoMod2010. [Full Text][Citation analysis] | paper | 6 |
| 2015 | Testing stock market convergence: a non-linear factor approach.(2015) In: Empirica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2001 | Revisiting the Long-Run Relationship between Real Exchange Rates and Real Interest Differentials: A Productivity Differential Approach Patterns in Neighboring Areas In: Ekonomia. [Citation analysis] | article | 0 |
| 2014 | The finance–growth nexus: evidence from ten new EU members In: Chapters. [Full Text][Citation analysis] | chapter | 1 |
| 2020 | Daily abnormal price changes and trading strategies in the FOREX In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2002 | The Banking System in Bulgaria In: Post-Print. [Citation analysis] | paper | 5 |
| 2008 | On the Trade Balance Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries In: Post-Print. [Citation analysis] | paper | 6 |
| 2008 | On the Trade Balance Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries.(2008) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2008 | ON THE TRADE BALANCE EFFECTS OF FREE TRADE AGREEMENTS BETWEEN THE EU-15 AND THE CEEC-4 COUNTRIES.(2008) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2015 | The Kenyan stock market: inefficiency, long memory, persistence and anomalies in the NSE-20 In: African Journal of Economic and Sustainable Development. [Full Text][Citation analysis] | article | 3 |
| 2017 | The weekend effect: a fractional integration and trading robot analysis In: International Journal of Bonds and Derivatives. [Full Text][Citation analysis] | article | 0 |
| 2008 | Parameter instability and forecasting performance: a Monte Carlo study In: International Journal of Business Forecasting and Marketing Intelligence. [Full Text][Citation analysis] | article | 0 |
| 2004 | Parameter Instability and Forecasting Performance. A Monte Carlo Study.(2004) In: Economics Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2004 | The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification. A Monte Carlo Study In: Economics Series. [Full Text][Citation analysis] | paper | 8 |
| 2005 | The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification: A Monte Carlo Study.(2005) In: The Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2004 | Robustness of the CUSUM and CUSUM-of-Squares Tests to Serial Correlation, Endogeneity and Lack of Structural Invariance. Some Monte Carlo Evidence In: Economics Series. [Full Text][Citation analysis] | paper | 2 |
| 2004 | Panel Data Tests of PPP. A Critical Overview In: Economics Series. [Full Text][Citation analysis] | paper | 19 |
| 2006 | Panel data tests of PPP: a critical overview.(2006) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
| 2005 | Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 6 |
| 2003 | Testing for Financial Contagion between Developed and Emerging Markets during the 1997 East Asian Crisis.(2003) In: Economics Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2001 | Irreducibility and Structural Cointegrating Relations: An Application to the G-7 Long-Term Interest Rates. In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 21 |
| 2001 | Real Exchange Rate Effects on the Balance of Trade: Cointegration and the Marshall-Lerner Condition. In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 101 |
| 2002 | Testing for Causality-in-Variance: An Application to the East Asian Markets. In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 54 |
| 2008 | Determinants of Pollution Abatement and Control Expenditure: Evidence from Romania In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | DETERMINANTS OF POLLUTION ABATEMENT AND CONTROL EXPENDITURE: EVIDENCE FROM ROMANIA.(2009) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Pollution Abatement and Control Expenditure in Romania: A Multilevel Analysis In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | POLLUTION ABATEMENT AND CONTROL EXPENDITURE IN ROMANIA: A MULTILEVEL ANALYSIS.(2010) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2004 | STOCK MARKET DEVELOPMENT AND ECONOMIC GROWTH: THE CAUSAL LINKAGE In: Journal of Economic Development. [Full Text][Citation analysis] | article | 96 |
| 2010 | REAL EXCHANGE RATES IN LATIN AMERICA: THE PPP HYPOTHESIS AND FRACTIONAL INTEGRATION In: Journal of Economic Development. [Full Text][Citation analysis] | article | 1 |
| 2002 | Unit Roots versus Other Types of Time Heterogeneity, Parameter Time Dependence and Superexogeneity. In: Journal of Forecasting. [Citation analysis] | article | 2 |
| 2017 | Searching for Inefficiencies in Exchange Rate Dynamics In: Computational Economics. [Full Text][Citation analysis] | article | 2 |
| 2002 | Manufacturing Wage Differentials and Employment in Some Scandinavian Countries, the U.S. and the U.K.: An Analysis of Variance Approach In: Empirica. [Full Text][Citation analysis] | article | 1 |
| 2003 | Evaluating the Gains to Cooperation in the G-3 In: Empirica. [Full Text][Citation analysis] | article | 2 |
| 2007 | Testing for deterministic and stochastic cycles in macroeconomic time series In: Empirica. [Full Text][Citation analysis] | article | 0 |
