31
H index
91
i10 index
3553
Citations
Guglielmo Maria Caporale : Citation Profile
Brunel University | RESEARCH PRODUCTION: 276 Articles 347 Papers 4 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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31 years (1992 - 2023). 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 (2023 and 2022)
| 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 | |
| 2022 | Stock Market Responses to Monetary Policy Shocks: Universal Firm-Level Evidence. (2022). Kaplan, Spagnolo Nicola ; Peren, Arin Kerim. In: AsociaciĂłn Argentina de EconomĂa PolĂtica: Working Papers. RePEc:aep:anales:4571. 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 | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2022 | Accelerating Industrial Output Growth through Islamic Bank Decomposed Financing Optimization in Malaysia. (2022). Ashraf, Muhammad Ather ; Ayaz, Mohammad ; Yasmin, Sadia. In: iRASD Journal of Economics. RePEc:ani:irdjoe:v:4:y:2022:i:4:p:544-560. Full description at Econpapers || Download paper | |
| 2022 | “An application of deep learning for exchange rate forecasting”. (2022). Sorić, Petar ; Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:202201. Full description at Econpapers || Download paper | |
| 2022 | Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352. Full description at Econpapers || Download paper | |
| 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 | |
| 2022 | A Dual Generalized Long Memory Modelling for Forecasting Electricity Spot Price: Neural Network and Wavelet Estimate. (2022). Belkacem, Lotfi ; Boubaker, Heni ; ben Amor, Souhir. In: Papers. RePEc:arx:papers:2204.08289. Full description at Econpapers || Download paper | |
| 2022 | Predictive Accuracy of a Hybrid Generalized Long Memory Model for Short Term Electricity Price Forecasting. (2022). Belkacem, Lotfi ; Boubaker, Heni ; ben Amor, Souhir. In: Papers. RePEc:arx:papers:2204.09568. Full description at Econpapers || Download paper | |
| 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 | |
| 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 | |
| 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 | |
| 2022 | The Low?carbon Equity Market: A New Alternative for Investment Diversification?. (2022). Ludovina, Maria Fernanda ; Lozano, Maria Belen ; de Sousa, Vitor Manuel. In: Global Policy. RePEc:bla:glopol:v:13:y:2022:i:1:p:34-47. Full description at Econpapers || Download paper | |
| 2022 | The behaviour of real interest rates: New evidence from a suprasecular perspective. (2022). Miller, Stephen M ; Gupta, Rangan ; Gilalana, Luis A ; Canarella, Giorgio. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:1:p:46-64. Full description at Econpapers || Download paper | |
| 2022 | Financial structure convergence. (2022). Sever, Can. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:1:p:65-83. Full description at Econpapers || Download paper | |
| 2022 | Output fluctuations and portfolio flows to emerging economies: The role of monetary uncertainty. (2022). Ba, Nguyen. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:3:p:285-295. 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 | |
| 2022 | Inference in Misspecified GARCH?M Models. (2022). Smallwood, Aaron D. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:334-355. Full description at Econpapers || Download paper | |
| 2022 | Exchange rate uncertainty and foreign direct investment in Africa: Does financial development matter?. (2022). Adu, Frank ; Alagidede, Imhotep Paul ; Asamoah, Michael Effah. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:2:p:878-898. Full description at Econpapers || Download paper | |
| 2022 | The effect of climate change and energy shocks on food security in Irans provinces. (2022). Tarazkar, Mohammad Hassan ; Zibaei, Mansour ; Dehbidi, Navid Kargar. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:14:y:2022:i:2:p:417-437. Full description at Econpapers || Download paper | |
| 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 | |
| 2022 | The effects of Federal Reserves quantitative easing and balance sheet normalization policies on long-term interest rates. (2022). Georgiou, Evangelia A ; Brissimis, Sophocles N. In: Working Papers. RePEc:bog:wpaper:299. Full description at Econpapers || Download paper | |
| 2022 | Evaluating the Role of the Exchange Rate in Monetary Policy Reaction Function of Advanced and Emerging Market Economies. (2022). Lazi, Milena ; Fabris, Nikola. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:11:y:2022:i:2:p:77-96. Full description at Econpapers || Download paper | |
| 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 | |
| 2022 | Brexit, what Brexit? Euro area portfolio exposures to the United Kingdom since the Brexit referendum. (2022). Schmitz, Martin ; Carvalho, Daniel. In: Working Paper Series. RePEc:ecb:ecbwps:20222734. Full description at Econpapers || Download paper | |
| 2022 | Cryptocurrency Returns, Cybercrime and Stock Market Volatility: GAS and Regime Switching Approaches. (2022). Dickason-Koekemoer, Zandri ; Sanusi, Kazeem Abimbola. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-06-7. Full description at Econpapers || Download paper | |
| 2022 | Exploring the Relationship between Islamic Financial Development, Energy Consumption, and Environmental Quality. (2022). Aziz, Sumayyah Abdul ; Buys, Witrie Annisa ; Abduh, Muhamad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-02-47. Full description at Econpapers || Download paper | |
| 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 | 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 | |
| 2022 | The effect of COVID-19 pandemic on return-volume and return-volatility relationships in cryptocurrency markets. (2022). Lahmiri, Salim ; Foroutan, Parisa. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922006531. Full description at Econpapers || Download paper | |
| 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 | |
| 2022 | Environmental taxes, technology innovation quality and firm performance in China—A test of effects based on the Porter hypothesis. (2022). Guan, Hongjun ; Sun, Zhenzhen ; Wang, Jingyi ; Zhao, Aiwu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:309-325. Full description at Econpapers || Download paper | |
| 2022 | Examining the overconfidence and overreaction in China’s carbon markets. (2022). Zhu, Bangzhu ; Wang, Ping ; Gao, Yan ; Zhou, Xinxing. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:472-489. Full description at Econpapers || Download paper | |
| 2022 | Is dirty trade concentrating in more polluting countries? Evidence from Africa. (2022). Suárez-Varela, Marta ; Rodriguez-Crespo, Ernesto ; Suarez-Varela, Marta. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:728-744. 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 | |
| 2022 | Property rights reform and capital adequacy ratios of rural credit cooperatives in China. (2022). Luo, Jian Chao ; Zhang, Heng ; Chen, Haibin ; Wang, Jiamei ; Cheng, Mingwang. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002960. Full description at Econpapers || Download paper | |
| 2022 | Is there a value premium in cryptoasset markets?. (2022). Liebi, Luca J. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000232. Full description at Econpapers || Download paper | |
| 2022 | Why exchange rate pass-through matters in forward exchange markets. (2022). Choi, Kwan E. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000414. Full description at Econpapers || Download paper | |
| 2022 | Global financial risk, the risk-taking channel, and monetary policy in emerging markets. (2022). Yildirim, Zekeriya. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002796. Full description at Econpapers || Download paper | |
