31
H index
95
i10 index
3793
Citations
Guglielmo Maria Caporale : Citation Profile
Brunel University London | RESEARCH PRODUCTION: 287 Articles 365 Papers 8 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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32 years (1992 - 2024). 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 (2024 and 2023)
| Year | Title of citing document | |
|---|---|---|
| 2023 | Bibliometric 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. Full description at Econpapers || Download paper | |
| 2023 | Can 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. 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 | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2023 | A 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. Full description at Econpapers || Download paper | |
| 2023 | 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 | |
| 2023 | Change 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. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2023 | Multi-Factor Inception: What to Do with All of These Features?. (2023). Zohren, Stefan ; Liu, Tom. In: Papers. RePEc:arx:papers:2307.13832. Full description at Econpapers || Download paper | |
| 2023 | Mean 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. Full description at Econpapers || Download paper | |
| 2024 | Complex network analysis of cryptocurrency market during crashes. (2024). Hens, Chittaranjan ; Majhi, Sushovan ; Nurujjaman, MD ; Luwang, SR ; Rai, Anish ; Mukhia, Kundan. In: Papers. RePEc:arx:papers:2405.05642. Full description at Econpapers || Download paper | |
| 2024 | Taylor Rule and Shadow Rates: theory and empirical analysis. (2024). Lupiani, Camilla. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp24218. Full description at Econpapers || Download paper | |
| 2023 | Inside 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. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2024 | Does membership of the EMU matter for economic and financial outcomes?. (2024). Song, Suyong ; Kishor, N ; Ardakani, Omid M. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:42:y:2024:i:3:p:416-447. Full description at Econpapers || Download paper | |
| 2023 | Understanding 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. Full description at Econpapers || Download paper | |
| 2023 | Quantile 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. Full description at Econpapers || Download paper | |
| 2023 | Taxation 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. Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | Cybercrime on the Ethereum Blockchain. (2023). Yuan, YE ; Nam, Rachel J ; Momtaz, Paul P ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10598. Full description at Econpapers || Download paper | |
| 2023 | SECTORAL 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. Full description at Econpapers || Download paper | |
| 2023 | Herd behavior and contagion effects of the COVID-19. (2023). Ferreira, Roberto T. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-01078. Full description at Econpapers || Download paper | |
| 2023 | Governance and financial development: does financial openness matter? Evidence from Sub-Saharan African countries. (2023). Timbi, Sezard ; Nkot, Samuel Cedric. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00350. Full description at Econpapers || Download paper | |
| 2023 | Empirical investigation of the S-curve phenomenon in Pakistan-China commodity trade. (2023). Wohar, Mark ; Nosheen, Misbah ; Ahmad, Sareer ; Iqbal, Javed. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00226. Full description at Econpapers || Download paper | |
| 2023 | Fossil 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. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2023 | Impacts of FDI and Environmental Pollution in ASEAN Countries: The Role of Institutions. (2023). Le, Son ; Nguyen, Yen ; Ngo, Nam. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-29. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2024 | TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes. (2024). Sakarya, Burhan ; Erturul, Hasan Murat ; Polat, Onur ; Akgul, Ali. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018512. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2023 | A 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. Full description at Econpapers || Download paper | |
| 2023 | Predictability of crypto returns: The impact of trading behavior. (2023). Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000266. Full description at Econpapers || Download paper | |
| 2024 | Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Bouri, Elie ; Hasan, Mudassar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000928. Full description at Econpapers || Download paper | |
| 2023 | Enter 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. Full description at Econpapers || Download paper | |
| 2023 | Do 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. Full description at Econpapers || Download paper | |
| 2023 | Climate 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. Full description at Econpapers || Download paper | |
| 2023 | Disentangled 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. Full description at Econpapers || Download paper | |
| 2023 | Impact 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. Full description at Econpapers || Download paper | |
| 2023 | Estimated 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. Full description at Econpapers || Download paper | |
| 2024 | Nexus between inflation and inflation expectations at the zero lower bound: A tiger by the tail. (2024). Nasir, Muhammad Ali ; Duc, Toan Luu. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004133. Full description at Econpapers || Download paper | |
| 2024 | Environmental protection tax and firms’ ESG investment: Evidence from China. (2024). Ye, Yingying ; Wang, Xiaolin. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004339. Full description at Econpapers || Download paper | |
| 2024 | Decarbonization policy and high-carbon enterprise default risk: Evidence from China. (2024). Sun, Haibo ; Pang, Tengfei ; Liu, Zhonglu. In: Economic Modelling. RePEc:eee:ecmode:v:134:y:2024:i:c:s0264999324000415. Full description at Econpapers || Download paper | |
| 2023 | Partial 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. Full description at Econpapers || Download paper | |
| 2023 | Dynamic 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. Full description at Econpapers || Download paper | |
