Guglielmo Maria Caporale : Citation Profile


Are you Guglielmo Maria Caporale?

Brunel University

31

H index

91

i10 index

3586

Citations

RESEARCH PRODUCTION:

277

Articles

349

Papers

4

Chapters

RESEARCH ACTIVITY:

   31 years (1992 - 2023). See details.
   Cites by year: 115
   Journals where Guglielmo Maria Caporale has often published
   Relations with other researchers
   Recent citing documents: 163.    Total self citations: 194 (5.13 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca1139
   Updated: 2024-01-16    RAS profile: 2023-11-06    
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Relations with other researchers


Works with:

Gil-Alana, Luis (66)

Spagnolo, Nicola (21)

Plastun, Alex (20)

Anderl, Christina (14)

Spagnolo, Fabio (10)

Abakah, Emmanuel (7)

Kourogenis, Nikolaos (2)

Arin, Kerim (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Guglielmo Maria Caporale.

Is cited by:

GUPTA, RANGAN (119)

Gil-Alana, Luis (114)

Miller, Stephen (34)

YAYA, OLAOLUWA (30)

Plastun, Alex (28)

Bahmani-Oskooee, Mohsen (28)

Wohar, Mark (26)

Tiwari, Aviral (25)

Cuestas, Juan (23)

Kollmann, Robert (21)

Ogbonna, Ahamuefula (21)

Cites to:

Gil-Alana, Luis (306)

Engle, Robert (96)

Diebold, Francis (94)

Phillips, Peter (86)

Perron, Pierre (83)

Bollerslev, Tim (74)

Johansen, Soren (74)

Robinson, Peter (66)

Taylor, Mark (64)

Campbell, John (61)

Plastun, Alex (57)

Main data


Where Guglielmo Maria Caporale has published?


Journals with more than one article published# docs
Research in International Business and Finance12
Applied Economics Letters12
Journal of International Money and Finance11
International Journal of Finance & Economics10
Economic Modelling9
Journal of Economics and Finance9
Empirical Economics8
National Institute Economic Review7
Finance Research Letters7
Journal of Economic Integration6
National Institute Economic Review6
Review of International Economics6
Empirica5
Manchester School5
Journal of International Financial Markets, Institutions and Money5
Review of World Economics (Weltwirtschaftliches Archiv)5
International Review of Financial Analysis5
International Economics5
Applied Economics4
International Journal of Finance & Economics4
Computational Economics4
The Quarterly Review of Economics and Finance4
Journal of Economic Studies4
International Economics4
Economics Letters3
Review of Financial Economics3
Bulletin of Economic Research3
Financial Markets and Portfolio Management3
South African Journal of Economics3
Review of Financial Economics3
Open Economies Review3
Journal of Policy Modeling3
Journal of Applied Economics3
Zagreb International Review of Economics and Business2
Journal of Economic Development2
Cogent Economics & Finance2
Scottish Journal of Political Economy2
Journal of Macroeconomics2
The European Journal of Finance2
Journal of Applied Statistics2
China Economic Review2
African Development Review2
Revista de Economía del Rosario2
Oxford Bulletin of Economics and Statistics2
Economics Bulletin2
Review of Development Economics2
SN Business & Economics2
Journal of International Development2
The Journal of International Trade & Economic Development2
Intelligent Systems in Accounting, Finance and Management2
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo184
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research91
IZA Discussion Papers / Institute of Labor Economics (IZA)7
William Davidson Institute Working Papers Series / William Davidson Institute at the University of Michigan6
Economics Series / Institute for Advanced Studies5
Post-Print / HAL4
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes3
MPRA Paper / University Library of Munich, Germany2
Working Paper Series / European Central Bank2
EcoMod2010 / EcoMod2
Working Papers LuissLab / Dipartimento di Economia e Finanza, LUISS Guido Carli2

Recent works citing Guglielmo Maria Caporale (2024 and 2023)


YearTitle of citing document
2023Bibliometric Characteristics of Cryptocurrency through Citation Network Analysis. (2023). Mamilla, Rajesh ; Lavanya, Reganti. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:27:y:2023:i:2:p:46-74.

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2023Can Health Insurance Improve the Happiness of the Romanian People?. (2023). Lazar, Sorin Paul ; Mare, Codruta ; Muresan, Gabriela Mihaela. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:25:y:2023:i:64:p:903.

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2023Does 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.

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2023The Impact of Oil Prices on The Transportation Industry Stock Returns: The Case of the Turkish Equity Market. (2023). Alp, Ozge Sezgin ; Aikgoz, Turker. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:8:y:2023:i:3:p:425-439.