| 2022 | Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices. (2022). GUPTA, RANGAN ; Ji, Qiang ; Bouri, Elie ; Plastun, Alex. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001789. Full description at Econpapers || Download paper | |
| 2022 | Dynamic volatility spillovers between industries in the US stock market: Evidence from the COVID-19 pandemic and Black Monday. (2022). Choi, Sun-Yong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002102. Full description at Econpapers || Download paper | |
| 2022 | Return and volatility spillovers across the Western and MENA countries. (2022). Mohammadi, Hassan ; Habibi, Hamidreza. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000031. Full description at Econpapers || Download paper | |
| 2022 | Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries: Evidence from wavelet quantile regression analysis. (2022). Ye, Fangyu ; Wu, Hao ; Hau, Liya ; Yu, Dongwei ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000602. Full description at Econpapers || Download paper | |
| 2022 | The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets. (2022). Gil-Alana, Luis Alberiko ; Karikari, Nana Kwasi ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000857. Full description at Econpapers || Download paper | |
| 2022 | Economic policy uncertainty and industry risk on China’s stock market. (2022). Song, Jiashan ; Xue, Weina ; Wang, Jie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001127. Full description at Econpapers || Download paper | |
| 2022 | A novel estimation of time-varying quantile correlation for financial contagion detection. (2022). Wu, Yuehua ; Li, Mingge ; Ye, Wuyi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001334. Full description at Econpapers || Download paper | |
| 2022 | Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility. (2022). Guillen, Montserrat ; Vidal-Llana, Xenxo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s106294082200170x. 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 | |
| 2022 | Examining interconnectedness between media attention and cryptocurrency markets: A transfer entropy story. (2022). Neto, David. In: Economics Letters. RePEc:eee:ecolet:v:214:y:2022:i:c:s0165176522001033. Full description at Econpapers || Download paper | |
| 2022 | Persistence of state-level uncertainty of the United States: The role of climate risks. (2022). GUPTA, RANGAN ; Cepni, Oguzhan ; Sheng, Xin. In: Economics Letters. RePEc:eee:ecolet:v:215:y:2022:i:c:s0165176522001276. Full description at Econpapers || Download paper | |
| 2022 | Measuring the impact of digital exchange cyberattacks on Bitcoin Returns. (2022). Ah, Seung ; Milunovich, George. In: Economics Letters. RePEc:eee:ecolet:v:221:y:2022:i:c:s0165176522003676. Full description at Econpapers || Download paper | |
| 2022 | Dependence dynamics of stock markets during COVID-19. (2022). Vo, Xuan Vinh ; Hussain, Syed Jawad ; Ahmad, Nasir ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pb:s1566014122000115. Full description at Econpapers || Download paper | |
| 2022 | Effects of monetary policy news on financial assets: Evidence from Brazil on a bivariate VAR-GARCH model (2006–17). (2022). de Melo, Andre ; Noronha, George Augusto ; de Carvalho, Osmani Teixeira ; da Silva, Tarciso Gouveia. In: Emerging Markets Review. RePEc:eee:ememar:v:52:y:2022:i:c:s1566014122000334. Full description at Econpapers || Download paper | |
| 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 | |
| 2022 | Uncovered interest rate parity redux: Non-uniform effects. (2022). Cheung, Yin-Wong ; Wang, Wenhao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:133-151. Full description at Econpapers || Download paper | |
| 2022 | Is financial development beneficial to improve the efficiency of green development? Evidence from the “Belt and Road” countries. (2022). Ni, Mengying ; Yang, Lisha. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s014098832100582x. Full description at Econpapers || Download paper | |
| 2022 | The COVID-19 storm and the energy sector: The impact and role of uncertainty. (2022). Bwanya, Princess Rutendo ; Charteris, Ailie ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988321001638. Full description at Econpapers || Download paper | |
| 2022 | Oil price uncertainty and stock price crash risk: Evidence from China. (2022). Wen, Fenghua ; Li, Yang ; Chen, Xian ; Xiao, Jihong. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002778. Full description at Econpapers || Download paper | |
| 2022 | Nexus between oil shocks and agriculture commodities: Evidence from time and frequency domain. (2022). Kang, Sanghoon ; Lucey, Brian M ; Hasan, Mudassar ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322003036. Full description at Econpapers || Download paper | |
| 2022 | How connected is the agricultural commodity market to the news-based investor sentiment?. (2022). Uddin, Gazi Salah ; Pham, Linh ; Cepni, Oguzhan ; Akyildirim, Erdinc. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003279. Full description at Econpapers || Download paper | |
| 2022 | Global oil price uncertainty and excessive corporate debt in China. (2022). Yan, Cheng ; Jin, Chenglu ; Qin, Jianing ; Ren, Xiaohang. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005072. 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 | |
| 2022 | How do dynamic jumps in global crude oil prices impact Chinas industrial sector?. (2022). Ye, Shuping ; Mou, Xinjie ; Zhang, Chuanguo. In: Energy. RePEc:eee:energy:v:249:y:2022:i:c:s0360544222005084. Full description at Econpapers || Download paper | |
| 2022 | Do oil price shocks drive unemployment? Evidence from Russia and Canada. (2022). Oana-Ramona, Lobon ; Li, Xin ; Liu, LU ; Wang, Kai-Hua. In: Energy. RePEc:eee:energy:v:253:y:2022:i:c:s0360544222010106. Full description at Econpapers || Download paper | |
| 2022 | Grid Stability Improvement Using Synthetic Inertia by Battery Energy Storage Systems in Small Islands. (2022). Curto, Domenico ; Navarro, Milagros Amparo ; Guercio, Andrea ; Telaretti, Enrico ; Zizzo, Gaetano ; Favuzza, Salvatore ; Franzitta, Vincenzo. In: Energy. RePEc:eee:energy:v:254:y:2022:i:pc:s0360544222013597. Full description at Econpapers || Download paper | |
| 2022 | Nexus of energy and food nutrition prices in oil importing and exporting countries: A panel VAR model. (2022). Shokoohi, Zeinab ; Saghaian, Sayed. In: Energy. RePEc:eee:energy:v:255:y:2022:i:c:s0360544222013196. 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 | |
| 2022 | War, pandemics, and modern economic growth in Europe. (2022). RodrĂguez Caballero, Carlos ; Prados de la Escosura, Leandro ; Rodriguez-Caballero, Vladimir C. In: Explorations in Economic History. RePEc:eee:exehis:v:86:y:2022:i:c:s0014498322000456. Full description at Econpapers || Download paper | |
| 2022 | Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach. (2022). Li, Youwei ; Stanley, Eugene H ; Pantelous, Athanasios A ; Chen, Yanhua. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003161. Full description at Econpapers || Download paper | |
| 2022 | A bibliometric review of financial market integration literature. (2022). Yarovaya, Larisa ; Paltrinieri, Andrea ; Oriani, Marco Ercole ; Goodell, John W ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000151. Full description at Econpapers || Download paper | |
| 2022 | Risk transmissions between bitcoin and traditional financial assets during the COVID-19 era: The role of global uncertainties. (2022). Gözgör, Giray ; Marco, Chi Keung ; Elsayed, Ahmed H. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000436. Full description at Econpapers || Download paper | |