| 2023 | GARCH-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. Full description at Econpapers || Download paper | |
| 2023 | Upside/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. Full description at Econpapers || Download paper | |
| 2024 | Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596. Full description at Econpapers || Download paper | |
| 2024 | Do fund managers’ performance rely on gender and team size? Evidence from India. (2024). Chandra, Abhijeet ; Mishra, Ajay Kumar ; Majumdar, Sudipta. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000184. Full description at Econpapers || Download paper | |
| 2024 | Inflation dynamics and persistence: The importance of the uncertainty channel. (2024). Canepa, Alessandra. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000603. Full description at Econpapers || Download paper | |
| 2024 | The effect of output and the real exchange rate on equity price dynamics. (2024). Malikane, Christopher ; Alovokpinhou, Sedjro Aaron. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000718. Full description at Econpapers || Download paper | |
| 2023 | Macroeconomic 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. Full description at Econpapers || Download paper | |
| 2024 | Asymmetric effects of democracy and macroeconomic factors on happiness under high and low per capita incomes: A threshold panel analysis. (2024). Kundu, Srikanta ; Chettri, Kul Bahadur. In: Ecological Economics. RePEc:eee:ecolec:v:216:y:2024:i:c:s0921800923002938. Full description at Econpapers || Download paper | |
| 2023 | Nonlinear 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. Full description at Econpapers || Download paper | |
| 2023 | Modelling 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. Full description at Econpapers || Download paper | |
| 2023 | Market 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. Full description at Econpapers || Download paper | |
| 2023 | Taylor rules around the world: Mapping monetary policy. (2023). El-Shagi, Makram ; Ma, Yishuo. In: Economics Letters. RePEc:eee:ecolet:v:232:y:2023:i:c:s0165176523003002. Full description at Econpapers || Download paper | |
| 2023 | Estimation 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. Full description at Econpapers || Download paper | |
| 2024 | Time-varying multivariate causal processes. (2024). Yan, Yayi ; Wu, Wei Biao ; Peng, Bin ; Gao, Jiti. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000174. Full description at Econpapers || Download paper | |
| 2023 | Global 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. Full description at Econpapers || Download paper | |
| 2023 | Tail-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. Full description at Econpapers || Download paper | |
| 2023 | Number 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. Full description at Econpapers || Download paper | |
| 2023 | Systemic 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. Full description at Econpapers || Download paper | |
| 2023 | How 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. Full description at Econpapers || Download paper | |
| 2023 | Stochastic ordering of systemic risk in commodity markets. (2023). Morelli, Giacomo. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005758. Full description at Econpapers || Download paper | |
| 2023 | On 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. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2023 | Uncovering 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. Full description at Econpapers || Download paper | |
| 2023 | Exchange 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. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2023 | Decomposed oil price shocks and GCC stock market sector returns and volatility. (2023). Abuzayed, Bana ; Bouri, Elie ; Al-Fayoumi, Nedal. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004280. Full description at Econpapers || Download paper | |
| 2023 | Connecting the stocks of major energy firms in China to identify the systemic risk. (2023). Yu, Si-Qi ; Feng, Chao ; Guo, Li-Yang. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005133. Full description at Econpapers || Download paper | |
| 2023 | Connectedness and portfolio management between renewable energy tokens and metals: Evidence from TVP-VAR approach. (2023). Ijaz, Muhammad Shahzad ; Ali, Shoaib ; Yousaf, Imran. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323006011. Full description at Econpapers || Download paper | |
| 2024 | Climate risk performance and returns integration of Chinese listed energy companies. (2024). Zhao, Wanli ; Li, Yan ; Zhang, Yunhan ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007703. Full description at Econpapers || Download paper | |
| 2024 | The nexus between ReFi, carbon, fossil energy, and clean energy assets: Quantile time–frequency connectedness and portfolio implications. (2024). Ye, Jing ; Xue, Minggao ; Lei, Heng. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001646. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2024 | Asymmetric volatility spillovers among new energy, ESG, green bond and carbon markets. (2024). Qin, Zhongfeng ; Wu, Ruirui. In: Energy. RePEc:eee:energy:v:292:y:2024:i:c:s0360544224002755. Full description at Econpapers || Download paper | |
| 2023 | A 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. Full description at Econpapers || Download paper | |
| 2023 | Does 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. Full description at Econpapers || Download paper | |
| 2023 | Environmental 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. Full description at Econpapers || Download paper | |
| 2023 | Risk 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. Full description at Econpapers || Download paper | |
| 2023 | Exchange rate co-movements and corporate foreign exchange exposures: A study on RMB. (2023). Yu, Jishuang ; Wang, Wenqing ; He, Qing. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003472. Full description at Econpapers || Download paper | |
| 2023 | Measuring financial contagion: Dealing with the volatility Bias in the correlation dynamics. (2023). Tsafack, Georges ; Starkey, Christopher Michael. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003794. Full description at Econpapers || Download paper | |
| 2023 | Measuring the multi-scale price transmission effects from crude oil to energy stocks: A cascaded view. (2023). Sun, Qingru ; Yu, Jinxiu ; Zhang, Shuo ; Wang, HE ; Zhao, Wenqi. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004076. Full description at Econpapers || Download paper | |