| 2008 | Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates In: Empirica. [Full Text][Citation analysis] | article | 0 |
| 2014 | Improving Environmental Performance: A Challenge for Romania In: Environmental & Resource Economics. [Full Text][Citation analysis] | article | 2 |
| 2005 | A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates In: Open Economies Review. [Full Text][Citation analysis] | article | 0 |
| 2022 | Testing for UIP-Type Relationships: Nonlinearities, Monetary Announcements and Interest Rate Expectations In: Open Economies Review. [Full Text][Citation analysis] | article | 0 |
| 2022 | Stock Market Linkages between the Asean Countries, China and the US: A Fractional Integration/cointegration Approach In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
| 2011 | Volatility spillovers and contagion from mature and emerging stock markets. In: NCID Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Banking Consolidation in Nigeria, 2000-2010 In: NCID Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Interest rate dynamics in Kenya In: NCID Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Foreign direct investment in the Asian economies In: NCID Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Exchange Rate Dynamics and Monetary Unions in Africa: A Fractional Integration and Cointegration Analysis In: NCID Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | African Growth, Non-Linearities and Strong Dependence: An Empirical Study In: NCID Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Long memory in the ukrainian stock market and financial crises In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
| 1999 | Is Europe an Optimum Currency Area? Business Cyc1es in the EU In: Journal of Economic Integration. [Citation analysis] | article | 8 |
| 2005 | Fiscal Consolidation: An Exercise in the Methodology of Coordination In: Journal of Economic Integration. [Citation analysis] | article | 1 |
| 2009 | The Asymmetric Effects of a Common Monetary Policy in Europe In: Journal of Economic Integration. [Citation analysis] | article | 4 |
| 2012 | Stock Market Integration Between Three CEECs In: Journal of Economic Integration. [Full Text][Citation analysis] | article | 11 |
| 1993 | Is Europe an optimum currency area? In: National Institute Economic Review. [Full Text][Citation analysis] | article | 11 |
| 2019 | UK overseas visitors: Seasonality and persistence In: Tourism Economics. [Full Text][Citation analysis] | article | 1 |
| 2006 | Long memory at the long run and at the cyclical frequencies: modelling real wages in England, 1260–1994 In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
| 2005 | Long Memory at the Long Run and at the Cyclical Frequencies:Modelling Real Wages in England: 1260-1994.(2005) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2003 | Long memory and structural breaks in hyperinflation countries In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2006 | Volatility transmission and financial crises In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 58 |
| 2009 | Multiple shifts and fractional integration in the US and UK unemployment rates In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
| 2017 | The fisher relationship in Nigeria In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2021 | Analysing the relationship between CO2 emissions and GDP in China: a fractional integration and cointegration approach In: Journal of Innovation and Entrepreneurship. [Full Text][Citation analysis] | article | 2 |
| 1993 | Common stochastic trends and inflation convergence in the EMS In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 30 |
| 1995 | Inflation convergence in the EMS: Some additional evidence. A reply In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 1 |
| 2001 | Parameter instability, superexogeneity, and the monetary model of the exchange rate In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 3 |
| 2003 | IGARCH models and structural breaks In: Applied Economics Letters. [Full Text][Citation analysis] | article | 16 |
| 2006 | Long memory at the long-run and the seasonal monthly frequencies in the US money stock In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2009 | Non-normality, heteroscedasticity and recursive unit root tests of PPP: solving the PPP puzzle? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2010 | Multiple cyclical fractional structures in financial time series In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2015 | Modelling African inflation rates: nonlinear deterministic terms and long-range dependence In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 1995 | Interest rate linkages within the European Monetary System: an alternative interpretation In: Applied Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 2002 | Unemployment and input prices: a fractional cointegration approach In: Applied Economics Letters. [Full Text][Citation analysis] | article | 14 |