| 2022 | Co-jumps in the U.S. interest rates and precious metals markets and their implications for investors. (2022). Downing, Gareth ; Semeyutin, Artur. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000503. Full description at Econpapers || Download paper | |
| 2022 | Multivariate long memory structure in the cryptocurrency market: The impact of COVID-19. (2022). Demir, Ender ; Bhandari, Avishek ; Assaf, Ata ; Charif, Husni. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001004. Full description at Econpapers || Download paper | |
| 2022 | Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?. (2022). Ben Amar, Amine ; Goutte, Stephane ; Isleimeyyeh, Mohammad ; Benkraiem, Ramzi. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s105752192200151x. Full description at Econpapers || Download paper | |
| 2022 | The effects of overnight events on daytime trading sessions. (2022). Webb, Robert I ; Ryu, Doojin ; Ham, Hyuna. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922001892. Full description at Econpapers || Download paper | |
| 2022 | Dynamic connectedness and optimal hedging strategy among commodities and financial indices. (2022). Prigent, Jean-Luc ; Bellalah, Makram ; ben Slimane, Ikrame ; ben Amar, Amine ; Hachicha, Nejib. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002460. Full description at Econpapers || Download paper | |
| 2022 | What drives cross-market correlations during the United States Q.E.?. (2022). Vo, Xuan Vinh ; Do, Hung Xuan ; Brooks, Robert ; Yip, Pick Schen. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002721. 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 | |
| 2022 | The persistence of financial volatility after COVID-19. (2022). Vera-Valdes, Eduardo J. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001379. Full description at Econpapers || Download paper | |
| 2022 | Cryptocurrency portfolio optimization with multivariate normal tempered stable processes and Foster-Hart risk. (2022). Kim, Young Shin ; Kurosaki, Tetsuo. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002245. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Works by Guglielmo Maria Caporale:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Forecasting the Spanish Stock Market Returns with Fractional and Non-Fractional Models In: American Journal of Economics and Business Administration. [Full Text][Citation analysis] | article | 0 |
| 2014 | Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour In: African Development Review. [Citation analysis] | article | 2 |
| 2014 | Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour.(2014) In: African Development Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2014 | Long memory in Angolan macroeconomic series: mean reversion versus explosive behaviour.(2014) In: NCID Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2002 | Modelling Economic Policy Responses with an Application to the G3 In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2004 | Non-Linearities and Fractional Integration in the US Unemployment Rate In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 62 |
| 2007 | Nonlinearities and Fractional Integration in the US Unemployment Rate*.(2007) In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 62 | article | |
| 2006 | Nonlinearities and fractional integration in the US unemployment rate.(2006) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 62 | paper | |
| 2004 | Non-linearities and fractional integration in the US unemployment rate.(2004) In: HWWA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 62 | paper | |
| 2015 | Testing PPP for the South African Rand/US Dollar Real Exchange Rate at Different Data Frequencies In: African Development Review. [Full Text][Citation analysis] | article | 2 |
| 1994 | The Measurement of Productivity and Market Structure in the UK. In: Bulletin of Economic Research. [Citation analysis] | article | 0 |
| 2017 | HOW DO FISCAL CONSOLIDATION AND FISCAL STIMULI IMPACT ON THE SYNCHRONIZATION OF BUSINESS CYCLES? In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 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 another version. Agregated cites: 0 | paper | |
| 2017 | Trends and Cycles in Macro Series: The Case of US Real GDP.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2020 | Fractional Integration and the Persistence of UK Inflation, 1210–2016 In: Economic Papers. [Full Text][Citation analysis] | article | 0 |
| 2004 | Testing for Seasonal Fractional Roots in German Real Output In: German Economic Review. [Full Text][Citation analysis] | article | 2 |
| 2004 | Testing for Seasonal Fractional Roots in German Real Output.(2004) In: German Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 1999 | Efficient Estimation Of Cointegrating Vectors and Testing for Causality in Vector Autoregressions In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 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 another version. Agregated cites: 4 | paper | |
| 2012 | Modelling Long Run Trends and Cycles in Financial Time Series Data.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2002 | Does Inflation Targeting Affect the Trade–off Between Output Gap and Inflation Variability? In: Manchester School. [Full Text][Citation analysis] | article | 17 |
| 2005 | FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS In: Manchester School. [Full Text][Citation analysis] | article | 12 |
| 2011 | ARE THE BALTIC COUNTRIES READY TO ADOPT THE EURO? A GENERALIZED PURCHASING POWER PARITY APPROACH In: Manchester School. [Full Text][Citation analysis] | article | 6 |
| 2008 | Are the Baltic Countries Ready to Adopt the Euro? A Generalised Purchasing Power Parity Approach.(2008) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2013 | LIQUIDITY RISK, CREDIT RISK AND THE OVERNIGHT INTEREST RATE SPREAD: A STOCHASTIC VOLATILITY MODELLING APPROACH In: Manchester School. [Full Text][Citation analysis] | article | 3 |
| 2010 | Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach.(2010) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2010 | Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach.(2010) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 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 another 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 |
| 2018 | Competitive devaluations in commodity†based economies: Colombia and the Pacific Alliance Group In: Review of Development Economics. [Full Text][Citation analysis] | article | 0 |
| 2005 | Endogenous Growth Models and Stock Market Development: Evidence from Four Countries In: Review of Development Economics. [Full Text][Citation analysis] | article | 31 |
| 2019 | Can the Consumption–Wealth Ratio Predict Housing Returns? Evidence from OECD Countries In: Real Estate Economics. [Full Text][Citation analysis] | article | 8 |
| 2008 | Black Market and Official Exchange Rates: Long?run Equilibrium and Short?run Dynamics In: Review of International Economics. [Full Text][Citation analysis] | article | 7 |
| 2006 | Black Market and Official Exchange Rates: Long-Run Equilibrium and Short-Run Dynamics.(2006) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2011 | Stock Market Integration between Three CEECs, Russia, and the UK In: Review of International Economics. [Citation analysis] | article | 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 another 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 another version. Agregated cites: 9 | paper | |
