Access Statistics for Guglielmo Maria Caporale

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A COMPARISON BETWEEN TESTS FOR CHANGES IN THE ADJUSTMENT COEFFICIENTS IN COINTEGRATED SYSTEMS 0 0 0 72 5 6 10 198
A Fractional Integration Model and Testing Procedure with Roots Within the Unit Circle 0 0 6 6 2 5 19 19
A Fractional Integration Model with Autoregressive Processes 0 0 6 6 2 5 24 24
A Global Oil Market Model with Shipping Costs 0 1 1 3 1 9 25 28
A Long-Memory Model for Multiple Cycles with an Application to the S&P500 0 0 0 28 1 4 13 46
A Multivariate Long-Memory Model with Structural Breaks 0 1 1 102 1 2 9 224
Abnormal Returns and Stock Price Movements: Some Evidence from Developed and Emerging Markets 0 0 0 23 0 2 10 44
Acidification in the Earth’s Oceans: Trends and Persistence 0 0 8 8 1 3 12 12
African Growth, Non-Linearities and Strong Dependence: An Empirical Study 0 0 0 8 3 4 6 44
Aggregate Insider Trading and Stock Market Volatility in the UK 0 0 0 14 0 2 12 30
Air Pollution in 88 US Metropolitan Areas: Trends and Persistence 0 0 6 7 1 2 13 15
Analysing the Determinants of Credit Risk for General Insurance Firms in the UK 0 0 0 37 3 4 10 84
Analysing the Determinants of Credit Risk for General Insurance Firms in the UK 0 0 0 25 1 3 5 132
Are PPP Tests Erratically Behaved? Some Panel Evidence 0 0 0 1 0 1 7 37
Are PPP Tests Erratically Behaved? Some Panel Evidence 0 0 0 37 2 3 7 178
Are Stock and Housing Returns Complements or Substitutes? Evidence from OECD Countries 0 0 0 46 1 1 3 72
Are Stock and Housing Returns Complements or Substitutes? Evidence from OECD Countries 0 0 0 10 2 4 17 127
Are Stock and Housing Returns Complements or Substitutes?: Evidence from OECD Countries 0 0 0 39 1 3 11 149
Are the Baltic Countries Ready to Adopt the Euro? A Generalised Purchasing Power Parity Approach 0 0 0 96 5 8 17 359
Asset Returns and CO2 Emissions: Evidence on Contemporaneous and Lagged Connectedness 0 8 16 16 3 7 19 19
Atmospheric Pollution in 10 US Cities: Trends and Persistence 0 0 12 12 2 2 14 14
Atmospheric Pollution in Chinese Cities: Trends and Persistence 0 0 0 64 1 2 12 26
BLACK MARKET AND OFFICIAL EXCHANGE RATES:LONG-RUN EQUILIBRIUM AND SHORT-RUN DYNAMICS 0 0 0 97 3 5 11 430
BLACK MARKET AND OFFICIAL EXCHANGE RATES:LONG-RUN EQUILIBRIUM AND SHORT-RUN DYNAMICS 0 0 0 89 0 1 7 324
Bank Lending Procyclicality and Credit Quality during Financial Crises 0 0 0 94 4 8 31 210
Banking Consolidation in Nigeria 0 0 0 180 6 8 26 1,431
Banking Consolidation in Nigeria, 2000-2010 0 0 0 6 1 2 7 57
Bitcoin Fluctuations and the Frequency of Price Overreactions 0 0 0 23 3 4 14 85
Black Market and Official Exchange Rates: Long-Run Equilibrium and Short-Run Dynamics 0 0 0 272 3 5 21 1,281
Brexit and Uncertainty in Financial Markets 0 0 0 28 1 2 6 75
Brexit and Uncertainty in Financial Markets 0 0 1 55 5 10 22 207
Business Cycles, International Trade and Capital Flows: Evidence from Latin America 0 0 0 17 5 7 12 119
Business Cycles, International Trade and Capital Flows: Evidence from Latin America 0 0 1 142 3 5 17 588
Business Cycles, International Trade and Capital Flows: Evidence from Latin America 0 0 0 6 4 5 13 54
CO2 Emissions and GDP: Evidence from China 0 0 1 53 4 4 15 134
COINTEGRATION TESTS OF PPP:DO THEY ALSO EXHIBIT ERRATIC BEHAVIOUR? 0 0 0 37 2 3 12 171
Calendar Anomalies in the Ukrainian Stock Market 0 0 0 12 0 2 16 116
Calendar Anomalies in the Ukrainian Stock Market 0 0 0 31 7 12 23 95
Central Bank Policy Rates: Are They Cointegrated? 0 0 0 44 0 3 7 73
Central Bank Policy Rates: Are they Cointegrated? 0 0 0 40 2 5 15 61
Chebyshev polynomial approximation to approximate partial differential equations 0 0 0 66 2 5 12 314
Chebyshev polynomial approximation to approximate partial differential equations 0 0 0 9 1 2 9 59
Climate Change, Macroeconomic Factors and the Nigerian Indigenous Meat and Milk Industry: A Long-Memory Approach 13 13 13 13 7 8 8 8
Climate Physical Risk and Asian Stock Market Returns 0 0 0 15 2 3 11 34
Climate Policies, Energy Shocks and Spillovers Between Green and Brown Stock Price Indices 0 0 14 14 1 3 14 15
Climate Risk and Financial Stability: Some Panel Evidence for the European Banking Sector 0 0 9 9 5 7 36 36
Cointegration Tests of PPP: Do they also Exhibit Erratic Behaviour? 0 0 0 116 3 10 18 391
Competitive Devaluations in Commodity-Based Economies: Colombia and the Pacific Alliance Group 0 0 0 10 2 7 18 83
Competitive Devaluations in Commodity-Based Economies: Colombia and the Pacific Alliance Group 0 0 0 7 3 8 26 102
Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets 0 0 0 20 3 6 9 96
Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets 0 0 0 33 3 4 12 129
Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets 0 0 1 13 11 12 22 164
Contemporaneous and Lagged 𝑅2 Decomposed Connectedness: Evidence for Stock Market Indices, Thematic ETFs, Bitcoin, Brent Crude Oil and Geopolitical Risks 0 0 9 9 1 3 18 18
Cooperative Credit Banks and Economic Fluctuations: The Italian Case 0 0 1 8 0 1 12 23
Cross-Border Portfolio Flows and News Media Coverage 0 1 1 33 5 11 18 132
Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis 0 1 2 18 1 3 7 61
Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets 0 0 0 35 2 7 17 104
Cyber-Attacks, Cryptocurrencies, and Cyber Security 1 2 2 91 3 7 17 232
Cycles and Long-Range Behaviour in the European Stock Market 0 0 0 26 2 3 13 42
DETERMINANTS OF POLLUTION ABATEMENT AND CONTROL EXPENDITURE: EVIDENCE FROM ROMANIA 0 0 0 17 1 2 3 140
Determinants of Pollution Abatement and Control Expenditure in Romania: A Multilevel Analysis 0 0 0 29 6 8 17 193
Determinants of Pollution Abatement and Control Expenditure: Evidence from Romania 0 0 0 53 1 1 5 291
Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks 0 0 0 44 4 4 8 154
Dynamic Factor Models and Fractional Integration – With an Application to US Real Economic Activity 0 0 1 2 2 3 5 8
ETA TERRORISM:POLICE ACTION, POLITICAL MEASURES AND THE INFLUENCE OF VIOLENCE ON ECONOMIC ACTIVITY IN THE BASQUE COUNTRY 0 0 0 241 4 4 11 939
EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries? 0 0 0 43 2 2 11 142
EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries? 0 1 1 37 5 7 11 208
Earthquakes and Stock Market Performance: Evidence from Japan 0 0 9 10 6 9 53 56