| 2023 | Frequency connectedness between FinTech, NFT and DeFi: Considering linkages to investor sentiment. (2023). Muhammed, Shahnawaz ; Goodell, John W ; Gunay, Samet ; Kirimhan, Destan. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004416. Full description at Econpapers || Download paper | |
| 2024 | Cryptocurrency price forecasting – A comparative analysis of ensemble learning and deep learning methods. (2024). Yuan, Kunpeng ; Hajek, Petr ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521923005719. Full description at Econpapers || Download paper | |
| 2024 | Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Kara, Marta ; Soski, Tomasz ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024. 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 nother 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 nother 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 | 66 |
| 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 nother version. Agregated cites: 66 | article | |
| 2006 | Nonlinearities and fractional integration in the US unemployment rate.(2006) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
| 2004 | Non-linearities and fractional integration in the US unemployment rate.(2004) In: HWWA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | 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. [Full Text][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 | 3 |
| 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 nother 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 nother 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 nother 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 | 62 |
| 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 nother 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 nother 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 | 23 |
| 2002 | Does Inflation Targeting Affect the Trade–off Between Output Gap and Inflation Variability? In: Manchester School. [Full Text][Citation analysis] | article | 17 |
| 2005 | FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS In: Manchester School. [Full Text][Citation analysis] | article | 13 |
| 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 nother 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 nother 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 nother version. Agregated cites: 3 | paper | |
| 2023 | Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts In: Manchester School. [Full Text][Citation analysis] | article | 0 |
| 2022 | Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts.(2022) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1999 | Unit Root Testing Using Covariates: Some Theory and Evidence In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 15 |
| 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 | 32 |
| 2019 | Can the Consumption–Wealth Ratio Predict Housing Returns? Evidence from OECD Countries In: Real Estate Economics. [Full Text][Citation analysis] | article | 9 |
| 2011 | Stock Market Integration between Three CEECs, Russia, and the UK In: Review of International Economics. [Citation analysis] | article | 32 |
| 2010 | Stock Market Integration between three CEECs, Russia and the UK.(2010) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | 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 nother 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 nother 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 | 117 |
| 2009 | Volatility Spillovers and Contagion from Mature to Emerging Stock Markets.(2009) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 117 | 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 nother version. Agregated cites: 117 | paper | |
| 2009 | Volatility spillovers and contagion from mature to emerging stock markets.(2009) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 117 | paper | |
| 2008 | Volatility Spillovers and Contagion from Mature to Emerging Stock Markets.(2008) In: IMF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 117 | paper | |
| 1999 | Estimating Income and Price Elasticities of Trade in a Cointegration Framework. In: Review of International Economics. [Citation analysis] | article | 72 |
| 2015 | Testing the Marshall–Lerner Condition in Kenya In: South African Journal of Economics. [Full Text][Citation analysis] | article | 7 |
| 2012 | Testing the Marshall-Lerner Condition in Kenya.(2012) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2012 | Testing the Marshall-Lerner condition in Kenya.(2012) In: NCID Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2018 | Unemployment in Africa: A Fractional Integration Approach In: South African Journal of Economics. [Full Text][Citation analysis] | article | 7 |
| 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 nother 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 |
| 2001 | Money, Credit and Spending: Drawing Causal Inferences. In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 19 |
| 2014 | Time-Varying Spot and Futures Oil Price Dynamics In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 24 |
| 2010 | Time-Varying Spot and Futures Oil Price Dynamics.(2010) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
| 2010 | Time-Varying Spot and Futures Oil Price Dynamics.(2010) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | 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 nother version. Agregated cites: 24 | 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 nother 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 nother 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 nother 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 |
| 2023 | Tourism persistence in the Southeastern European countries: The impact of covid-19.(2023) In: Cogent Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 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 |
| 2023 | Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks.(2023) In: SN Business & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 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 | 1 |
| 2023 | Inflation persistence in Europe: The effects of the Covid-19 pandemic and of the Russia-Ukraine war.(2023) In: Economics Bulletin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 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 |