| 2010 | EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries?.(2010) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2011 | Introduction In: Review of International Economics. [Citation analysis] | article | 0 |
| 2013 | Volatility Spillovers and Contagion from Mature to Emerging Stock Markets In: Review of International Economics. [Full Text][Citation analysis] | article | 114 |
| 2009 | Volatility Spillovers and Contagion from Mature to Emerging Stock Markets.(2009) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 114 | paper | |
| 2009 | Volatility Spillovers and Contagion from Mature to Emerging Stock Markets.(2009) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 114 | paper | |
| 2009 | Volatility spillovers and contagion from mature to emerging stock markets.(2009) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 114 | paper | |
| 2008 | Volatility Spillovers and Contagion from Mature to Emerging Stock Markets.(2008) In: IMF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 114 | 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 another 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 another 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 another version. Agregated cites: 2 | paper | |
| 2001 | Money, Credit and Spending: Drawing Causal Inferences In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 18 |
| 2014 | Time-Varying Spot and Futures Oil Price Dynamics In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 22 |
| 2010 | Time-Varying Spot and Futures Oil Price Dynamics.(2010) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2010 | Time-Varying Spot and Futures Oil Price Dynamics.(2010) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2010 | Time-varying spot and futures oil price dynamics.(2010) In: Quaderni del Dipartimento di Economia, Finanza e Statistica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2016 | Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2012 | Banking Consolidation in Nigeria In: CEsA Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2016 | Testing unemployment theories: A multivariate long memory approach In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 7 |
| 2014 | Testing Unemployment Theories: A Multivariate Long Memory Approach.(2014) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2013 | Testing Unemployment Theories: A Multivariate Long Memory Approach.(2013) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2016 | Testing Unemployment Theories: A Multivariate Long Memory Approach.(2016) In: Journal of Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2022 | Tourism Persistence in the Southeastern European Countries: The Impact of Covid-19 In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Nominal and Real Wages in the UK, 1750 - 2015: Mean Reversion, Persistence and Structural Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 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 another 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 |
| 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 another 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 |
| 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 | 0 |
| 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 another version. Agregated cites: 0 | article | |
| 2023 | US Municipal Green Bonds and Financial Integration In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Time-Varying Parameters in Monetary Policy Rules: A GMM Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Aggregate Insider Trading and Stock Market Volatility in the UK In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 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 |
| 2006 | Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2006 | Cointegration Tests of PPP: Do they also Exhibit Erratic Behaviour? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2009 | Cointegration tests of PPP: do they also exhibit erratic behaviour?.(2009) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2006 | The Euro and Inflation Uncertainty in the European Monetary Union In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 42 |
| 2009 | The Euro and inflation uncertainty in the European Monetary Union.(2009) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | article | |
| 2007 | The Euro and Inflation Uncertainty in the European Monetary Union.(2007) In: CELPE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
| 2007 | A Multivariate Long-Memory Model with Structural Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2007 | Long Run and Cyclical Dynamics in the US Stock Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
| 2004 | Long-run and Cyclical Dynamics in the US Stock Market.(2004) In: Econometric Society 2004 Latin American Meetings. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2004 | Long-run and Cyclical Dynamics in the US Stock Market.(2004) In: Economics Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2014 | Long?Run and Cyclical Dynamics in the US Stock Market.(2014) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 2007 | Identification of Segments of European Banks with a Latent Class Frontier Model In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Income and Happiness across Europe: Do Reference Values Matter? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 127 |
| 2009 | Income and happiness across Europe: Do reference values matter?.(2009) In: Journal of Economic Psychology. [Full Text][Citation analysis] This paper has another version. Agregated cites: 127 | article | |
| 2008 | Fiscal Shocks and Real Exchange Rate Dynamics: Some Evidence for Latin America In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2011 | Fiscal shocks and real exchange rate dynamics: Some evidence for Latin America.(2011) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2008 | Using Chebyshev Polynomials to Approximate Partial Differential Equations In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2010 | Using Chebyshev Polynomials to Approximate Partial Differential Equations.(2010) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2008 | On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 54 |
| 2008 | On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries.(2008) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 54 | paper | |
| 2008 | On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries.(2008) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | paper | |
| 2009 | On the bilateral trade effects of free trade agreements between the EU-15 and the CEEC-4 countries.(2009) In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | article | |
| 2009 | On the bilateral trade effects of free trade agreements between the EU-15 and the CEEC-4 countries.(2009) In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | article | |
| 2008 | Financial Contagion: Evolutionary Optimisation of a Multinational Agent-Based Model In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Financial contagion: evolutionary optimization of a multinational agent?based model.(2009) In: Intelligent Systems in Accounting, Finance and Management. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2009 | Selectivity, Market Timing and the Morningstar Star-Rating System In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Selectivity, Market Timing and the Morningstar Star-Rating System.(2009) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | Rating Assignments: Lessons from International Banks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 19 |
| 2009 | Rating Assignments: Lessons from International Banks.(2009) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2012 | Ratings assignments: Lessons from international banks.(2012) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