Economic Policy Uncertainty: Persistence and Cross-Country Linkages 0 3 3 13 2 5 16 148
Efficiency evaluation of Greek equity funds 0 0 0 26 2 8 15 139
Employment Growth, Inflation and Output Growth: Was Phillips Right? Evidence from a Dynamic Panel 0 0 0 82 2 3 6 242
Employment Growth, Inflation and Output Growth: Was Phillips Right?: Evidence from a Dynamic Panel 0 0 0 75 4 6 15 352
Endogenous growth and Stock Market Development 0 2 7 363 6 9 30 965
Energy Consumption in the GCC Countries: Evidence on Persistence 0 0 0 10 2 2 11 71
Energy Transition and Climate Policy Uncertainty in the US: Green Versus Polluting Firms 0 0 4 4 2 4 29 29
Environmental Regulation and Competitiveness: Evidence from Romania 0 0 0 66 1 2 8 249
Environmental Regulation and Competitiveness: Evidence from Romania 0 0 0 55 0 4 16 279
Environmental Regulation and Competitiveness: Evidence from Romania 0 0 1 23 3 7 18 234
Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-In-Mean Analysis 0 0 0 33 3 5 18 79
Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-in-mean Analysis 0 0 0 19 7 7 28 96
Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models 0 0 0 33 0 1 3 99
Estimation of Conditional Asset Pricing Models with Integrated Variables in the Beta Specification 0 0 0 24 3 4 13 58
Europe Agreements and Trade Balance: Evidence form Four New EU Members 0 0 0 51 2 2 5 176
Europe Agreements and Trade Balance: Evidence from Four New EU Members 0 0 0 31 1 2 11 134
European SMEs and Resource Efficiency Measures: Firm Characteristics and Contextual Factors 0 0 0 12 3 11 19 27
Evaluating Greek Equity Funds Using Data Envelopment Analysis 0 0 0 71 3 3 9 284
Exchange Rate Dynamics and Monetary Unions in Africa: A Fractional Integration and Cointegration Analysis 0 0 0 29 0 2 7 53
Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB 0 0 0 18 2 2 10 125
Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB 0 0 1 36 4 6 18 148
Exchange Rate Parities and Taylor Rule Deviations 0 0 0 19 2 2 5 27
Exchange Rate Uncertainty and International Portfolio Flows 0 0 0 46 1 1 2 89
Exchange Rate Uncertainty and International Portfolio Flows 0 0 0 16 3 5 9 75
Exchange Rates and Macro News in Emerging Markets 0 0 1 44 1 2 17 136
Exchange Rates and Macro News in Emerging Markets 0 0 0 10 2 3 8 65
Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB 0 0 0 22 0 2 18 86
Expectations and Speculation in the Natural Gas Markets 0 0 1 6 0 2 21 32
Exponential Time Trends in a Fractional Integration Model 0 0 0 13 2 2 6 15
FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS 0 0 0 128 2 3 13 316
FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS 0 0 0 340 0 5 12 818
FRACTIONAL INTEGRATION AND IMPULSE RESPONSES: A BIVARIATE APPLICATION TO REAL OUTPUT IN THE US AND THE SCANDINAVIAN COUNTRIES 0 0 0 73 4 4 17 291
Financial Contagion: Evolutionary Optimisation of a Multinational Agent-Based Model 0 0 0 98 2 2 3 331
Financial Development and Economic Growth: Evidence from Ten New EU Members 0 0 0 116 0 1 11 172
Financial Development and Economic Growth: Evidence from Ten New EU Members 0 0 1 348 2 4 24 1,026
Financial Integration and Economic Growth in Europe 0 0 1 30 2 2 10 38
Financial Integration and European Tourism Stocks 0 0 0 22 2 3 6 19
Financial integration in the GCC region: market size versus national effects 0 0 0 10 2 2 7 41
Fiscal Adjustment and Business Cycle Synchronization 0 0 0 26 5 5 14 95
Fiscal Adjustments and Business Cycle Synchronization 0 0 0 15 3 3 5 78
Fiscal Shocks and Real Exchange Rate Dynamics: Some Evidence for Latin America 0 0 0 98 0 2 7 292
Fiscal Spillovers in the Euro Area 0 0 0 188 3 4 13 458
Fiscal Spillovers in the Euro Area 0 0 0 27 2 2 14 135
Fiscal Spillovers in the Euro Area 0 0 0 39 3 4 19 74
Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts 0 0 0 18 1 6 18 47
Foreign direct investment in the Asian economies 0 0 0 16 2 3 8 90
Fossil and Renewable Energy Stock Indices: Connectedness and the COP Meetings 0 0 0 8 1 1 7 19
Fractional Cointegration in US Term Spreads 0 0 0 43 5 5 12 113
Fractional Integration and Cointegration in US Financial Time Series Data 0 0 1 108 5 8 11 176
Fractional Integration and Cointegration in US Financial Time Series Data 0 0 0 29 2 3 9 121
Fractional Integration and Cointegration in US Financial Time Series Data 0 0 0 56 2 2 15 206
Fractional cointegration and real exchange rates 0 0 0 44 1 1 3 116
Fractional cointegration and tests of present value models 0 0 0 39 1 2 10 139
Fractional integration and data frequency 0 0 0 29 1 1 4 58
Functional Oil Price Expectations Shocks and Inflation 0 0 0 11 2 4 19 32
Functional Shocks to Inflation Expectations and Real Interest Rates and Their Macroeconomic Effects 0 0 0 34 0 3 12 39
Gasoline Price Expectations as a Transmission Channel for Gasoline Price Shocks 0 1 6 6 4 9 24 24
Geopolitical Risk and Cross-Border Portfolio Flows: Effects and Channels 0 0 7 16 4 10 43 55
Global Food Prices and Inflation 0 3 7 22 4 11 41 61
Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets 0 0 0 9 3 4 12 53
Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets 0 0 0 14 0 5 14 63
Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-Mean Analysis 0 0 1 84 1 3 10 291
Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-mean Analysis 0 0 0 89 0 2 9 325
Gold and Oil Prices: Abnormal Returns, Momentum and Contrarian Effects 1 1 1 17 4 12 51 84
Gold and Silver as Safe Havens: A Fractional Integration and Cointegration Analysis 0 0 0 3 9 29 38 42
High and low prices and the range in the European stock markets: a long-memory approach 0 0 0 21 1 2 9 56
How Has the Global Financial Crisis Affected Syndicated Loan Terms in Emerging Markets? Evidence from China 0 0 0 45 5 9 20 110
How Has the Global Financial Crisis Affected Syndicated Loan Terms in Emerging Markets? Evidence from China 0 0 0 30 2 2 12 213
INTERNATIONAL FINANCIAL INTEGRATION AND REAL EXCHANGE RATE LONG-RUN DYNAMICS IN EMERGING COUNTRIES 0 0 0 49 2 3 9 177
Identification of Segments of European Banks with a Latent Class Frontier Model 0 0 0 33 2 2 13 170
Income and Happiness across Europe: Do Reference Values Matter? 0 0 0 289 1 4 16 1,004
Inflation Persistence in Europe: The Effects of the Covid-19 Pandemic and of the Russia-Ukraine War 0 0 1 40 4 5 13 50