| 2022 | US House Prices by Census Division: Persistence, Trends and Structural Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | U.S. House Prices by Census Division: Persistence, Trends and Structural Breaks.(2023) In: International Advances in Economic Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2022 | Atmospheric Pollution in Chinese Cities: Trends and Persistence In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Seven Pitfalls of Technical Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Financial Integration and European Tourism Stocks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Financial integration and European tourism stocks.(2024) In: Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | chapter | |
| 2023 | The Asymmetric Impact of Economic Policy and Oil Price Uncertainty on Inflation: Evidence from Developed and Emerging Economies In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2023 | Measuring Persistence of the World Population: A Fractional Integration Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Persistence in UK Historical Data on Life Expectancy In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Persistence in UK Historical Data on Life Expectancy.(2023) In: Population Research and Policy Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2023 | US Municipal Green Bonds and Financial Integration In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | US municipal green bonds and financial integration.(2024) In: Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | chapter | |
| 2023 | Time-Varying Parameters in Monetary Policy Rules: A GMM Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Time-varying parameters in monetary policy rules: a GMM approach.(2024) In: Journal of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2023 | Aggregate Insider Trading and Stock Market Volatility in the UK In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Aggregate insider trading and stock market volatility in the UK.(2023) In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2023 | Trends and Persistence in the Greenland Ice Sheet Mass In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Financial Integration and Economic Growth in Europe In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Financial integration and economic growth in Europe.(2024) In: Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | chapter | |
| 2023 | Functional Shocks to Inflation Expectations and Real Interest Rates and Their Macroeconomic Effects In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Persistence in Tax Revenues: Evidence from Some OECD Countries In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Persistence in Tax Revenues: Evidence from Some OECD Countries.(2024) In: Journal of Quantitative Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2023 | Long-Run Trends and Cycles in US House Prices In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Persistence and Seasonality in the US Industrial Production Index In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Exponential Time Trends in a Fractional Integration Model In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Exponential Time Trends in a Fractional Integration Model.(2024) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2023 | Shipping Cost Uncertainty, Endogenous Regime Switching and the Global Drivers of Inflation In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Shipping cost uncertainty, endogenous regime switching and the global drivers of inflation.(2024) In: International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2023 | European SMEs and Resource Efficiency Measures: Firm Characteristics and Contextual Factors In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | A Long-Memory Model for Multiple Cycles with an Application to the S&P500 In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Cooperative Credit Banks and Economic Fluctuations: The Italian Case In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Global Food Prices and Inflation In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Functional Oil Price Expectations Shocks and Inflation In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Polar Amplification: A Fractional Integration Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | The Effects of Physical and Transition Climate Risk on Stock Markets: Some Multi-Country Evidence In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Testing for Persistence in German Green and Brown Stock Market Indices In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Climate Physical Risk and Asian Stock Market Returns In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Geopolitical Risk and Cross-Border Portfolio Flows: Effects and Channels In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Expectations and Speculation in the Natural Gas Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Persistence of the Sovereign Debt Components and Debt Sustainability: Some Evidence for the US and Europe 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 nother 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 | 44 |
| 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 nother version. Agregated cites: 44 | article | |
| 2007 | The Euro and Inflation Uncertainty in the European Monetary Union.(2007) In: CELPE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
| 2006 | Black Market and Official Exchange Rates: Long-Run Equilibrium and Short-Run Dynamics In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 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 | 3 |
| 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 nother version. Agregated cites: 3 | paper | |
| 2004 | Long-run and Cyclical Dynamics in the US Stock Market.(2004) In: Economics Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 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 | 131 |
| 2009 | Income and happiness across Europe: Do reference values matter?.(2009) In: Journal of Economic Psychology. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 131 | 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 nother 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 nother 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 | 55 |
| 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 nother version. Agregated cites: 55 | 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 nother version. Agregated cites: 55 | 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 nother version. Agregated cites: 55 | 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 nother version. Agregated cites: 55 | article | |
| 2008 | Financial Contagion: Evolutionary Optimisation of a Multinational Agent-Based Model In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 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 nother 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 nother 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 nother version. Agregated cites: 19 | article | |