| 2009 | Multi-Factor Gegenbauer Processes and European Inflation Rates In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 2009 | Multi-Factor Gegenbauer Processes and European Inflation Rates.(2009) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2011 | Multi-Factor Gegenbauer Processes and European Inflation Rates.(2011) In: Journal of Economic Integration. [Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2009 | Long Memory in US Real Output per Capita In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
| 2009 | Long Memory in US Real Output per Capita.(2009) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2013 | Long memory in US real output per capita.(2013) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2009 | Inflation and Inflation Uncertainty in the Euro Area In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 39 |
| 2009 | Inflation and Inflation Uncertainty in the Euro Area.(2009) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
| 2010 | Inflation and inflation uncertainty in the euro area.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
| 2010 | Inflation and Inflation Uncertainty in the Euro Area.(2010) In: EcoMod2010. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
| 2012 | Inflation and inflation uncertainty in the euro area.(2012) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | 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 | 90 |
| 2009 | Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-Mean Analysis.(2009) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 90 | paper | |
| 2010 | Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis.(2010) In: Emerging Markets Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 90 | 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 another 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 another 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 another 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 another version. Agregated cites: 24 | paper | |
| 2010 | Price Formation on the EuroMTS Platform In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2010 | Price Formation on the EuroMTS Platform.(2010) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2011 | Price formation on the EuroMTS platform.(2011) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2010 | US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2010 | US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis.(2010) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis.(2011) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2010 | The Weekly Structure of US Stock Prices In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2010 | The Weekly Structure of US Stock Prices.(2010) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Determinants of Pollution Abatement and Control Expenditure in Romania: A Multilevel Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2010 | Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market.(2010) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2012 | Quoted spreads and trade imbalance dynamics in the European Treasury bond market.(2012) In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2011 | Europe Agreements and Trade Balance: Evidence from Four New EU Members In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2011 | Europe Agreements and Trade Balance: Evidence form Four New EU Members.(2011) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2011 | The Euro Changeover and Price Adjustments in Italy In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2011 | The Euro Changeover and Price Adjustments in Italy.(2011) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | The euro changeover and price adjustments in Italy.(2012) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2011 | Fractional Integration and Cointegration in US Financial Time Series Data In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Fractional Integration and Cointegration in US Financial Time Series Data.(2011) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | Fractional integration and cointegration in US financial time series data.(2014) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2012 | Fractional Integration and Cointegration in US Financial Time Series Data.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2011 | Employment Growth, Inflation and Output Growth: Was Phillips Right? Evidence from a Dynamic Panel In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Employment Growth, Inflation and Output Growth: Was Phillips Right?: Evidence from a Dynamic Panel.(2011) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 22 |
| 2011 | Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System.(2011) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2013 | Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system.(2013) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
| 2011 | Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 18 |
| 2011 | Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets.(2011) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2016 | Consumption, wealth, stock and housing returns: Evidence from emerging markets.(2016) In: Research in International Business and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
| 2011 | Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets.(2011) In: NIPE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2011 | Are Stock and Housing Returns Complements or Substitutes? Evidence from OECD Countries In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Are Stock and Housing Returns Complements or Substitutes?: Evidence from OECD Countries.(2011) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | Are Stock and Housing Returns Complements or Substitutes? Evidence from OECD Countries.(2011) In: NIPE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | Sources of Real Exchange Rate Volatility and International Financial Integration: A Dynamic GMM Panel Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2011 | Persistence and Cyclical Dependence in the Monthly Euribor Rate In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Persistence and Cyclical Dependence in the Monthly Euribor Rate.(2011) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2016 | Persistence and cyclical dependence in the monthly euribor rate.(2016) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2011 | Fiscal Spillovers in the Euro Area In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 46 |
| 2011 | Fiscal Spillovers in the Euro Area.(2011) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 46 | paper | |
| 2013 | Fiscal spillovers in the Euro area.(2013) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 46 | article | |
| 2013 | Fiscal Spillovers in the Euro Area.(2013) In: Working Papers LuissLab. [Full Text][Citation analysis] This paper has another version. Agregated cites: 46 | paper | |
| 2012 | Persistence and Cycles in US Hours Worked In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2012 | Persistence and Cycles in US Hours Worked.(2012) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2014 | Persistence and cycles in US hours worked.(2014) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2012 | Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2012 | Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal.(2012) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2013 | Re-examining the decline in the US saving rate: The impact of mortgage equity withdrawal.(2013) In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2012 | Environmental Regulation and Competitiveness: Evidence from Romania In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 22 |