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2023A Turning Point for Banking: Unravelling the Changing Landscape of Banking Activity in Europe since the COVID-19 pandemic. (2023). Gucciardi, Gianluca ; Bellucci, Andrea. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:183.

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2023Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089.

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2023Change point detection in dynamic Gaussian graphical models: the impact of COVID-19 pandemic on the US stock market. (2022). Grzeszkiewicz, Karolina ; Koziell, Warrick Poklewski ; de Iorio, Maria ; Beskos, Alexandros ; Franzolini, Beatrice. In: Papers. RePEc:arx:papers:2208.00952.

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2023The Effect of COVID-19 on Cryptocurrencies and the Stock Market Volatility -- A Two-Stage DCC-EGARCH Model Analysis. (2023). Ampountolas, Apostolos. In: Papers. RePEc:arx:papers:2307.09137.

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2023Multi-Factor Inception: What to Do with All of These Features?. (2023). Zohren, Stefan ; Liu, Tom. In: Papers. RePEc:arx:papers:2307.13832.

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2023Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies. (2023). , Robert ; Sakowski, Pawel ; Micha, Jakub. In: Papers. RePEc:arx:papers:2309.10546.

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2023Inside household debt: disentangling mortgages and consumer credit, and household and bank factors. Evidence from Italy. (2023). Santioni, Raffaele ; Tomassetti, Luca ; Affinito, Massimiliano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_788_23.

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2023The Korea?Vietnam trade and the bilateral exchange rate: Asymmetric evidence from commodity trade data. (2023). Baek, Jungho ; Yoon, Jee Hee. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:1:p:124-148.

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2023Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573.

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2023Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205.

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2023Taxation as a tool of implementation of the EU Green Deal in Ukraine. (2023). Sych, Olga ; Nazarkevych, Ihor. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:15:y:2023:i:1:p:144-160.

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2023.

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2023Cybercrime on the Ethereum Blockchain. (2023). Yuan, YE ; Nam, Rachel J ; Momtaz, Paul P ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10598.

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2023Long-Run Trends and Cycles in US House Prices. (2023). Gil-Alana, Luis Alberiko ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10751.

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2023SECTORAL ELECTRICITY CONSUMPTION AND ECONOMIC GROWTH IN INDIA: AN EMPIRICAL STUDY FROM 1970 TO 2016.. (2023). Behera, Jaganath. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:23:y:2023:i:2_7.

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2023Fossil Fuel Energy Consumption, Economic Growth, Urbanization, and Carbon Dioxide Emissions in Kenya. (2023). Bagire, Vincent ; Mutenyo, John ; Watundu, Susan ; Otim, Jacob. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-50.

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2023The Nexus between Environmental Quality, Economic Growth, and Trade Openness in Saudi Arabia (1990-2017). (2023). Abdouli, Mohamed ; Daly, Saida. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-59.

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2023Impacts of FDI and Environmental Pollution in ASEAN Countries: The Role of Institutions. (2023). Nguyen, Huyen ; Ngo, Nam ; Le, Son. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-29.

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2023The Economic Impact of the US Unconventional Monetary Policy, Global Commodity Shocks, and Oil Price Shocks on ASEAN 3. (2023). Rifa, Khamdan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-65.

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2023The impact of natural disaster risk on the return of agricultural futures. (2023). Yu, Qin ; Tse, Yiuman ; Liu, Qingfu ; Hua, Renhai. In: Journal of Asian Economics. RePEc:eee:asieco:v:87:y:2023:i:c:s1049007823000520.

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2023A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071.

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2023Enter the MATRIX model:a Multi-Agent model for Transition Risks with application to energy shocks.. (2023). Bazzana, Davide ; Gurgone, Andrea ; Turco, Enrico ; Ciola, Emanuele ; Menoncin, Francesco ; Vergalli, Sergio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002925.

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2023Do foreign investors have a positive impact on the domestic government bonds market? A panel pooled mean group approach. (2023). Roca, Eduardo ; Su, Jen-Je ; Akimov, Alexandr ; Conterius, Simeon. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:863-875.

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2023Climate policy uncertainty, oil price and agricultural commodity: From quantile and time perspective. (2023). Xu, Shulin ; Qiu, Lianhong ; Kan, Jia-Min ; Wang, Kai-Hua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:256-272.

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2023Disentangled oil shocks and stock market volatility in Nigeria and South Africa: A GARCH-MIDAS approach. (2023). Salisu, Afees ; Gambo, Ali I ; Tumala, Mohammed M. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:707-717.