| 2009 | Multi-Factor Gegenbauer Processes and European Inflation Rates In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
| 2009 | Multi-Factor Gegenbauer Processes and European Inflation Rates.(2009) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2011 | Multi-Factor Gegenbauer Processes and European Inflation Rates.(2011) In: Journal of Economic Integration. [Citation analysis] This paper has nother version. Agregated cites: 9 | 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 nother 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 nother version. Agregated cites: 8 | article | |
| 2009 | Inflation and Inflation Uncertainty in the Euro Area In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 40 |
| 2009 | Inflation and Inflation Uncertainty in the Euro Area.(2009) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
| 2010 | Inflation and inflation uncertainty in the euro area.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
| 2010 | Inflation and Inflation Uncertainty in the Euro Area.(2010) In: EcoMod2010. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
| 2012 | Inflation and inflation uncertainty in the euro area.(2012) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | 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 | 93 |
| 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 nother version. Agregated cites: 93 | 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 nother version. Agregated cites: 93 | 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 | 6 |
| 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 nother version. Agregated cites: 6 | 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 nother version. Agregated cites: 6 | 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 nother version. Agregated cites: 6 | 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 nother 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 nother version. Agregated cites: 6 | paper | |
| 2011 | Price formation on the EuroMTS platform.(2011) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother 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 nother version. Agregated cites: 1 | paper | |
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| 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 nother 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 nother 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 nother 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 | 1 |
| 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 nother 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 nother 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 nother 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 nother 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 nother 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 | 3 |
| 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 nother version. Agregated cites: 3 | paper | |
| 2014 | Fractional integration and cointegration in US financial time series data.(2014) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2012 | Fractional Integration and Cointegration in US Financial Time Series Data.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | 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 nother 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 | 23 |
| 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 nother version. Agregated cites: 23 | 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 nother version. Agregated cites: 23 | 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother version. Agregated cites: 46 | article | |
| 2013 | Fiscal Spillovers in the Euro Area.(2013) In: Working Papers LuissLab. [Full Text][Citation analysis] This paper has nother 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 nother version. Agregated cites: 4 | paper | |
| 2014 | Persistence and cycles in US hours worked.(2014) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother 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 | 5 |
| 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 nother version. Agregated cites: 5 | 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 nother version. Agregated cites: 5 | article | |
| 2012 | Environmental Regulation and Competitiveness: Evidence from Romania In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 30 |
| 2012 | Environmental Regulation and Competitiveness: Evidence from Romania.(2012) In: Ecological Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
| 2010 | Environmental Regulation and Competitiveness: Evidence from Romania.(2010) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2010 | Environmental Regulation and Competitiveness: Evidence from Romania.(2010) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 | 69 |
| 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 nother version. Agregated cites: 69 | 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 nother version. Agregated cites: 69 | 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 | 20 |
| 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 nother version. Agregated cites: 20 | 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 nother version. Agregated cites: 20 | 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 nother 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 nother 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 nother 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 nother version. Agregated cites: 21 | paper | |
| 2014 | Youth Unemployment in Europe: Persistence and Macroeconomic Determinants In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 22 |
| 2014 | Youth Unemployment in Europe: Persistence and Macroeconomic Determinants.(2014) In: Comparative Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | 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 nother 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 nother 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 nother 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 | 93 |
| 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 nother version. Agregated cites: 93 | 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 nother version. Agregated cites: 93 | 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 | 13 |
| 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 nother version. Agregated cites: 13 | 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 nother version. Agregated cites: 13 | article | |