Inflation Persistence in the SCO Countries: A Fractional Integration Approach 8 8 8 8 3 3 3 3
Inflation and Inflation Uncertainty in the Euro Area 0 0 0 63 2 4 15 227
Inflation and Inflation Uncertainty in the Euro Area 0 0 0 37 0 1 22 92
Inflation and Inflation Uncertainty in the Euro Area 0 0 1 90 3 3 16 296
Inflation and inflation uncertainty in the euro area 0 0 0 108 4 5 13 283
Inflation in the G7 Countries: Persistence and Structural Breaks 0 0 0 30 3 6 39 107
Interest rate dynamics in Kenya 0 0 0 8 2 2 9 38
International Capital Markets Structure, Preferences and Puzzles: The US-China Case 0 0 0 37 1 7 12 224
International Capital Markets Structure, Preferences and Puzzles: The US-China Case 0 0 0 10 2 3 4 77
International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence 0 0 0 49 1 1 7 215
International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence 0 0 0 18 1 3 10 220
International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence 0 0 0 39 4 5 19 144
International Financial Integration, Economic Growth and Threshold Effects: Some Panel Evidence for Europe 0 0 0 6 0 1 13 15
International Portfolio Flows and Exchange Rate Volatility for Emerging Markets 0 0 0 31 2 3 15 126
International Portfolio Flows and Exchange Rate Volatility for Emerging Markets 0 0 2 47 5 8 22 108
Intraday Anomalies and Market Efficiency: A Trading Robot Analysis 0 0 1 22 0 13 32 126
Intraday Anomalies and Market Efficiency: A Trading Robot Analysis 0 0 1 31 6 9 23 205
Investors' Trading Behaviour and Stock Market Volatility during Crisis Periods: A Dual Long-Memory Model for the Korean Stock Exchange 0 0 3 30 6 17 41 123
Is Market Fear Persistent? A Long-Memory Analysis 0 0 0 7 3 10 32 82
Is Market Fear Persistent? A Long-Memory Analysis 0 0 0 10 7 18 120 172
Islamic Banking, Credit and Economic Growth: Some Empirical Evidence 0 0 0 60 5 7 16 120
Islamic Banking, Credit and Economic Growth: Some Empirical Evidence 0 0 0 31 4 6 12 196
LONG MEMORY AT THE LONG RUN AND AT THE CYCLICAL FREQUENCIES: MODELLING REAL WAGES IN ENGLAND, 1260 -1994 0 0 0 19 2 3 9 136
LONG MEMORY AT THE LONG RUN AND AT THE CYCLICAL FREQUENCIES: MODELLING REAL WAGES IN ENGLAND, 1260 -1994 0 0 0 61 4 4 9 169
LONG MEMORY AT THE LONG-RUN AND THE SEASONAL MONTHLY FREQUENCIES IN THE US MONEY STOCK 0 0 0 51 2 2 8 150
LONG RUN AND CYCLICAL DYNAMICS IN THE US STOCK MARKET 0 0 0 71 4 5 15 205
Linkages between the US and European Stock Markets: A Fractional Cointegration Approach 0 0 0 8 2 3 17 81
Linkages between the US and European Stock Markets: A Fractional Cointegration Approach 0 0 0 22 2 2 9 93
Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach 0 1 1 52 2 3 9 223
Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach 0 0 0 118 5 7 15 337
Loan Loss Provision: Some Empirical Evidence for Italian Banks 0 0 0 54 3 4 14 228
Loan Loss Provision: Some Empirical Evidence for Italian Banks 0 0 1 64 2 4 14 244
Local Banking and Local Economic Growth in Italy: Some Panel Evidence 0 0 1 110 0 2 14 242
Local Banking and Prosperity: Some Empirical Evidence for Italy 0 0 3 3 1 3 12 12
Long Memory and Data Frequency in Financial Markets 0 0 0 35 5 8 18 89
Long Memory and Data Frequency in Financial Markets 0 0 0 45 2 5 12 87
Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate 0 0 0 39 3 3 14 138
Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate 0 0 0 20 1 3 11 80
Long Memory and Fractional Integration in High Frequency Financial Time Series 0 0 0 87 0 2 9 207
Long Memory and Fractional Integration in High-Frequency British Pound / Dollar Spot Exchange Rates 0 0 0 11 0 2 13 68
Long Memory and Volatility Dynamics in the US Dollar Exchange Rate 0 0 0 70 0 1 15 158
Long Memory and Volatility Dynamics in the US Dollar Exchange Rate 0 0 0 6 0 3 5 54
Long Memory at the Long Run and at the Cyclical Frequencies:Modelling Real Wages in England: 1260-1994 0 0 0 16 2 3 8 128
Long Memory in German Energy Price Indices 0 0 0 11 1 2 8 76
Long Memory in German Energy Price Indices 0 0 0 48 0 2 7 136
Long Memory in Kenyan Commodity Prices 0 0 0 0 1 2 2 2
Long Memory in UK Real GDP, 1851-2013: An ARFIMA-FIGARCH Analysis 0 0 0 78 3 4 11 118
Long Memory in US Real Output per Capita 0 0 0 38 0 4 22 292
Long Memory in US Real Output per Capita 0 0 0 29 0 1 55 228
Long Memory in the Ukrainian Stock Market 0 0 0 51 2 4 12 115
Long Run and Cyclical Dynamics in the US Stock Market 0 0 0 44 4 6 16 232
Long memory in Angolan macroeconomic series: mean reversion versus explosive behaviour 0 0 0 4 1 1 7 38
Long memory in the ukrainian stock market and financial crises 0 0 0 22 4 6 9 75
Long-Run Linkages and Parameter Instability in the Gold–Silver Relationship, 2010–2025 8 8 8 8 6 7 7 7
Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis 0 0 1 44 0 1 13 35
Long-Run Trends and Cycles in US House Prices 0 0 0 3 3 6 11 18
Long-Term Price Overreactions: Are Markets Inefficient? 0 0 0 38 3 7 23 124
Long-run and Cyclical Dynamics in the US Stock Market 0 0 0 38 3 4 15 325
Long-run and Cyclical Dynamics in the US Stock Market 0 0 0 73 3 4 12 342
MEASURING HALF-LIVES USING A NON-PARAMETRIC BOOTSTRAP APPROACH 0 0 0 59 2 4 11 187
MEASURING HALF-LIVES USING A NON-PARAMETRIC BOOTSTRAP APPROACH 0 0 0 60 1 3 7 248
MODELLING STOCHASTIC VOLATILITY IN ASSET RETURNS USING FRACTIONALLY INTEGRATED SEMIPARAMETRIC TECHNIQUES 0 0 0 79 2 2 8 226
MODELLING STRUCTURAL BREAKS IN THE US, UK AND JAPANESE UNEMPLOYMENT RATES 0 0 0 79 8 9 13 320
Macro News and Bond Yield Spreads in the Euro Area 0 0 1 25 4 7 15 113
Macro News and Bond Yield Spreads in the Euro Area 0 1 1 42 4 7 14 104
Macro News and Commodity Returns 0 0 0 15 2 4 13 81
Macro News and Commodity Returns 0 0 2 27 3 4 16 86
Macro News and Exchange Rates in the BRICS 0 0 0 26 4 5 10 106
Macro News and Exchange Rates in the BRICS 0 0 0 15 2 2 6 76
Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis 0 0 0 25 1 4 8 87
Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Means Analysis 0 0 1 17 1 3 13 80
Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility 0 0 0 36 1 8 31 118
Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better? 0 0 0 33 4 5 9 87
Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better? 0 0 0 23 1 1 4 81