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2023Impact of green finance on total factor productivity of heavily polluting enterprises: Evidence from green finance reform and innovation pilot zone. (2023). Zhang, Zhijian ; Wang, Xueyuan ; Zhao, Liange. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:765-785.

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2023Estimated monetary policy rules for the ECB with granular variations of forecast horizons for inflation and output. (2023). Klose, Jens. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s026499932300278x.

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2023Partial quanto lookback options. (2023). Lee, Minha ; Ha, Hongjun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002066.

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2023Dynamic and asymmetric effects between carbon emission trading, financial uncertainties, and Chinese industry stocks: Evidence from quantile-on-quantile and causality-in-quantiles analysis. (2023). Liu, Jiatong ; Qiao, Xingzhi ; Mao, Weifang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000062.

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2023GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets. (2023). Li, Min-Jian ; Yao, Can-Zhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000335.

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2023Upside/Downside spillovers between oil and Chinese stock sectors: From the global financial crisis to global pandemic. (2023). Yoon, Seong-Min ; Choi, Ki-Hong ; Vo, Xuan Vinh ; Hanif, Waqas ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000487.

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2023Macroeconomic impacts of water allocation under droughts. Accounting for global supply chains in a multiregional context. (2023). Xabadia, Angels ; Serrano, Ana ; Ortuzar, Iban. In: Ecological Economics. RePEc:eee:ecolec:v:211:y:2023:i:c:s0921800923001672.

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2023Nonlinear exchange rate pass-through and monetary policy credibility: Evidence from Korea. (2023). Shin, Woongjae ; Kwon, Janghan. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002598.

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2023Modelling monetary policy’s impact on labour markets under Covid-19. (2023). Evgenidis, Anastasios ; Fasianos, Apostolos. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002665.

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2023Market reactions to Recovery Fund press releases during COVID-19: An event-study analysis. (2023). Scimone, Xenia ; Ricci, Ornella ; Fattobene, Lucrezia ; Graziano, Elvira Anna. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002677.

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2023Estimation and inference in factor copula models with exogenous covariates. (2023). Wied, Dominik ; Mayer, Alexander. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1500-1521.

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2023Global commodity and equity markets spillovers to Africa during the COVID-19 pandemic. (2023). Yuni, Denis ; del Lo, Gaye ; Ndubuisi, Gideon ; Urom, Christian. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000656.

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2023Tail-event driven NETwork dependence in emerging markets. (2023). Yousaf, Imran ; Ali, Shoaib ; Yarovaya, Larisa ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000887.

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2023Number of creditors and the real effects of credit supply disruptions. (2023). Rastad, Mahdi ; Ebrahimnejad, Ali ; Ebrahimi, Sajad. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000110.

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2023Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries. (2023). Xie, Chi ; Zhu, You ; Wang, Gang-Jin ; Feng, Yusen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000250.

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2023How far have we come and where should we go after 30+ years of research on Africas emerging financial markets? A systematic review and a bibliometric network analysis. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Hammoudeh, Shawkat ; Aikins, Emmanuel Joel ; Adeabah, David. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000353.

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2023Stochastic ordering of systemic risk in commodity markets. (2023). Morelli, Giacomo. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005758.

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2023On the volatility of WTI crude oil prices: A time-varying approach with stochastic volatility. (2023). LE, Thai-Ha ; Park, Donghyun ; Bui, Manh Tien ; Boubaker, Sabri. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s014098832200603x.

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2023The spillover effect between Chinese crude oil futures market and Chinese green energy stock market. (2023). Huo, Jiale ; Umar, Muhammad ; Li, Jingpeng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300066x.

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2023The US-China trade war and the volatility linkages between energy and agricultural commodities. (2023). Poon, Wai-Ching ; Bouri, Elie ; Hasanov, Akram Shavkatovich ; Ling, Natalie Fang. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001032.

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2023Uncovering risk transmission between socially responsible investments, alternative energy investments and the implied volatility of major commodities. (2023). Aun, Syed ; Islam, Muhammad Umar ; Ali, Mohsin ; Azmi, Wajahat ; Shahid, Muhammad Naeem. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001329.

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2023Exchange rate pass-through and inflation targeting regime under energy price shocks. (2023). Boubaker, Sabri ; Abbas, Syed Kumail ; Naqvi, Bushra ; Mirza, Nawazish. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002591.

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2023The impact of producer services agglomeration on green economic development: Evidence from 278 Chinese cities. (2023). Zhang, Yue-Jun ; Du, Mengfan. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002670.