| 2012 | Environmental Regulation and Competitiveness: Evidence from Romania.(2012) In: Ecological Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
| 2010 | Environmental Regulation and Competitiveness: Evidence from Romania.(2010) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2010 | Environmental Regulation and Competitiveness: Evidence from Romania.(2010) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2012 | Long Memory in German Energy Price Indices In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2012 | Long Memory in German Energy Price Indices.(2012) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2012 | Persistence in Youth Unemployment In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Persistence in Youth Unemployment.(2012) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2012 | Business Cycles, International Trade and Capital Flows: Evidence from Latin America In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2012 | Business Cycles, International Trade and Capital Flows: Evidence from Latin America.(2012) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2013 | Business Cycles, International Trade and Capital Flows: Evidence from Latin America.(2013) In: NCID Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2016 | Business cycles, international trade and capital flows: evidence from Latin America.(2016) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2012 | Persistence and Cycles in the US Federal Funds Rate In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2012 | Persistence and Cycles in the US Federal Funds Rate.(2012) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2017 | Persistence and cycles in the us federal funds rate.(2017) In: International Review of Financial Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2013 | Trade Intensity and Output Synchronisation: On the Endogeneity Properties of EMU In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 24 |
| 2013 | Trade Intensity and Output Synchronisation: On the Endogeneity Properties of EMU.(2013) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2015 | Trade intensity and output synchronisation: On the endogeneity properties of EMU.(2015) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | article | |
| 2013 | TRADE INTENSITY AND OUTPUT SYNCHRONISATION: ON THE ENDOGENEITY PROPERTIES OF EMU.(2013) In: Working Papers LuissLab. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2013 | On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010 In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 68 |
| 2013 | On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010.(2013) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 68 | paper | |
| 2014 | On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010.(2014) In: International Review of Financial Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 68 | 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 another 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 another 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 another version. Agregated cites: 6 | paper | |
| 2013 | Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better?.(2013) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | Fiscal Adjustments and Business Cycle Synchronization In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2013 | Fiscal Adjustment and Business Cycle Synchronization.(2013) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2014 | International Capital Markets Structure, Preferences and Puzzles: The US-China Case In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 21 |
| 2014 | International Capital Markets Structure, Preferences and Puzzles: The US-China Case.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2014 | Youth Unemployment in Europe: Persistence and Macroeconomic Determinants In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 23 |
| 2014 | Youth Unemployment in Europe: Persistence and Macroeconomic Determinants.(2014) In: Comparative Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
| 2014 | Intraday Anomalies and Market Efficiency: A Trading Robot Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
| 2014 | Intraday Anomalies and Market Efficiency: A Trading Robot Analysis.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2016 | Intraday Anomalies and Market Efficiency: A Trading Robot Analysis.(2016) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 2014 | The Weekend Effect: A Trading Robot and Fractional Integration Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2014 | The Weekend Effect: A Trading Robot and Fractional Integration Analysis.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2014 | Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 81 |
| 2014 | Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | paper | |
| 2015 | Oil price uncertainty and sectoral stock returns in China: A time-varying approach.(2015) In: China Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | article | |
| 2014 | Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Means Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
| 2014 | Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2016 | Macro news and stock returns in the Euro area: A VAR-GARCH-in-mean analysis.(2016) In: International Review of Financial Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 2014 | Macro News and Bond Yield Spreads in the Euro Area In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 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 another 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 another version. Agregated cites: 15 | article | |
| 2014 | Short-Term Price Overreactions: Identification, Testing, Exploitation In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
| 2014 | Short-Term Price Overreaction: Identification, Testing, Exploitation.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2018 | Short-Term Price Overreactions: Identification, Testing, Exploitation.(2018) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
| 2015 | Trade Flows and Trade Specialisation: The Case of China In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 27 |
| 2015 | Trade Flows and Trade Specialisation: The Case of China.(2015) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
| 2015 | Trade flows and trade specialisation: The case of China.(2015) In: China Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | article | |
| 2016 | Trade flows and trade specialisation: the case of China.(2016) In: NCID Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
| 2015 | Loan Loss Provision: Some Empirical Evidence for Italian Banks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2015 | Loan Loss Provision: Some Empirical Evidence for Italian Banks.(2015) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2015 | Spillovers between Food and Energy Prices and Structural Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 54 |
| 2017 | Spillovers between food and energy prices and structural breaks.(2017) In: International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | article | |
| 2015 | Spillovers between Food and Energy Prices and Structural Breaks.(2015) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | paper | |
| 2017 | Spillovers between food and energy prices and structural breaks.(2017) In: International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | article | |
| 2016 | Spillovers between food and energy prices and structural breaks.(2016) In: NCID Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | paper | |