| 2014 | Macro News and Bond Yield Spreads in the Euro Area In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 15 |
| 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 nother version. Agregated cites: 15 | 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 nother version. Agregated cites: 15 | article | |
| 2014 | Short-Term Price Overreactions: Identification, Testing, Exploitation In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
| 2014 | Short-Term Price Overreaction: Identification, Testing, Exploitation.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2018 | Short-Term Price Overreactions: Identification, Testing, Exploitation.(2018) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2015 | Trade Flows and Trade Specialisation: The Case of China In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 29 |
| 2015 | Trade Flows and Trade Specialisation: The Case of China.(2015) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
| 2015 | Trade flows and trade specialisation: The case of China.(2015) In: China Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | article | |
| 2016 | Trade flows and trade specialisation: the case of China.(2016) In: NCID Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
| 2015 | Loan Loss Provision: Some Empirical Evidence for Italian Banks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
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| 2015 | Spillovers between Food and Energy Prices and Structural Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 59 |
| 2017 | Spillovers between food and energy prices and structural breaks.(2017) In: International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | 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 nother version. Agregated cites: 59 | paper | |
| 2017 | Spillovers between food and energy prices and structural breaks.(2017) In: International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | article | |
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| 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 | 3 |
| 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 nother version. Agregated cites: 3 | 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 nother version. Agregated cites: 3 | 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 nother version. Agregated cites: 7 | paper | |
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| 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 nother 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 | 15 |
| 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 nother version. Agregated cites: 15 | 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 nother version. Agregated cites: 15 | article | |
| 2015 | Macro News and Commodity Returns In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 21 |
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| 2017 | Macro News and Commodity Returns.(2017) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
| 2015 | International Portfolio Flows and Exchange Rate Volatility for Emerging Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
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| 2015 | The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
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| 2016 | Islamic Banking, Credit and Economic Growth: Some Empirical Evidence In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 14 |
| 2016 | Islamic Banking, Credit and Economic Growth: Some Empirical Evidence.(2016) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | 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 nother version. Agregated cites: 14 | article | |
| 2016 | Macro News and Exchange Rates in the BRICS In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 14 |
| 2016 | Macro News and Exchange Rates in the BRICS.(2016) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2017 | Macro news and exchange rates in the BRICS.(2017) In: Finance Research Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | 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 nother version. Agregated cites: 3 | paper | |
| 2016 | Exchange Rates and Macro News in Emerging Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
| 2016 | Exchange Rates and Macro News in Emerging Markets.(2016) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | 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 nother version. Agregated cites: 9 | article | |
| 2016 | Calendar Anomalies in the Ukrainian Stock Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
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| 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 nother 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 | 12 |
| 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 nother version. Agregated cites: 12 | paper | |
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| 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 | 3 |
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| 2016 | Monetary Policy Rules in Emerging Countries: Is there an Augmented Nonlinear Taylor Rule? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 41 |
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| 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 nother version. Agregated cites: 41 | 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 nother 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 | 9 |
| 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 nother version. Agregated cites: 9 | 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 nother version. Agregated cites: 9 | article | |
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| 2017 | Central Bank Policy Rates: Are they Cointegrated? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2017 | Central bank policy rates: Are they cointegrated?.(2017) In: International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2017 | Central Bank Policy Rates: Are They Cointegrated?.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2017 | Central bank policy rates: Are they cointegrated?.(2017) In: International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | 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 nother 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 nother 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 nother 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 | 3 |
| 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 nother version. Agregated cites: 3 | 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 nother version. Agregated cites: 3 | paper | |