| 2000 | Unemployment and input prices: A fractional cointegration approach.(2000) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2005 | Measuring half-lives: using a non-parametric bootstrap approach In: Applied Financial Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2006 | Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques In: Applied Financial Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2004 | Feedbacks between mutual fund flows and security returns: evidence from the Greek capital market In: Applied Financial Economics. [Full Text][Citation analysis] | article | 10 |
| 2004 | Modelling East Asian exchange rates: a Markov-switching approach In: Applied Financial Economics. [Full Text][Citation analysis] | article | 16 |
| 2004 | Long range dependence in daily stock returns In: Applied Financial Economics. [Full Text][Citation analysis] | article | 8 |
| 2005 | Interest rate linkages: identifying structural relations In: Applied Financial Economics. [Full Text][Citation analysis] | article | 7 |
| 1997 | Domestic and external factors in interest rate determination In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
| 1998 | Term structure and interest differentials as predictors of future inflation changes and inflation differentials In: Applied Financial Economics. [Full Text][Citation analysis] | article | 7 |
| 1997 | Sectoral shocks and business cycles: a disaggregated analysis of output fluctuations in the UK In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
| 2009 | BASQUE TERRORISM: POLICE ACTION, POLITICAL MEASURES AND THE INFLUENCE OF VIOLENCE ON THE STOCK MARKET IN THE BASQUE COUNTRY In: Defence and Peace Economics. [Full Text][Citation analysis] | article | 6 |
| 2004 | Estimator Choice and Fishers Paradox: A Monte Carlo Study In: Econometric Reviews. [Full Text][Citation analysis] | article | 28 |
| 2008 | Testing for persistence in mutual fund performance and the ex-post verification problem: evidence from the Greek market In: The European Journal of Finance. [Full Text][Citation analysis] | article | 10 |
| 2010 | Are PPP tests erratically behaved? Some panel evidence In: International Review of Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2006 | Are PPP Tests Erratically Behaved? Some Panel Evidence.(2006) In: Technical Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 3 |
| 2015 | Infant mortality rates: time trends and fractional integration In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 4 |
| 2014 | The nexus between prices, employment and output growth: a global and national evidence In: Journal of Business Economics and Management. [Full Text][Citation analysis] | article | 1 |
| 2012 | European free trade agreements and trade balance: Evidence from four new European Union members In: The Journal of International Trade & Economic Development. [Full Text][Citation analysis] | article | 5 |
| 2019 | On stock price overreactions: frequency, seasonality and information content In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 3 |
| 2011 | Long Memory and Fractional Integration in High-Frequency British Pound / Dollar Spot Exchange Rates In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Fractional integration and data frequency In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2003 | Endogenous growth and Stock Market Development In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2009 | INTERNATIONAL FINANCIAL INTEGRATION AND REAL EXCHANGE RATE LONG-RUN DYNAMICS IN EMERGING COUNTRIES In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 2007 | The stochastic unit root model and fractional integration: An extension to the seasonal case In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 0 |
| 2015 | Financial Development and Economic Growth: Evidence from 10 New European Union Members In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 34 |
| 2009 | Risk analysis in complex systems: intelligent systems in finance In: Intelligent Systems in Accounting, Finance and Management. [Full Text][Citation analysis] | article | 0 |
| 2014 | SOURCES OF REAL EXCHANGE RATE VOLATILITY AND INTERNATIONAL FINANCIAL INTEGRATION: A DYNAMIC GENERALISED METHOD OF MOMENTS PANEL APPROACH In: Journal of International Development. [Full Text][Citation analysis] | article | 3 |
| 2016 | Interest Rate Dynamics in Kenya: Commercial Banks Rates and the 91?Day Treasury Bill Rate In: Journal of International Development. [Full Text][Citation analysis] | article | 1 |
| 2002 | Causality Links between Consumer and Producer Prices: Some Empirical Evidence In: Southern Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 2007 | Testing of Nonstationarities in the Unit Circle, Long Memory Processes, and Day of the Week Effects in Financial Data In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2000 | International Linkages in Short- and Long-Term Interest Rates In: Zagreb International Review of Economics and Business. [Full Text][Citation analysis] | article | 1 |
| 2001 | Bond Markets and Macroeconomic Performance In: Zagreb International Review of Economics and Business. [Full Text][Citation analysis] | article | 1 |
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