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2023The asymmetric effects of oil price shocks on the world food prices: Fresh evidence from quantile-on-quantile regression approach. (2023). Sharif, Arshian ; Shah, Nida ; Raza, Syed Ali ; Gao, Pengpeng ; Sun, Yunpeng. In: Energy. RePEc:eee:energy:v:270:y:2023:i:c:s0360544223002062.

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2023A dynamic analysis of the neglected firm effect. (2023). Zheng, Min ; Andrikopoulos, Athanasios. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003799.

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2023Does oil price uncertainty matter in firm innovation? Evidence from China. (2023). Song, Xinyu ; Yang, Baochen. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s105752192300203x.

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2023Environmental engagement and stock price crash risk: Evidence from the European banking industry. (2023). Santilli, Gianluca ; Ricci, Ornella ; Fiordelisi, Franco. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002053.

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2023Risk transmission from the energy markets to the carbon market: Evidence from the recursive window approach. (2023). Brooks, Robert ; Hasanov, Akram Shavkatovich ; Vellachami, Sanggetha. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002314.

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2023Cybersecurity risks and central banks’ sentiment on central bank digital currency: Evidence from global cyberattacks. (2023). Olivares, Resi Ong ; Zhao, BO ; Tian, Shu. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007851.

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2023COVID-19 Government restriction policy, COVID-19 vaccination and stock markets: Evidence from a global perspective. (2023). Xiao, Kaitian ; Yu, Xiaoling. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000430.

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2023Reputational contagion and the fall of FTX: Examining the response of tokens to the delegitimization of FTT. (2023). Goodell, John W ; Yousaf, Imran. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000788.

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2023Fresh evidence on the oil-stock interactions under heterogeneous market conditions. (2023). Garg, Bhavesh ; Chowdhury, Kushal Banik. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001009.

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2023Linkages between CBDC and cryptocurrency uncertainties, and digital payment stocks. (2023). Goodell, John W ; Yousaf, Imran. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001381.

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2023The reaction of the financial market to the January 6 United States Capitol attack: An intraday study. (2023). Stoica, Ovidiu ; Gherghina, Åžtefan ; Mehdian, Seyed ; Stephens, John. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004208.

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2023Analyzing the relationship between income and life satisfaction of Forest farm households - a behavioral economics approach. (2023). Chang, Hung-Hao ; Su, Yi-Ju ; Hong, Yan-Zhen. In: Forest Policy and Economics. RePEc:eee:forpol:v:148:y:2023:i:c:s1389934123000114.

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2023Heterogenous responses of stock markets to covid related news and sentiments: Evidence from the 1st year of pandemic. (2023). Wohar, Mark ; Kamal, Javed Bin. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:68-85.

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2023The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies. (2023). Alshater, Muneer M ; el Khoury, Rim ; Tian, Maoxi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001846.

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2023Determinants of financial stability and risk transmission in dual financial system: Evidence from the COVID pandemic. (2023). Elsayed, Ahmed ; Helmi, Mohamad Husam ; Ahmed, Habib. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000525.

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2023Recent developments in exchange rate pass-through: What have we learned from uncertain times?. (2023). ben Ameur, Hachmi ; ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000062.

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2023Assessing oil price volatility co-movement with stock market volatility through quantile regression approach. (2023). Gao, Junjun ; Umair, Muhammad ; Liu, Fang. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000831.

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2023Volatility contagion between oil and the stock markets of G7 countries plus India and China. (2023). Pradhan, Ashis ; Bandaru, Ramakrishna ; Guru, Biplab Kumar. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000855.

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2023Cointegration between high base metals prices and backwardation: Getting ready for the metals super-cycle. (2023). Labeaga, Jose ; Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001216.

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2023Natural resources and green economic recovery in responsible investments: Role of ESG in context of Islamic sustainable investments. (2023). Tiwari, Sunil ; Delnavaz, Mohammad ; Asl, Mahdi Ghaemi ; Huang, Lingyu ; Zou, Fei. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009066.

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2023Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191.

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2023Do manager characteristics matter in equity mutual fund performance? New evidence based on the double-adjusted alpha. (2023). Hsieh, Wei-Cheng ; Yen, Meng-Feng ; Lin, Jia-Hui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002207.

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2023Spillover effects between internet financial industry and traditional financial industry: Evidence from the Chinese stock market. (2023). Cheng, Lee-Young ; Wang, Shengjin ; Yang, Yuhong ; Li, Ruihai ; Shen, Anran ; Zheng, Yingfei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000379.

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2023Political monetary cycles: An empirical study. (2023). Oriola, Hugo. In: European Journal of Political Economy. RePEc:eee:poleco:v:79:y:2023:i:c:s0176268023000812.