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| 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 |
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| 2017 | Is Market Fear Persistent? A Long-Memory Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 12 |
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| 2017 | The Day of the Week Effect in the Crypto Currency Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 44 |
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| 2017 | Persistence in the Cryptocurrency Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 104 |
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| 2014 | Financial Development and Economic Growth: Evidence from Ten New EU Members.(2014) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 60 | paper | |
| 2010 | Long Memory and Volatility Dynamics in the US Dollar Exchange Rate In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 4 |
| 2012 | Long Memory and Volatility Dynamics in the US Dollar Exchange Rate.(2012) In: Multinational Finance Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2011 | Long Memory and Volatility Dynamics in the US Dollar Exchange Rate.(2011) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2010 | Fractional Cointegration in US Term Spreads In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Fractional cointegration in US term spreads.(2012) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2008 | Herding behaviour in extreme market conditions: the case of the Athens Stock Exchange In: Economics Bulletin. [Full Text][Citation analysis] | article | 11 |
| 2018 | The asymmetric behaviour of spanish unemployment persistence In: Economics Bulletin. [Full Text][Citation analysis] | article | 2 |
| 2013 | Stock Prices and Monetary Policy: An Impulse Response Analysis In: International Journal of Economics and Financial Issues. [Full Text][Citation analysis] | article | 1 |
| 2008 | Chebyshev polynomial approximation to approximate partial differential equations In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Chebyshev polynomial approximation to approximate partial differential equations.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2008 | Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 35 |
| 2008 | Modelling the US, the UK and Japanese unemployment rates. Fractional integrationand structural breaks.(2008) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
| 2023 | Connectedness between fossil and renewable energy stock indices: The impact of the COP policies In: Economic Modelling. [Full Text][Citation analysis] | article | 9 |
| 1996 | Modelling the sterling-deutschmark exchange rate: Non-linear dependence and thick tails In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
| 1997 | Common features and output fluctuations in the United Kingdom In: Economic Modelling. [Full Text][Citation analysis] | article | 8 |
| 1998 | Unit roots and long-run causality: investigating the relationship between output, money and interest rates In: Economic Modelling. [Full Text][Citation analysis] | article | 12 |
| 2001 | Coordination and price shocks: an empirical analysis In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2005 | Interest rate linkages: a Kalman filter approach to detecting structural change In: Economic Modelling. [Full Text][Citation analysis] | article | 22 |
| 1994 | Persistence in real variables under alternative exchange rate regimes : Some multi-country evidence In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2003 | Asset prices and output growth volatility: the effects of financial crises In: Economics Letters. [Full Text][Citation analysis] | article | 17 |
| 2003 | Testing for PPP: the erratic behaviour of unit root tests In: Economics Letters. [Full Text][Citation analysis] | article | 9 |
| 2005 | Testing for contagion: a conditional correlation analysis In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 153 |
| 2004 | TESTING FOR CONTAGION: A CONDITIONAL CORRELATION ANALYSIS.(2004) In: International Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 153 | paper | |
| 2023 | Small and medium sized European firms and energy saving measures: The role of financing In: Energy Policy. [Full Text][Citation analysis] | article | 0 |
| 2019 | Global and regional stock market integration in Asia: A panel convergence approach In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 9 |
| 2018 | Loan loss provisions and macroeconomic shocks: Some empirical evidence for italian banks during the crisis In: Finance Research Letters. [Full Text][Citation analysis] | article | 12 |
| 2020 | Volatility persistence in the Russian stock market In: Finance Research Letters. [Full Text][Citation analysis] | article | 5 |
| 2020 | The bank lending channel in the Malaysian Islamic and conventional banking system In: Global Finance Journal. [Full Text][Citation analysis] | article | 7 |
| 2015 | International capital markets structure, preferences and puzzles: A “US–China World†In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 4 |
| 2017 | Analysing the determinants of insolvency risk for general insurance firms in the UK In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 15 |
| 1995 | Nominal exchange rate regimes and the stochastic behavior of real variables In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 14 |
| 1998 | Cointegration and predictability of asset prices1 In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 15 |
| 2005 | Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 58 |
| 2002 | Monetary Policy and the Exchange Rate During the Asian Crisis Identification Through Heteroscedasticity.(2002) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
| 2003 | Monetary Policy and the Exchange Rate During the Asian Crisis: Identification Through Heteroscedasticity.(2003) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
| 2005 | The Feldstein-Horioka puzzle revisited: A Monte Carlo study In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 30 |
| 2015 | Exchange rate uncertainty and international portfolio flows: A multivariate GARCH-in-mean approach In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 40 |
| 2017 | International portfolio flows and exchange rate volatility in emerging Asian markets In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 24 |
| 1996 | Interest rate convergence, capital controls, risk premia and foreign exchange market efficiency in the EMS In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 16 |