Measuring Persistence of the World Population: A Fractional Integration Approach 0 0 0 28 2 2 7 21
Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach 0 0 0 12 3 12 29 56
Modelling Long Run Trends and Cycles in Financial Time Series Data 0 0 0 27 2 2 8 135
Modelling Long-Run Trends and Cycles in Financial Time Series Data 0 0 1 208 1 3 20 763
Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields 0 0 1 14 5 5 13 33
Modelling Profitability of Private Equity: A Fractional Integration Approach 0 0 0 17 1 4 9 33
Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates 0 0 0 104 1 2 14 386
Modelling Volatility of Cryptocurrencies Using Markov-Switching Garch Models 0 1 4 107 7 20 37 322
Modelling the US, the UK and Japanese unemployment rates. Fractional integrationand structural breaks 0 0 0 36 5 9 12 121
Momentum Effects in the Cryptocurrency Market After One-Day Abnormal Returns 1 2 5 90 11 26 71 430
Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule? 0 0 1 118 2 5 16 282
Monetary Policy Rules in Emerging Countries: Is there an Augmented Nonlinear Taylor Rule? 0 0 0 28 2 3 16 210
Monetary Policy and the Exchange Rate During the Asian Crisis Identification Through Heteroscedasticity 0 0 0 485 2 6 14 1,577
Monetary Policy and the Exchange Rate During the Asian Crisis: Identification Through Heteroscedasticity 0 0 2 123 1 3 14 406
Multi-Factor Gegenbauer Processes and European Inflation Rates 0 0 0 15 4 5 11 135
Multi-Factor Gegenbauer Processes and European Inflation Rates 0 0 0 23 1 3 12 135
NELSON AND PLOSSER REVISITED: EVIDENCE FROM FRACTIONAL ARIMA MODELS 0 0 0 118 0 1 6 343
NELSON AND PLOSSER REVISITED: EVIDENCE FROM FRACTIONAL ARIMA MODELS 0 0 0 220 3 3 6 670
NON-LINEARITIES AND FRACTIONAL INTEGRATION IN THE US UNEMPLOYMENT RATE 0 0 0 82 4 6 15 278
NON-LINEARITIES AND FRACTIONAL INTEGRATION IN THE US UNEMPLOYMENT RATE 0 0 0 113 3 3 14 283
NON-LINEARITIES AND FRACTIONAL INTEGRATION IN THE US UNEMPLOYMENT RATE 0 0 0 59 3 3 8 295
Nominal and Real Wages in the UK, 1750 - 2015: Mean Reversion, Persistence and Structural Breaks 0 0 0 30 1 1 10 27
Non-Linearities and Fractional Integration in the US Unemployment Rate 0 0 0 4 2 5 18 47
Non-Linearities and Persistence in US Long-Run Interest Rates 0 0 0 17 0 1 8 31
Non-Linearities, Cyber Attacks and Cryptocurrencies 0 0 0 38 2 2 10 105
Non-linearities and fractional integration in the US unemployment rate 0 0 0 27 2 3 10 176
Nonlinearities and Asymmetric Adjustment to PPP in an Exchange Rate Model with Inflation Expectations 0 0 0 22 2 3 9 50
Nonlinearities and fractional integration in the US unemployment rate 0 0 0 36 0 1 5 149
Nonlinearities in the Exchange Rate Pass-Through: The Role of Inflation Expectations 0 0 0 28 6 11 23 44
ON THE TRADE BALANCE EFFECTS OF FREE TRADE AGREEMENTS BETWEEN THE EU-15 AND THE CEEC-4 COUNTRIES 0 0 0 89 5 7 10 266
Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach 0 0 0 52 2 4 8 137
Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach 0 0 0 32 0 1 7 115
Oil Prices, Exchange Rates and Sectoral Stock Returns in the BRICS-T Countries: A Time-Varying Approach 0 0 0 7 1 4 12 30
On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries 0 0 0 142 2 6 18 452
On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries 0 0 0 0 0 4 22 70
On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries 0 0 0 209 1 3 12 964
On the Frequency of Price Overreactions 0 0 0 8 1 6 19 55
On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010 0 0 0 34 2 3 7 184
On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010 0 0 0 30 1 1 8 133
On the Persistence of UK Inflation: A Long-Range Dependence Approach 0 0 0 47 1 3 10 76
On the Persistence of UK Inflation: A Long-Range Dependence Approach 0 0 0 72 4 5 11 135
On the Trade Balance Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries 0 0 0 0 2 3 8 32
On the Trade Balance Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries 0 0 0 0 4 4 5 36
On the preferences of CoCo bond buyers and sellers 0 0 0 26 3 6 13 152
PANEL DATA TESTS OF PPP: A CRITICAL OVERVIEW 0 0 0 152 2 2 10 295
PANEL DATA TESTS OF PPP: A CRITICAL OVERVIEW 0 0 0 80 0 1 7 272
POLLUTION ABATEMENT AND CONTROL EXPENDITURE IN ROMANIA: A MULTILEVEL ANALYSIS 0 0 0 37 0 2 10 175
Panel Data Tests of PPP. A Critical Overview 0 0 0 356 2 4 8 1,097
Parameter Instability and Forecasting Performance. A Monte Carlo Study 0 0 0 65 2 3 11 313
Particulate Matter 10 (PM10): Persistence and Trends in Eight European Capitals 0 0 0 15 1 1 7 42
Persistence and Cycles in US Hours Worked 0 0 0 10 1 2 6 74
Persistence and Cycles in US Hours Worked 0 0 0 21 4 5 8 75
Persistence and Cycles in the US Federal Funds Rate 0 0 0 15 0 0 8 91
Persistence and Cycles in the US Federal Funds Rate 0 0 0 48 3 3 12 69
Persistence and Cyclical Dependence in the Monthly Euribor Rate 0 0 0 21 3 3 8 109
Persistence and Cyclical Dependence in the Monthly Euribor Rate 0 0 0 18 1 4 8 139
Persistence and Long Memory in Monetary Policy Spreads 0 1 1 26 2 3 7 39
Persistence and Nonlinearities in the US Federal Funds Rate 0 0 7 7 11 13 27 27
Persistence and Seasonality in the US Industrial Production Index 0 1 3 4 3 5 15 17
Persistence in ESG and Conventional Stock Market Indices 0 0 0 18 3 3 13 48
Persistence in High Frequency Financial Data 0 0 1 14 1 4 11 29
Persistence in Real GDP: Evidence from Europe and the US 0 0 21 22 5 9 26 28
Persistence in Stock Returns: Robotics and AI ETFs Versus Other Assets 0 0 10 10 3 5 19 19
Persistence in Tax Revenues: Evidence from Some OECD Countries 0 0 0 20 3 5 10 26
Persistence in UK Historical Data on Life Expectancy 0 0 0 28 2 2 13 31
Persistence in Youth Unemployment 0 0 0 83 1 1 13 176
Persistence in Youth Unemployment 0 0 0 38 0 1 5 125
Persistence in the Cryptocurrency Market 0 0 1 53 4 9 37 279
Persistence in the Cryptocurrency Market 0 0 2 44 4 5 16 184
Persistence in the Market Risk Premium: Evidence across Countries 0 0 0 26 0 0 7 58
Persistence in the Mint Stock Markets: Evidence from a Fractional Integration Model 0 4 4 4 2 10 10 10
Persistence in the Passion Investment Market 0 0 0 4 2 3 14 25
Persistence in the Private Debt-to-GDP Ratio: Evidence from 43 OECD Countries 0 0 0 7 2 3 13 30
Persistence in the Realized Betas: Some Evidence for the Spanish Stock Market 0 0 0 29 4 4 17 70