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2023Financial stability and monetary policy reaction: Evidence from the GCC countries. (2023). Elsayed, Ahmed ; Nasreen, Samia ; Naifar, Nader. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:396-405.

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2023Persistence and long run co-movements across stock market prices. (2023). Martin-Valmayor, Miguel Angel ; Infante, Juan ; Gil-Alana, Luis A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:347-357.

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2023How does financial development change the effect of the bank lending channel of monetary policy in developing countries?—Evidence from China. (2023). Zhan, Minghua ; Li, Shuai. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:502-519.

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2023Return and volatility spillovers among global assets: Comparing health crisis with geopolitical crisis. (2023). Vigne, Samuel A ; Karim, Sitara ; Hamouda, Foued ; Naeem, Muhammad Abubakr. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:557-575.

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2023The impact of energy-exporting countries’ EPUs on China’s energy futures investors: Risk preference, investment position and investment horizon. (2023). Ouyang, Zhi-Yi ; Wang, Qunwei ; Dai, Peng-Fei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001921.

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2023Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19. (2023). Bhandari, Avishek ; Yousaf, Imran ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002070.

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2023Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors?. (2023). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002185.

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2023Did mega-regional trade agreements reshuffle the financial influence of the US, China, and Japan in ASEAN? Evidence from the volatility-spillover effects. (2023). Piljak, Vanja ; Jiang, Junhua ; Cao, LI. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000636.

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2023From macro to micro and macro back: Macroeconomic trade elasticities in a developing economy. (2023). Rapetti, Martin ; Palazzo, Gabriel. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:65:y:2023:i:c:p:223-252.

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2023Ex-post facto analysis of cryptocurrency literature over a decade using bibliometric technique. (2023). Hassan, M. Kabir ; Devji, Shridev ; Tiwari, Aviral ; Dsouza, Arun ; Pattnaik, Debidutta. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:189:y:2023:i:c:s0040162523000240.

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2023Impact of internet usage on the subjective well-being of urban and rural households: Evidence from Vietnam. (2023). Li, Wenying ; Liang, Wanqi. In: Telecommunications Policy. RePEc:eee:telpol:v:47:y:2023:i:3:s0308596123000290.

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2023Store of value or speculative investment? market reaction to corporate announcements of cryptocurrency acquisition. (2023). Colombo, Jéfferson ; Yousaf, Imran ; Gimenes, Andre Dias. In: Textos para discussão. RePEc:fgv:eesptd:563.

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2023Impact of Renewable and Non-Renewable Energy Consumption and CO 2 Emissions on Economic Growth in the Visegrad Countries. (2023). Myszczyszyn, Janusz ; Supro, Baej. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:20:p:7163-:d:1263450.

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2023How Does Electricity Affect Economic Growth? Examining the Role of Government Policy to Selected Four South Asian Countries. (2023). Sultana, Nahid ; Rayhan, Istihak ; Rahman, Mohammad Mafizur. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1417-:d:1053454.

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2023Stock Price Forecasting of IBEX35 Companies in the Petroleum, Electricity, and Gas Industries. (2023). Lasheras, Fernando Sanchez ; Todorov, Ivan Borisov. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:9:p:3856-:d:1137364.

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2023The Adaptive Dynamics of the Halloween Effect: Evidence from a 120-Year Sample from a Small European Market. (2023). Costa, Ana C ; Lobo, Julio. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:1:p:13-:d:1026091.

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2023Scalar Measures of Volatility and Dependence for the Multivariate Models with Applications to Asian Financial Markets. (2023). Bera, Anil K ; Kim, Sangwhan. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:212-:d:1108433.

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2023Interdependence between the BRICS Stock Markets and the Oil Price since the Onset of Financial and Economic Crises. (2023). Bouslama, Narjess. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:7:p:316-:d:1183137.

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2023Tracing Knowledge Diffusion Trajectories in Scholarly Bitcoin Research: Co-Word and Main Path Analyses. (2023). Zailani, Suhaiza ; Alnabulsi, Khalil ; Rejeb, Karim. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:8:p:355-:d:1204047.

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More than 100 citations found, this list is not complete...