| 2001 | Monetary Policy and Financial Liberalization: The Case of United Kingdom Consumption In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 15 |
| 1997 | Learning about monetary union: An analysis of bounded rational learning in European labor markets In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 0 |
| 1998 | Conditional Leptokurtosis and Non-Linear Dependence in Exchange Rate Returns In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 3 |
| 2001 | Testing for PPP and UIP in an FIML framework: Some evidence for Germany and Japan In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 15 |
| 2022 | Oil prices and sectoral stock returns in the BRICS-T countries: A time-varying approach In: Resources Policy. [Full Text][Citation analysis] | article | 2 |
| 2002 | Fractional integration and mean reversion in stock prices In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 18 |
| 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 | 50 |
| 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 nother 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 nother version. Agregated cites: 38 | paper | |
| 2004 | Fractional cointegration and real exchange rates In: Review of Financial Economics. [Full Text][Citation analysis] | article | 11 |
| 2004 | Fractional cointegration and real exchange rates.(2004) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2000 | Fractional cointegration and real exchange rates.(2000) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | 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 nother 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 | 13 |
| 2017 | Calendar anomalies in the Russian stock market In: Russian Journal of Economics. [Full Text][Citation analysis] | article | 5 |
| 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 | 7 |
| 2015 | Testing stock market convergence: a non-linear factor approach.(2015) In: Empirica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | 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 |
| 2002 | The Banking System in Bulgaria In: Chapters. [Full Text][Citation analysis] | chapter | 5 |
| 2002 | The Banking System in Bulgaria.(2002) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2024 | Introduction to the Handbook of Financial Integration: new research developments In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2020 | Daily abnormal price changes and trading strategies in the FOREX In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2024 | Persistence in the Realized Betas: Some Evidence from the Stock Market In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 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 nother 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 nother 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 nother version. Agregated cites: 0 | paper | |
| 2012 | Stock market, economic growth and EU accession: evidence from three CEECs In: International Journal of Monetary Economics and Finance. [Full Text][Citation analysis] | article | 6 |
| 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 | 9 |
| 2005 | The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification: A Monte Carlo Study.(2005) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | 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 | 3 |
| 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 nother 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 nother 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 | 22 |
| 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 | 109 |
| 2002 | Testing for Causality-in-Variance: An Application to the East Asian Markets. In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 59 |
| 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 nother 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 nother 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 | 100 |
| 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 |
| 2024 | Time-varying effects of the COVID-19 pandemic on stock markets and economic activity: evidence from the US and Europe 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 |
| 2024 | Modelling Loans to Non-Financial Corporations in the Eurozone: A Long-Memory Approach In: International Advances in Economic Research. [Full Text][Citation analysis] | article | 0 |
| 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 | 1 |
| 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 | 4 |
| 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 | 1 |
| 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 | 10 |
| 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 | 12 |
| 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 | 2 |
| 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 nother 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 | 59 |
| 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 | 1 |
| 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 | 8 |
| 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 | 18 |
| 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 nother version. Agregated cites: 14 | paper | |
| 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 | 17 |
| 2004 | Long range dependence in daily stock returns In: Applied Financial Economics. [Full Text][Citation analysis] | article | 9 |
| 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 | 7 |
| 2004 | Estimator Choice and Fishers Paradox: A Monte Carlo Study In: Econometric Reviews. [Full Text][Citation analysis] | article | 29 |
| 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 nother 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 |
| 2022 | The effects of us covid-19 policy responses on cryptocurrencies, fintech and artificial intelligence stocks: A fractional integration analysis In: Cogent Economics & Finance. [Full Text][Citation analysis] | article | 1 |
| 2019 | On stock price overreactions: frequency, seasonality and information content In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 4 |
| 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 | 2 |
| 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 | 53 |
| 2024 | Macroâ€financial linkages in the highâ€frequency domain: Economic fundamentals and the Covidâ€induced uncertainty channel in US and UK financial markets In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
| 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 | 4 |
| 2002 | Causality Links between Consumer and Producer Prices: Some Empirical Evidence In: Southern Economic Journal. [Full Text][Citation analysis] | article | 2 |
| 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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