Persistence in the Russian Stock Market Volatility Indices 0 0 0 28 2 4 9 64
Persistence of the Sovereign Debt Components and Debt Sustainability: Some Evidence for the US and Europe 0 0 0 3 6 8 15 25
Persistence, non-linearities and structural breaks in European stock market indices 0 0 0 24 0 0 9 52
Polar Amplification: A Fractional Integration Analysis 0 0 0 5 0 2 7 20
Political Tension and Stock Markets in the Arabian Peninsula 0 0 0 15 1 1 12 59
Pollution Abatement and Control Expenditure in Romania: A Multilevel Analysis 0 0 0 32 1 2 9 195
Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System 0 0 0 20 3 4 17 175
Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System 0 1 1 27 0 3 16 182
Price Formation on the EuroMTS Platform 0 0 0 17 3 3 10 137
Price Formation on the EuroMTS Platform 0 0 0 24 3 6 12 135
Price Overreactions in the Cryptocurrency Market 0 0 0 42 1 1 8 155
Price Overreactions in the Cryptocurrency Market 0 1 4 74 6 15 33 391
Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence 0 0 0 30 0 3 10 69
Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market 0 0 0 67 6 7 13 314
Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market 0 1 1 13 3 7 11 120
Rating Assignments: Lessons from International Banks 0 0 0 72 3 5 14 243
Rating Assignments: Lessons from International Banks 0 0 0 54 2 7 13 415
Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal 0 0 0 27 3 5 11 106
Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal 0 1 1 27 3 5 9 137
Remittances in Latin America: Trends and Persistence 0 0 3 15 0 0 14 34
Robustness of the CUSUM and CUSUM-of-Squares Tests to Serial Correlation, Endogeneity and Lack of Structural Invariance. Some Monte Carlo Evidence 0 0 0 634 5 10 38 2,815
Selectivity, Market Timing and the Morningstar Star-Rating System 0 0 0 68 2 2 7 322
Selectivity, Market Timing and the Morningstar Star-Rating System 0 0 0 51 6 7 19 327
Seven Pitfalls of Technical Analysis 0 0 2 49 5 7 16 56
Shadow Rates as a Measure of the Monetary Policy Stance: Some International Evidence 0 0 2 23 5 8 18 41
Shipping Cost Uncertainty, Endogenous Regime Switching and the Global Drivers of Inflation 0 0 0 6 4 6 15 27
Short-Term Price Overreaction: Identification, Testing, Exploitation 0 0 0 25 3 4 13 116
Short-Term Price Overreactions: Identification, Testing, Exploitation 0 0 0 18 2 2 5 73
Small and Medium Sized European Firms and Energy Efficiency Measures: A Probit Analysis 1 1 2 64 1 2 10 27
Sources of Real Exchange Rate Volatility and International Financial Integration: A Dynamic GMM Panel Approach 0 0 0 82 1 5 21 383
Spillovers between Food and Energy Prices and Structural Breaks 0 0 0 14 1 2 10 73
Spillovers between Food and Energy Prices and Structural Breaks 0 0 0 12 1 2 9 72
Spillovers between food and energy prices and structural breaks 0 0 0 31 2 4 13 100
Stock Market Integration between three CEECs, Russia and the UK 0 0 0 69 2 4 7 273
Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests 0 0 0 8 4 6 11 48
Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests 0 0 0 19 5 6 14 244
Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approach 0 0 1 66 0 0 10 188
Style consistency and mutual fund returns: the case of Russia 0 0 0 23 2 3 16 72
TESTING FOR CONTAGION: A CONDITIONAL CORRELATION ANALYSIS 0 0 0 707 0 0 10 2,002
TESTING FOR DETERMINISTIC AND STOCHASTIC CYCLES IN MACROECONOMIC TIME SERIES 0 0 0 131 4 4 9 225
TESTING FOR FINANCIAL CONTAGION BETWEEN DEVELOPED AND EMERGING MARKETS DURING THE 1997 EAST ASIAN CRISIS 0 0 0 207 1 4 9 464
TESTING FOR UNIT AND FRACTIONAL ORDERS OF INTEGRATION IN THE TREND AND SEASONAL COMPONENTS OF US MONETARY AGGREGATES 0 0 1 26 7 7 16 134
TESTING OF NONSTATIONARITIES IN THE UNIT CIRCLE,LONG MEMORY PROCESSES AND DAY OF THE WEEK EFFECTS IN FINANCIAL DATA 0 0 0 144 2 3 9 657
TESTING OF NONSTATIONARITIES IN THE UNIT CIRCLE,LONG MEMORY PROCESSES AND DAY OF THE WEEK EFFECTS IN FINANCIAL DATA 0 0 0 17 1 2 8 153
THE ASYMMETRIC EFFECTS OF A COMMON MONETARY POLICY IN EUROPE 0 0 2 188 3 4 14 490
THE BDS TEST AS A TEST FOR THE ADEQUACY OF A GARCH(1,1) SPECIFICATION: A MONTE CARLO STUDY 0 0 0 40 2 5 12 238
THE BDS TEST AS A TEST FOR THE ADEQUACY OF A GARCH(1,1) SPECIFICATION: A MONTE CARLO STUDY 0 0 0 113 2 3 9 332
THE EURO AND INFLATION UNCERTAINTY IN THE EUROPEAN MONETARY UNION 0 0 0 92 2 4 7 319
THE STOCHASTIC UNIT ROOT MODEL AND FRACTIONAL INTEGRATION: AN EXTENSION TO THE SEASONAL CASE 0 0 0 94 1 1 3 306
THE STOCHASTIC UNIT ROOT MODEL AND FRACTIONAL INTEGRATION: AN EXTENSION TO THE SEASONAL CASE 0 0 0 141 6 8 14 365
TRADE INTENSITY AND OUTPUT SYNCHRONISATION: ON THE ENDOGENEITY PROPERTIES OF EMU 0 0 0 21 3 3 17 71
TRADE SPECIALISATION AND ECONOMIC CONVERGENCE: EVIDENCE FROM TWO EASTERN EUROPEAN COUNTRIES 0 0 0 33 2 3 7 185
Tail Connectedness Between Robotics and AI ETFs and Traditional Us Assets Under Different Market Conditions: A Quantile Var Approach 0 0 4 4 3 4 21 21
Testing Stock Market Convergence: A Non-linear Factor Approach 0 0 0 8 0 0 5 68
Testing Unemployment Theories: A Multivariate Long Memory Approach 0 0 0 50 0 4 14 103
Testing Unemployment Theories: A Multivariate Long Memory Approach 0 0 0 32 2 2 7 91
Testing for Convergence in Stock Markets: A Non-Linear Factor Approach 0 0 0 71 1 4 9 284
Testing for Convergence in Stock Markets: A Non-linear Factor Approach 0 0 0 35 6 9 16 102
Testing for Financial Contagion between Developed and Emerging Markets during the 1997 East Asian Crisis 0 0 0 25 0 0 11 113
Testing for Persistence in German Green and Brown Stock Market Indices 0 0 0 5 3 3 7 12
Testing for Persistence in Real House Prices in 47 Countries from the OECD Database 0 1 2 5 0 2 9 19
Testing for UIP: Nonlinearities, Monetary Announcements and Interest Rate Expectations 0 1 1 36 1 2 9 35
Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques 0 0 0 11 3 4 14 39
Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques 0 0 0 23 0 4 14 48
Testing the Marshall-Lerner Condition in Kenya 0 0 1 108 2 4 10 355
Testing the Marshall-Lerner condition in Kenya 0 0 0 9 8 10 15 80
The Asymmetric Impact of Economic Policy and Oil Price Uncertainty on Inflation: Evidence from Developed and Emerging Economies 0 0 2 25 3 13 31 54