Works by Guglielmo Maria Caporale:


YearTitleTypeCited
2011Forecasting the Spanish Stock Market Returns with Fractional and Non-Fractional Models In: American Journal of Economics and Business Administration.
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2014Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour In: African Development Review.
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article2
2014Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour.(2014) In: African Development Review.
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2014Long memory in Angolan macroeconomic series: mean reversion versus explosive behaviour.(2014) In: NCID Working Papers.
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paper
2002Modelling Economic Policy Responses with an Application to the G3 In: Annals of Economics and Statistics.
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article0
2004Non-Linearities and Fractional Integration in the US Unemployment Rate In: Discussion Paper Series.
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paper62
2007Nonlinearities and Fractional Integration in the US Unemployment Rate*.(2007) In: Oxford Bulletin of Economics and Statistics.
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article
2006Nonlinearities and fractional integration in the US unemployment rate.(2006) In: Faculty Working Papers.
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paper
2004Non-linearities and fractional integration in the US unemployment rate.(2004) In: HWWA Discussion Papers.
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This paper has nother version. Agregated cites: 62
paper
2015Testing PPP for the South African Rand/US Dollar Real Exchange Rate at Different Data Frequencies In: African Development Review.
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article2
1994The Measurement of Productivity and Market Structure in the UK. In: Bulletin of Economic Research.
[Citation analysis]
article0
2017HOW DO FISCAL CONSOLIDATION AND FISCAL STIMULI IMPACT ON THE SYNCHRONIZATION OF BUSINESS CYCLES? In: Bulletin of Economic Research.
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article3
2022Trends and cycles in macro series: The case of US real GDP In: Bulletin of Economic Research.
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article0
2017Trends and Cycles in Macro Series: The Case of US Real GDP.(2017) In: CESifo Working Paper Series.
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2017Trends and Cycles in Macro Series: The Case of US Real GDP.(2017) In: Discussion Papers of DIW Berlin.
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paper
2020Fractional Integration and the Persistence of UK Inflation, 1210–2016 In: Economic Papers.
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article0
2004Testing for Seasonal Fractional Roots in German Real Output In: German Economic Review.
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article2
2004Testing for Seasonal Fractional Roots in German Real Output.(2004) In: German Economic Review.
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article
1999Efficient Estimation Of Cointegrating Vectors and Testing for Causality in Vector Autoregressions In: Journal of Economic Surveys.
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article62
2013Modelling long-run trends and cycles in financial time series data In: Journal of Time Series Analysis.
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article5
2008Modelling Long-Run Trends and Cycles in Financial Time Series Data.(2008) In: CESifo Working Paper Series.
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paper
2012Modelling Long Run Trends and Cycles in Financial Time Series Data.(2012) In: Faculty Working Papers.
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paper
2002Does Inflation Targeting Affect the Trade–off Between Output Gap and Inflation Variability? In: Manchester School.
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article17
2005FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS In: Manchester School.
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article13
2011ARE THE BALTIC COUNTRIES READY TO ADOPT THE EURO? A GENERALIZED PURCHASING POWER PARITY APPROACH In: Manchester School.
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article6
2008Are the Baltic Countries Ready to Adopt the Euro? A Generalised Purchasing Power Parity Approach.(2008) In: CESifo Working Paper Series.
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paper
2013LIQUIDITY RISK, CREDIT RISK AND THE OVERNIGHT INTEREST RATE SPREAD: A STOCHASTIC VOLATILITY MODELLING APPROACH In: Manchester School.
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article3
2010Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach.(2010) In: CESifo Working Paper Series.
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2010Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach.(2010) In: Discussion Papers of DIW Berlin.
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2023Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts In: Manchester School.
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article0
2022Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts.(2022) In: CESifo Working Paper Series.
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1999Unit Root Testing Using Covariates: Some Theory and Evidence In: Oxford Bulletin of Economics and Statistics.
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article15
2018Competitive devaluations in commodity†based economies: Colombia and the Pacific Alliance Group In: Review of Development Economics.
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article0
2005Endogenous Growth Models and Stock Market Development: Evidence from Four Countries In: Review of Development Economics.
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article31
2019Can the Consumption–Wealth Ratio Predict Housing Returns? Evidence from OECD Countries In: Real Estate Economics.
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article8
2008Black Market and Official Exchange Rates: Long?run Equilibrium and Short?run Dynamics In: Review of International Economics.
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article7
2006Black Market and Official Exchange Rates: Long-Run Equilibrium and Short-Run Dynamics.(2006) In: CESifo Working Paper Series.
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paper
2011Stock Market Integration between Three CEECs, Russia, and the UK In: Review of International Economics.
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article31
2010Stock Market Integration between three CEECs, Russia and the UK.(2010) In: CESifo Working Paper Series.
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paper
2011EU Banks Rating Assignments: Is There Heterogeneity between New and Old Member Countries? In: Review of International Economics.