| 2015 | How Has the Global Financial Crisis Affected Syndicated Loan Terms in Emerging Markets? Evidence from China In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 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 another 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 another 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 another version. Agregated cites: 7 | paper | |
| 2015 | The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2018 | The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis.(2018) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2015 | Linkages between the US and European Stock Markets: A Fractional Cointegration Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 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 another 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 another version. Agregated cites: 15 | article | |
| 2015 | Macro News and Commodity Returns In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 19 |
| 2015 | Macro News and Commodity Returns.(2015) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2017 | Macro News and Commodity Returns.(2017) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
| 2015 | International Portfolio Flows and Exchange Rate Volatility for Emerging Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2015 | International Portfolio Flows and Exchange Rate Volatility for Emerging Markets.(2015) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2015 | The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2015 | The EMBI in Latin America: Fractional Integration, Non-linearities and Breaks.(2015) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2018 | The EMBI in Latin America: Fractional integration, non-linearities and breaks.(2018) In: Finance Research Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2016 | Islamic Banking, Credit and Economic Growth: Some Empirical Evidence In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 13 |
| 2016 | Islamic Banking, Credit and Economic Growth: Some Empirical Evidence.(2016) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2018 | Islamic banking, credit, and economic growth: Some empirical evidence.(2018) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | 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 another 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 another 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 another version. Agregated cites: 3 | paper | |
| 2016 | Exchange Rates and Macro News in Emerging Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
| 2016 | Exchange Rates and Macro News in Emerging Markets.(2016) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 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 another version. Agregated cites: 9 | article | |
| 2016 | Calendar Anomalies in the Ukrainian Stock Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2016 | Calendar Anomalies in the Ukrainian Stock Market.(2016) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2016 | Competitive Devaluations in Commodity-Based Economies: Colombia and the Pacific Alliance Group In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Competitive Devaluations in Commodity-Based Economies: Colombia and the Pacific Alliance Group.(2016) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | The Performance of Banks in the MENA Region During the Global Financial Crisis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
| 2016 | The Performance of Banks in the MENA Region during the Global Financial Crisis.(2016) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2017 | The performance of banks in the MENA region during the global financial crisis.(2017) In: Research in International Business and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
| 2016 | Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-in-mean Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2016 | Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-In-Mean Analysis.(2016) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2021 | Equity fund flows and stock market returns in the USA before and after the global financial crisis: a VAR-GARCH-in-mean analysis.(2021) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2016 | Monetary Policy Rules in Emerging Countries: Is there an Augmented Nonlinear Taylor Rule? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 33 |
| 2016 | Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule?.(2016) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
| 2018 | Monetary policy rules in emerging countries: Is there an augmented nonlinear taylor rule?.(2018) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | article | |
| 2016 | Analysing the Determinants of Credit Risk for General Insurance Firms in the UK In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2016 | Analysing the Determinants of Credit Risk for General Insurance Firms in the UK.(2016) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2016 | Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 2016 | Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB.(2016) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2018 | Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB.(2018) In: Research in International Business and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
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| 2017 | Central Bank Policy Rates: Are they Cointegrated? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
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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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| 2018 | Brexit and Uncertainty in Financial Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
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| 2019 | Non-Linearities, Cyber Attacks and Cryptocurrencies In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 14 |
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| 2019 | Investors Trading Behaviour and Stock Market Volatility during Crisis Periods: A Dual Long-Memory Model for the Korean Stock Exchange In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
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| 2004 | TESTING FOR CONTAGION: A CONDITIONAL CORRELATION ANALYSIS.(2004) In: International Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 150 | 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 |
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| 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 another 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 another 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 | 39 |
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| 2015 | Testing stock market convergence: a non-linear factor approach.(2015) In: Empirica. [Full Text][Citation analysis] This paper has another 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 |
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| 2002 | The Banking System in Bulgaria In: Chapters. [Full Text][Citation analysis] | chapter | 5 |
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| 2020 | Daily abnormal price changes and trading strategies in the FOREX In: Journal of Economic Studies. [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 |
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| 2008 | ON THE TRADE BALANCE EFFECTS OF FREE TRADE AGREEMENTS BETWEEN THE EU-15 AND THE CEEC-4 COUNTRIES.(2008) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2015 | The Kenyan stock market: inefficiency, long memory, persistence and anomalies in the NSE-20 In: African Journal of Economic and Sustainable Development. [Full Text][Citation analysis] | article | 3 |