The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification. A Monte Carlo Study 0 1 3 354 8 14 43 1,603
The Bank Lending Channel in a Dual Banking System: Evidence from Malaysia 0 0 0 56 2 5 18 126
The Bank Lending Channel in a Dual Banking System: Evidence from Malaysia 0 0 1 55 3 5 18 205
The Banking System in Bulgaria 0 0 0 0 5 5 9 41
The COVID-19 Shock and Spanish Hotel Activity 0 0 3 3 3 5 19 19
The Covid-19 Pandemic and European Trade Flows: Evidence from a Dynamic Panel Model 0 0 0 19 0 1 13 39
The Covid-19 Pandemic and European Trade Patterns: A Sectoral Analysis 0 0 0 12 0 2 6 15
The Covid-19 Pandemic and the Degree of Persistence of US Stock Prices and Bond Yields 0 0 0 21 2 2 12 58
The Covid-19 Pandemic, Policy Responses and Stock Markets in the G20 0 0 0 23 2 6 17 59
The Day of the Week Effect in the Crypto Currency Market 0 0 1 169 23 91 198 1,125
The Day of the Week Effect in the Crypto Currency Market 0 0 1 42 8 27 45 177
The Direct and Indirect Effects of Financial Development on International Trade: Evidence from the CEEC-6 0 0 0 21 5 7 15 78
The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks 0 1 1 16 1 3 10 161
The EMBI in Latin America: Fractional Integration, Non-linearities and Breaks 0 0 0 35 1 4 29 123
The Effects of Physical and Transition Climate Risk on Stock Markets: Some Multi-Country Evidence 0 0 2 7 0 1 24 34
The Effects of the Covid-19 Pandemic on Stock Markets, CDS and Economic Activity: Time-Varying Evidence from the US and Europe 0 0 1 21 3 6 16 51
The Euro Changeover and Price Adjustments in Italy 0 0 1 38 3 4 10 102
The Euro Changeover and Price Adjustments in Italy 0 0 0 17 1 3 8 101
The Euro and Inflation Uncertainty in the European Monetary Union 0 0 0 21 2 3 10 140
The Euro and Inflation Uncertainty in the European Monetary Union 0 0 0 133 0 0 5 441
The Frequency of One-Day Abnormal Returns and Price Fluctuations in the FOREX 0 0 0 20 1 6 15 64
The Impact of Business and Political News on the GCC Stock Markets 0 0 0 46 3 5 15 110
The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic 0 0 0 18 2 5 15 68
The Impact of the Covid-19 Pandemic on Persistence in the European Stock Markets 0 0 0 25 2 2 4 34
The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model 0 0 0 37 2 4 6 101
The Performance of Banks in the MENA Region During the Global Financial Crisis 0 0 0 7 1 3 12 70
The Performance of Banks in the MENA Region during the Global Financial Crisis 0 0 0 53 4 5 13 145
The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis 0 0 0 29 2 2 8 181
The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis 0 1 1 18 4 5 15 115
The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis 0 0 0 19 2 3 10 92
The Relationship between Prices and Output in the UK and the US 0 0 0 18 0 3 8 48
The Short-Run and Long-Run Effects of Trade Openness on Financial Development: Some Panel Evidence for Europe 0 0 0 12 1 3 9 36
The Weekend Effect: A Trading Robot and Fractional Integration Analysis 0 1 1 33 3 6 15 164
The Weekend Effect: A Trading Robot and Fractional Integration Analysis 0 0 0 32 4 7 19 106
The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market? 0 0 0 21 3 5 12 118
The Weekly Structure of US Stock Prices 0 0 0 7 2 2 8 62
The Weekly Structure of US Stock Prices 0 0 0 34 4 4 14 66
Time-Varying Parameters in Monetary Policy Rules: A GMM Approach 0 0 1 33 2 6 21 44
Time-Varying Spot and Futures Oil Price Dynamics 0 0 0 50 1 5 10 214
Time-Varying Spot and Futures Oil Price Dynamics 0 0 1 68 5 10 29 256
Time-varying spot and futures oil price dynamics 0 0 0 64 1 2 21 177
Total Solar Irradiance: Evidence from a Long-Memory Model 0 0 0 0 4 5 5 5
Tourism Persistence in the Southeastern European Countries: The Impact of Covid-19 0 0 0 20 1 3 8 23
Trade Flows and Trade Specialisation: The Case of China 0 0 0 58 5 7 15 194
Trade Flows and Trade Specialisation: The Case of China 0 0 0 32 0 1 8 174
Trade Flows, Private Credit and the Covid-19-Pandemic: Panel Evidence from 35 OECD Countries 0 0 0 21 3 4 14 37
Trade Intensity and Output Synchronisation: On the Endogeneity Properties of EMU 0 0 0 40 2 5 11 100
Trade Intensity and Output Synchronisation: On the Endogeneity Properties of EMU 0 0 0 18 2 3 15 85
Trade Specialisation and Economic Convergence: Evidence from Two Eastern European Countries 0 0 1 147 1 1 9 405
Trade Specialisation and Economic Convergence: Evidence from two Eastern European Countries 0 0 0 39 0 1 8 146
Trade flows and trade specialisation: the case of China 0 0 0 37 2 4 11 78
Travel Shocks to the Chinese Economy: A Fractional Integration Approach 0 0 7 7 2 5 19 19
Trends and Cycles in Macro Series: The Case of US Real GDP 0 0 0 62 1 3 15 98
Trends and Cycles in Macro Series: The Case of US Real GDP 0 0 0 41 7 11 18 71
Trends and Persistence in the Greenland Ice Sheet Mass 0 0 0 2 1 1 3 9
Trends and Persistence in the Number of Hot Days: Some Multi-Country Evidence 0 0 11 11 2 3 16 16
Trends in the Sea Ice and Snow Cover Extent: A Fractional Integration Analysis 0 1 1 7 2 3 10 16
Trump Tariffs and Persistence in Crude Oil Prices: A Long-Memory Approach 4 4 4 4 7 7 7 7
US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis 0 0 0 49 1 1 4 239
US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis 0 0 0 53 1 1 6 401
US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis 0 0 0 4 0 2 8 56
US House Prices by Census Division: Persistence, Trends and Structural Breaks 0 0 0 8 2 3 11 38
US Municipal Green Bonds and Financial Integration 0 0 0 53 1 2 8 25
US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach 0 0 0 101 5 6 10 33
US Sea Level Data: Time Trends and Persistence 0 0 0 17 1 1 7 42
Unemployment Persistence in Europe: Evidence from the 27 EU Countries 0 0 0 30 0 2 9 45
Unemployment and input prices: A fractional cointegration approach 0 0 0 24 1 1 10 145
Using Chebyshev Polynomials to Approximate Partial Differential Equations 0 0 0 214 1 4 15 887
VALUING AMERICAN PUT OPTIONS USING CHEBYSHEV POLYNOMIAL APPROXIMATION 0 0 0 159 11 12 20 429
VALUING AMERICAN PUT OPTIONS USING CHEBYSHEV POLYNOMIAL APPROXIMATION 0 0 0 213 0 2 7 713
Volatility Spillovers and Contagion from Mature to Emerging Stock Markets 1 1 1 106 2 2 6 322
Volatility Spillovers and Contagion from Mature to Emerging Stock Markets 0 0 0 146 2 5 12 364