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article9
2010EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries?.(2010) In: CESifo Working Paper Series.
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paper
2010EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries?.(2010) In: Discussion Papers of DIW Berlin.
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This paper has nother version. Agregated cites: 9
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2011Introduction In: Review of International Economics.
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article0
2013Volatility Spillovers and Contagion from Mature to Emerging Stock Markets In: Review of International Economics.
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article115
2009Volatility Spillovers and Contagion from Mature to Emerging Stock Markets.(2009) In: CESifo Working Paper Series.
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2009Volatility Spillovers and Contagion from Mature to Emerging Stock Markets.(2009) In: Discussion Papers of DIW Berlin.
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paper
2009Volatility spillovers and contagion from mature to emerging stock markets.(2009) In: Working Paper Series.
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paper
2008Volatility Spillovers and Contagion from Mature to Emerging Stock Markets.(2008) In: IMF Working Papers.
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paper
1999Estimating Income and Price Elasticities of Trade in a Cointegration Framework. In: Review of International Economics.
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article72
2015Testing the Marshall–Lerner Condition in Kenya In: South African Journal of Economics.
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article7
2012Testing the Marshall-Lerner Condition in Kenya.(2012) In: Discussion Papers of DIW Berlin.
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paper
2012Testing the Marshall-Lerner condition in Kenya.(2012) In: NCID Working Papers.
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This paper has nother version. Agregated cites: 7
paper
2018Unemployment in Africa: A Fractional Integration Approach In: South African Journal of Economics.
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article7
2020Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence In: South African Journal of Economics.
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article2
2018Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence.(2018) In: CESifo Working Paper Series.
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This paper has nother version. Agregated cites: 2
paper
2001Money, Credit and Spending: Drawing Causal Inferences In: Scottish Journal of Political Economy.
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article18
2014Time-Varying Spot and Futures Oil Price Dynamics In: Scottish Journal of Political Economy.
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article22
2010Time-Varying Spot and Futures Oil Price Dynamics.(2010) In: CESifo Working Paper Series.
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paper
2010Time-Varying Spot and Futures Oil Price Dynamics.(2010) In: Discussion Papers of DIW Berlin.
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paper
2010Time-varying spot and futures oil price dynamics.(2010) In: Quaderni del Dipartimento di Economia, Finanza e Statistica.
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paper
2016Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB In: Research Discussion Papers.
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paper2
2012Banking Consolidation in Nigeria In: CEsA Working Papers.
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paper5
2016Testing unemployment theories: A multivariate long memory approach In: Journal of Applied Economics.
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article7
2014Testing Unemployment Theories: A Multivariate Long Memory Approach.(2014) In: CESifo Working Paper Series.
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paper
2013Testing Unemployment Theories: A Multivariate Long Memory Approach.(2013) In: Discussion Papers of DIW Berlin.
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paper
2016Testing Unemployment Theories: A Multivariate Long Memory Approach.(2016) In: Journal of Applied Economics.
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This paper has nother version. Agregated cites: 7
article
2022Tourism Persistence in the Southeastern European Countries: The Impact of Covid-19 In: CESifo Working Paper Series.
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2022Nominal and Real Wages in the UK, 1750 - 2015: Mean Reversion, Persistence and Structural Breaks In: CESifo Working Paper Series.
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paper0
2023Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks.(2023) In: SN Business & Economics.
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2022Persistence in High Frequency Financial Data In: CESifo Working Paper Series.
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paper0
2022Small and Medium Sized European Firms and Energy Efficiency Measures: A Probit Analysis In: CESifo Working Paper Series.
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2022Inflation Persistence in Europe: The Effects of the Covid-19 Pandemic and of the Russia-Ukraine War In: CESifo Working Paper Series.
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2022Gold and Silver as Safe Havens: A Fractional Integration and Cointegration Analysis In: CESifo Working Paper Series.
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2022The Covid-19 Pandemic and European Trade Patterns: A Sectoral Analysis In: CESifo Working Paper Series.
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2022US House Prices by Census Division: Persistence, Trends and Structural Breaks In: CESifo Working Paper Series.
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2023U.S. House Prices by Census Division: Persistence, Trends and Structural Breaks.(2023) In: International Advances in Economic Research.
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2022Atmospheric Pollution in Chinese Cities: Trends and Persistence In: CESifo Working Paper Series.
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2023Seven Pitfalls of Technical Analysis In: CESifo Working Paper Series.
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2023Financial Integration and European Tourism Stocks In: CESifo Working Paper Series.
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2023The Asymmetric Impact of Economic Policy and Oil Price Uncertainty on Inflation: Evidence from Developed and Emerging Economies In: CESifo Working Paper Series.
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paper0
2023Measuring Persistence of the World Population: A Fractional Integration Approach In: CESifo Working Paper Series.