| 2017 | The weekend effect: a fractional integration and trading robot analysis In: International Journal of Bonds and Derivatives. [Full Text][Citation analysis] | article | 0 |
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| 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 | 8 |
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| 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 | 6 |
| 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 |
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| 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 | 102 |
| 2002 | Testing for Causality-in-Variance: An Application to the East Asian Markets. In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 57 |
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| 2009 | DETERMINANTS OF POLLUTION ABATEMENT AND CONTROL EXPENDITURE: EVIDENCE FROM ROMANIA.(2009) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Pollution Abatement and Control Expenditure in Romania: A Multilevel Analysis In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | POLLUTION ABATEMENT AND CONTROL EXPENDITURE IN ROMANIA: A MULTILEVEL ANALYSIS.(2010) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2004 | STOCK MARKET DEVELOPMENT AND ECONOMIC GROWTH: THE CAUSAL LINKAGE In: Journal of Economic Development. [Full Text][Citation analysis] | article | 98 |
| 2010 | REAL EXCHANGE RATES IN LATIN AMERICA: THE PPP HYPOTHESIS AND FRACTIONAL INTEGRATION In: Journal of Economic Development. [Full Text][Citation analysis] | article | 1 |
| 2002 | Unit Roots versus Other Types of Time Heterogeneity, Parameter Time Dependence and Superexogeneity. In: Journal of Forecasting. [Citation analysis] | article | 2 |
| 2017 | Searching for Inefficiencies in Exchange Rate Dynamics In: Computational Economics. [Full Text][Citation analysis] | article | 2 |
| 2002 | Manufacturing Wage Differentials and Employment in Some Scandinavian Countries, the U.S. and the U.K.: An Analysis of Variance Approach In: Empirica. [Full Text][Citation analysis] | article | 1 |
| 2003 | Evaluating the Gains to Cooperation in the G-3 In: Empirica. [Full Text][Citation analysis] | article | 2 |
| 2007 | Testing for deterministic and stochastic cycles in macroeconomic time series In: Empirica. [Full Text][Citation analysis] | article | 0 |
| 2008 | Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates In: Empirica. [Full Text][Citation analysis] | article | 0 |
| 2014 | Improving Environmental Performance: A Challenge for Romania In: Environmental & Resource Economics. [Full Text][Citation analysis] | article | 2 |
| 2005 | A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates In: Open Economies Review. [Full Text][Citation analysis] | article | 0 |
| 2022 | Testing for UIP-Type Relationships: Nonlinearities, Monetary Announcements and Interest Rate Expectations In: Open Economies Review. [Full Text][Citation analysis] | article | 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 | 2 |
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| 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 |
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| 2005 | Long Memory at the Long Run and at the Cyclical Frequencies:Modelling Real Wages in England: 1260-1994.(2005) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2003 | Long memory and structural breaks in hyperinflation countries In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
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| 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 |
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| 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 |
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| 2000 | Unemployment and input prices: A fractional cointegration approach.(2000) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2005 | Measuring half-lives: using a non-parametric bootstrap approach In: Applied Financial Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2006 | Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques In: Applied Financial Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2004 | Feedbacks between mutual fund flows and security returns: evidence from the Greek capital market In: Applied Financial Economics. [Full Text][Citation analysis] | article | 10 |
| 2004 | Modelling East Asian exchange rates: a Markov-switching approach In: Applied Financial Economics. [Full Text][Citation analysis] | article | 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 |
| 2006 | Panel data tests of PPP: a critical overview In: Applied Financial Economics. [Full Text][Citation analysis] | article | 13 |
| 2011 | The weekly structure of US stock prices In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
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| 2009 | BASQUE TERRORISM: POLICE ACTION, POLITICAL MEASURES AND THE INFLUENCE OF VIOLENCE ON THE STOCK MARKET IN THE BASQUE COUNTRY In: Defence and Peace Economics. [Full Text][Citation analysis] | article | 6 |
| 2004 | Estimator Choice and Fishers Paradox: A Monte Carlo Study In: Econometric Reviews. [Full Text][Citation analysis] | article | 28 |
| 2008 | Testing for persistence in mutual fund performance and the ex-post verification problem: evidence from the Greek market In: The European Journal of Finance. [Full Text][Citation analysis] | article | 10 |
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| 2006 | Are PPP Tests Erratically Behaved? Some Panel Evidence.(2006) In: Technical Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 3 |
| 2015 | Infant mortality rates: time trends and fractional integration In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 4 |
| 2014 | The nexus between prices, employment and output growth: a global and national evidence In: Journal of Business Economics and Management. [Full Text][Citation analysis] | article | 1 |
| 2012 | European free trade agreements and trade balance: Evidence from four new European Union members In: The Journal of International Trade & Economic Development. [Full Text][Citation analysis] | article | 5 |
| 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 | 3 |
| 2011 | Long Memory and Fractional Integration in High-Frequency British Pound / Dollar Spot Exchange Rates In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Fractional integration and data frequency In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2003 | Endogenous growth and Stock Market Development In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2009 | INTERNATIONAL FINANCIAL INTEGRATION AND REAL EXCHANGE RATE LONG-RUN DYNAMICS IN EMERGING COUNTRIES In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] | paper | 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 | 46 |
| 2009 | Risk analysis in complex systems: intelligent systems in finance In: Intelligent Systems in Accounting, Finance and Management. [Full Text][Citation analysis] | article | 0 |
| 2014 | SOURCES OF REAL EXCHANGE RATE VOLATILITY AND INTERNATIONAL FINANCIAL INTEGRATION: A DYNAMIC GENERALISED METHOD OF MOMENTS PANEL APPROACH In: Journal of International Development. [Full Text][Citation analysis] | article | 3 |
| 2016 | Interest Rate Dynamics in Kenya: Commercial Banks Rates and the 91?Day Treasury Bill Rate In: Journal of International Development. [Full Text][Citation analysis] | article | 1 |
| 2002 | Causality Links between Consumer and Producer Prices: Some Empirical Evidence In: Southern Economic Journal. [Full Text][Citation analysis] | article | 1 |
| 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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