Volatility Spillovers and Contagion from Mature to Emerging Stock Markets 0 0 0 100 3 6 15 512
Volatility forecasts for the RTS stock index: option-implied volatility versus alternative methods 0 1 1 31 0 3 8 76
Volatility spillovers and contagion from mature and emerging stock markets 0 0 0 5 2 3 8 42
Volatility spillovers and contagion from mature to emerging stock markets 0 1 3 128 6 10 22 633
Witching Days and Abnormal Profits in the US Stock Market 0 0 0 18 1 3 8 24
Youth Unemployment in Europe: Persistence and Macroeconomic Determinants 1 3 3 180 5 10 17 414
Total Working Papers 39 87 346 22,164 1,074 2,015 6,190 78,581
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Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Long-Memory Model for Multiple Cycles with an Application to the US Stock Market 0 0 0 0 2 6 13 16
A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates 0 0 0 71 1 1 7 276
ARE THE BALTIC COUNTRIES READY TO ADOPT THE EURO? A GENERALIZED PURCHASING POWER PARITY APPROACH 0 0 0 14 2 4 7 67
Abnormal returns and stock price movements: some evidence from developed and emerging markets 0 0 0 0 2 4 10 10
Aggregate insider trading and stock market volatility in the UK 0 0 0 3 2 6 12 29
Analysing the determinants of insolvency risk for general insurance firms in the UK 0 2 2 21 4 11 26 145
Analysing the relationship between CO2 emissions and GDP in China: a fractional integration and cointegration approach 0 0 0 2 0 3 15 30
Are PPP tests erratically behaved? Some panel evidence 0 0 0 14 0 0 6 42
Asset prices and output growth volatility: the effects of financial crises 0 0 2 92 2 5 12 240
Asymmetries, uncertainty and inflation: evidence from developed and emerging economies 0 0 3 4 1 8 25 36
BASQUE TERRORISM: POLICE ACTION, POLITICAL MEASURES AND THE INFLUENCE OF VIOLENCE ON THE STOCK MARKET IN THE BASQUE COUNTRY 0 0 1 34 4 5 13 156
Bank lending procyclicality and credit quality during financial crises 0 0 1 34 1 2 14 150
Bitcoin fluctuations and the frequency of price overreactions 0 0 0 10 0 4 15 83
Black Market and Official Exchange Rates: Long‐run Equilibrium and Short‐run Dynamics 0 0 0 51 2 3 8 223
Bond Markets and Macroeconomic Performance 0 0 0 53 0 2 7 197
Brexit and Uncertainty in Financial Markets 0 0 0 27 3 4 11 111
Business cycles, international trade and capital flows: evidence from Latin America 0 0 2 19 2 3 11 78
Calendar anomalies in the Russian stock market 0 0 0 17 5 10 15 86
Can the Consumption–Wealth Ratio Predict Housing Returns? Evidence from OECD Countries 0 0 0 7 1 2 5 27
Causality Links between Consumer and Producer Prices: Some Empirical Evidence 0 0 4 26 0 5 14 44
Central bank policy rates: Are they cointegrated? 0 0 0 1 0 2 8 37
Central bank policy rates: Are they cointegrated? 0 0 0 2 2 2 4 40
Climate policies, energy shocks and spillovers between green and brown stock price indices 0 0 0 0 3 3 3 3
Cointegration and predictability of asset prices1 0 0 1 47 2 3 10 128
Cointegration tests of PPP: do they also exhibit erratic behaviour? 0 0 0 20 2 2 10 81
Common features and output fluctuations in the United Kingdom 0 0 0 5 5 5 17 77
Common stochastic trends and inflation convergence in the EMS 0 0 0 17 0 1 7 76
Competitive devaluations in commodity†based economies: Colombia and the Pacific Alliance Group 0 0 0 3 0 0 3 17
Conditional Leptokurtosis and Non-Linear Dependence in Exchange Rate Returns 0 0 0 14 0 1 4 66
Connectedness between fossil and renewable energy stock indices: The impact of the COP policies 0 0 1 4 1 2 10 22
Consumption, wealth, stock and housing returns: Evidence from emerging markets 0 0 2 13 2 4 16 106
Cooperative credit banks and economic fluctuations: the Italian case 0 0 0 0 1 1 1 1
Coordination and price shocks: an empirical analysis 0 0 0 19 1 3 8 84
Cross-border portfolio flows and news media coverage 0 0 2 4 2 3 12 32
Cyber-attacks, spillovers and contagion in the cryptocurrency markets 0 1 1 8 5 7 13 53
Daily abnormal price changes and trading strategies in the FOREX 0 1 5 18 2 13 26 87
Does Inflation Targeting Affect the Trade–off Between Output Gap and Inflation Variability? 0 0 0 6 0 1 7 30
Domestic and external factors in interest rate determination 0 0 0 40 4 10 23 204
Dynamic Factor Models and Fractional Integration—With an Application to US Real Economic Activity 0 0 1 1 2 2 8 15
EU Banks Rating Assignments: Is There Heterogeneity between New and Old Member Countries? 0 0 0 0 4 4 9 62
Economic policy uncertainty: Persistence and cross-country linkages 0 0 0 7 4 5 28 81
Efficiency evaluation of Greek equity funds 0 0 0 17 2 4 13 109
Efficient Estimation Of Cointegrating Vectors and Testing for Causality in Vector Autoregressions 0 0 0 113 2 2 8 266
Endogenous Growth Models and Stock Market Development: Evidence from Four Countries 0 0 0 142 2 3 12 379
Environmental Regulation and Competitiveness: Evidence from Romania 0 0 1 37 1 5 23 234
Equity fund flows and stock market returns in the USA before and after the global financial crisis: a VAR-GARCH-in-mean analysis 0 0 0 8 4 4 9 38
Estimating Income and Price Elasticities of Trade in a Cointegration Framework 0 0 0 0 2 3 10 480
Estimating persistence in the volatility of asset returns with signal plus noise models 0 0 0 0 6 6 10 58
Estimation of conditional asset pricing models with integrated variables in the beta specification 0 0 0 4 3 5 11 36
Estimator Choice and Fisher's Paradox: A Monte Carlo Study 0 0 0 49 2 4 10 266
European free trade agreements and trade balance: Evidence from four new European Union members 0 0 0 37 4 4 8 134
Evaluating the Gains to Cooperation in the G-3 0 0 0 8 0 0 9 63
Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB 0 0 1 8 0 2 11 72
Exchange rate parities and Taylor rule deviations 0 0 0 3 1 4 14 27
Exchange rate uncertainty and international portfolio flows: A multivariate GARCH-in-mean approach 0 0 0 56 3 6 17 203
Exchange rates and macro news in emerging markets 0 0 1 7 0 2 13 34
Exogeneity and measurement of persistence 0 0 0 21 2 2 3 115
Exogenous shocks and time-varying price persistence in the EU27 0 0 0 0 3 4 8 11
Exponential Time Trends in a Fractional Integration Model 0 0 0 2 2 3 6 10
FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS 0 0 0 22 3 5 12 135