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2023Persistence in UK Historical Data on Life Expectancy In: CESifo Working Paper Series.
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2023Persistence in UK Historical Data on Life Expectancy.(2023) In: Population Research and Policy Review.
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2023US Municipal Green Bonds and Financial Integration In: CESifo Working Paper Series.
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paper0
2023Time-Varying Parameters in Monetary Policy Rules: A GMM Approach In: CESifo Working Paper Series.
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paper0
2023Aggregate Insider Trading and Stock Market Volatility in the UK In: CESifo Working Paper Series.
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paper0
2023Trends and Persistence in the Greenland Ice Sheet Mass In: CESifo Working Paper Series.
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2023Financial Integration and Economic Growth in Europe In: CESifo Working Paper Series.
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paper0
2023Functional Shocks to Inflation Expectations and Real Interest Rates and Their Macroeconomic Effects In: CESifo Working Paper Series.
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paper0
2023Persistence in Tax Revenues: Evidence from Some OECD Countries In: CESifo Working Paper Series.
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paper0
2006Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates In: CESifo Working Paper Series.
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paper5
2006Cointegration Tests of PPP: Do they also Exhibit Erratic Behaviour? In: CESifo Working Paper Series.
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paper2
2009Cointegration tests of PPP: do they also exhibit erratic behaviour?.(2009) In: Applied Economics Letters.
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2006The Euro and Inflation Uncertainty in the European Monetary Union In: CESifo Working Paper Series.
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2009The Euro and inflation uncertainty in the European Monetary Union.(2009) In: Journal of International Money and Finance.
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2007The Euro and Inflation Uncertainty in the European Monetary Union.(2007) In: CELPE Discussion Papers.
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2007A Multivariate Long-Memory Model with Structural Breaks In: CESifo Working Paper Series.
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2007Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks In: CESifo Working Paper Series.
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2007Long Run and Cyclical Dynamics in the US Stock Market In: CESifo Working Paper Series.
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2004Long-run and Cyclical Dynamics in the US Stock Market.(2004) In: Econometric Society 2004 Latin American Meetings.
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2004Long-run and Cyclical Dynamics in the US Stock Market.(2004) In: Economics Series.
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2014Long?Run and Cyclical Dynamics in the US Stock Market.(2014) In: Journal of Forecasting.
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2007Identification of Segments of European Banks with a Latent Class Frontier Model In: CESifo Working Paper Series.
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2007Income and Happiness across Europe: Do Reference Values Matter? In: CESifo Working Paper Series.
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2009Income and happiness across Europe: Do reference values matter?.(2009) In: Journal of Economic Psychology.
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2008Fiscal Shocks and Real Exchange Rate Dynamics: Some Evidence for Latin America In: CESifo Working Paper Series.
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2011Fiscal shocks and real exchange rate dynamics: Some evidence for Latin America.(2011) In: Journal of International Money and Finance.
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2008Using Chebyshev Polynomials to Approximate Partial Differential Equations In: CESifo Working Paper Series.
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2010Using Chebyshev Polynomials to Approximate Partial Differential Equations.(2010) In: Computational Economics.
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2008On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries In: CESifo Working Paper Series.
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2008On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries.(2008) In: Post-Print.
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2008On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries.(2008) In: IZA Discussion Papers.
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2009On 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).
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2009On 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).
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2008Financial Contagion: Evolutionary Optimisation of a Multinational Agent-Based Model In: CESifo Working Paper Series.
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2009Financial contagion: evolutionary optimization of a multinational agent?based model.(2009) In: Intelligent Systems in Accounting, Finance and Management.
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2009Selectivity, Market Timing and the Morningstar Star-Rating System In: CESifo Working Paper Series.
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2009Selectivity, Market Timing and the Morningstar Star-Rating System.(2009) In: Discussion Papers of DIW Berlin.
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2009Rating Assignments: Lessons from International Banks In: CESifo Working Paper Series.
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2009Rating Assignments: Lessons from International Banks.(2009) In: Discussion Papers of DIW Berlin.
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2012Ratings assignments: Lessons from international banks.(2012) In: Journal of International Money and Finance.
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2009Multi-Factor Gegenbauer Processes and European Inflation Rates In: CESifo Working Paper Series.
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2011Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets In: CESifo Working Paper Series.
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2016Persistence and cyclical dependence in the monthly euribor rate.(2016) In: Journal of Economics and Finance.
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2016Business cycles, international trade and capital flows: evidence from Latin America.(2016) In: Empirical Economics.
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