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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~subject:"Börsenkurs"
~subject:"Purchasing power parity"
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Börsenkurs
Purchasing power parity
Schätzung
51
Estimation
50
Zeitreihenanalyse
37
Time series analysis
36
USA
32
United States
32
EU countries
27
EU-Staaten
27
Theorie
25
Theory
24
Business cycle
22
Konjunktur
22
Euro area
20
Eurozone
20
Volatility
20
Volatilität
20
Cointegration
18
Kointegration
18
Share price
18
Aktienmarkt
17
Capital income
17
Interest rate
17
Kapitaleinkommen
17
Stock market
17
Zins
17
International economy
14
Internationale Wirtschaft
14
Business cycle synchronization
13
Großbritannien
13
Kaufkraftparität
13
Konjunkturzusammenhang
13
United Kingdom
13
Economy of time
12
Zeitökonomie
12
Hysteresis
11
Efficient market hypothesis
10
Effizienzmarkthypothese
10
Hysterese
10
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Free
30
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Book / Working Paper
31
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Arbeitspapier
30
Working Paper
30
Graue Literatur
28
Non-commercial literature
28
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English
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Caporale, Guglielmo Maria
Gupta, Rangan
20
Stulz, René M.
18
Allen, David E.
16
Liljeblom, Eva
15
Pierdzioch, Christian
15
Gil-Alaña, Luis A.
14
Hsing, Yu
12
Lan, Yihui
12
Härdle, Wolfgang
11
Berglund, Tom
10
Döpke, Jörg
10
Hayo, Bernd
10
Lee, Jung Wan
10
McAleer, Michael
10
Kang, Wensheng
9
Neuenkirch, Matthias
9
Vespignani, Joaquin
9
Clements, Kenneth W.
8
Guo, Hui
8
Hou, Kewei
8
MacDonald, Ronald
8
Manzur, Meher
8
Weber, Enzo
8
Betzer, André
7
Chiarella, Carl
7
Masih, Abdul Mansur M.
7
Tyers, Rodney
7
Albuquerque, Rui
6
Birru, Justin
6
Bohl, Martin T.
6
Cepni, Oguzhan
6
Groenewold, Nicolaas
6
Kilic, Mete
6
Madura, Jeff
6
Masih, Rumi
6
Minford, Patrick
6
Papanikolaou, Dimitris
6
Ratti, Ronald A.
6
Spagnolo, Nicola
6
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Economics and finance working paper series
30
Discussion papers / Athens University of Economics and Business, Department of International and European Economic Studies
1
Source
All
ECONIS (ZBW)
31
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1
The weekend effect : an exploitable anomaly in the Ukrainian stock market?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520749
Saved in:
2
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520824
Saved in:
3
Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520828
Saved in:
4
The Kenyan stock market : inefficiency, long memory, persistence and anomalities in the NSE-20
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10010527181
Saved in:
5
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2014
Persistent link: https://www.econbiz.de/10010431600
Saved in:
6
The weekend effect : a trading robot and fractional integration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2014
Persistent link: https://www.econbiz.de/10010364554
Saved in:
7
Macro news and stock returns in the euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010402688
Saved in:
8
Oil price uncertainty and sectoral stock returns in China : a time-varying approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010402689
Saved in:
9
Testing the PPP hypothesis in the Sub-Saharan countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2012
Persistent link: https://www.econbiz.de/10009672479
Saved in:
10
On the linkages between stock prices and exchange rates : evidence from the banking crisis of 2007 - 2010
Caporale, Guglielmo Maria
;
Hunter, John
;
Ali, Faek Menla
-
2013
Persistent link: https://www.econbiz.de/10009731958
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