Feedbacks between mutual fund flows and security returns: evidence from the Greek capital market 0 0 0 58 3 3 8 230
Financial Development and Economic Growth: Evidence from 10 New European Union Members 0 0 1 49 1 3 9 138
Financial Integration in the GCC Region: Market Size Versus National Effects 0 0 0 0 4 4 10 31
Financial contagion: evolutionary optimization of a multinational agent‐based model 0 0 0 3 4 4 11 18
Fiscal Consolidation: An Exercise in the Methodology of Coordination 0 0 0 0 1 1 3 39
Fiscal Solvency in Europe: Budget Deficits and Government Debt under European Monetary Union 0 0 0 0 1 1 4 8
Fiscal Solvency in Europe: Budget Deficits and Government Debt under European Monetary Union 0 0 0 1 2 3 3 23
Fiscal shocks and real exchange rate dynamics: Some evidence for Latin America 0 0 0 53 3 4 13 228
Fiscal spillovers in the Euro area 0 0 0 46 4 6 17 169
Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts 0 0 0 1 0 1 11 15
Forecasting the Spanish Stock Market Returns with Fractional and Non-Fractional Models 0 0 0 1 3 3 6 11
Fractional Integration and the Persistence of UK Inflation, 1210–2016 0 0 0 3 4 5 13 32
Fractional cointegration and real exchange rates 0 0 1 3 2 5 9 16
Fractional cointegration and real exchange rates 0 0 1 27 3 5 19 122
Fractional cointegration and tests of present value models 0 0 0 0 1 2 7 10
Fractional cointegration and tests of present value models 0 0 0 62 0 0 11 145
Fractional cointegration in US term spreads 0 0 0 3 1 1 5 52
Fractional integration and cointegration in US financial time series data 0 0 0 11 4 6 10 55
Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries 0 0 0 13 1 1 4 54
Fractional integration and mean reversion in stock prices 0 1 1 89 1 10 21 231
Functional shocks to inflation expectations and real interest rates and their macroeconomic effects 0 0 0 0 3 6 18 18
Gender, style diversity, and their effect on fund performance 0 0 0 24 3 4 11 142
Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets 0 0 0 14 1 2 9 47
Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis 0 0 0 53 3 4 9 192
Global and regional stock market integration in Asia: A panel convergence approach 1 2 4 9 3 7 20 119
Gold and oil prices: abnormal returns, momentum and contrarian effects 0 0 0 7 4 6 22 40
Gold and silver as safe havens: A fractional integration and cointegration analysis 0 0 3 3 7 11 21 21
HOW DO FISCAL CONSOLIDATION AND FISCAL STIMULI IMPACT ON THE SYNCHRONIZATION OF BUSINESS CYCLES? 0 0 0 9 2 3 8 39
Herding behaviour in extreme market conditions: the case of the Athens Stock Exchange 1 2 4 143 8 21 48 595
High and low prices and the range in the European stock markets: A long-memory approach 0 0 1 4 5 5 14 28
How has the global financial crisis affected syndicated loan terms in emerging markets? Evidence from China 0 0 0 2 5 5 12 49
IGARCH models and structural breaks 0 0 2 354 4 5 19 1,009
Improving Environmental Performance: A Challenge for Romania 0 0 0 9 2 2 11 57
Income and happiness across Europe: Do reference values matter? 0 0 1 145 0 2 8 539
Infant mortality rates: time trends and fractional integration 0 0 0 7 0 2 6 44
Inflation and inflation uncertainty in the euro area 0 0 0 43 4 4 17 200
Inflation convergence in the EMS: Some additional evidence. A reply 0 0 0 2 2 2 8 51
Inflation in the G7 countries: persistence and structural breaks 0 0 2 8 1 1 20 48
Inflation persistence in Europe: The effects of the Covid-19 pandemic and of the Russia-Ukraine war 0 0 2 4 4 8 34 45
Interest Rate Dynamics in Kenya: Commercial Banks' Rates and the 91‐Day Treasury Bill Rate 0 0 0 1 2 5 11 38
Interest rate convergence, capital controls, risk premia and foreign exchange market efficiency in the EMS 0 0 0 34 0 2 7 130
Interest rate linkages within the European Monetary System: an alternative interpretation 0 0 0 16 2 2 6 89
Interest rate linkages: a Kalman filter approach to detecting structural change 0 0 1 166 1 5 20 373
Interest rate linkages: identifying structural relations 0 1 1 59 1 3 10 229
International Linkages in Short- and Long-Term Interest Rates 0 0 0 30 0 1 7 186
International capital markets structure, preferences and puzzles: A “US–China World” 0 0 0 9 1 1 11 130
International financial integration and real exchange rate long-run dynamics in emerging countries: Some panel evidence 0 0 0 11 2 3 7 91
International financial integration, economic growth and threshold effects: some panel evidence for Europe 1 1 2 2 5 11 21 21
International portfolio flows and exchange rate volatility in emerging Asian markets 0 1 7 18 2 6 30 113
Intraday Anomalies and Market Efficiency: A Trading Robot Analysis 0 0 1 6 1 1 8 70
Introduction 0 0 0 0 2 3 6 29
Investors' trading behaviour and stock market volatility during crisis periods: A dual long‐memory model for the Korean Stock Exchange 0 0 0 2 2 5 11 25
Irreducibility and Structural Cointegrating Relations: An Application to the G-7 Long-Term Interest Rates 0 0 0 58 1 1 7 242
Is Europe an Optimum Currency Area? Business Cyc1es in the EU 0 0 0 0 1 3 12 70
Is Europe an optimum currency area? 0 0 0 8 0 0 5 27
Is Europe an optimum currency area?∗ 0 0 0 1 1 1 3 6
Is market fear persistent? A long-memory analysis 0 0 0 2 1 2 9 47
Islamic banking, credit, and economic growth: Some empirical evidence 0 0 1 8 2 3 8 54
LIQUIDITY RISK, CREDIT RISK AND THE OVERNIGHT INTEREST RATE SPREAD: A STOCHASTIC VOLATILITY MODELLING APPROACH 0 0 0 11 0 0 6 51
Learning about monetary union: An analysis of bounded rational learning in European labor markets 0 0 0 13 1 2 7 72
Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach 0 0 0 6 2 2 11 43
Loan loss provisions and macroeconomic shocks: Some empirical evidence for italian banks during the crisis 0 2 4 23 1 4 15 96
Local banking and local economic growth in Italy: some panel evidence 0 0 1 8 2 2 8 37
Long Memory and Volatility Dynamics in the US Dollar Exchange Rate 0 0 0 7 2 3 9 62
Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour 0 0 0 4 3 3 10 49
Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour 0 0 0 0 5 6 12 79
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate 0 0 0 5 2 3 7 56
Long memory and structural breaks in hyperinflation countries 0 0 0 15 2 2 4 105
Long memory at the long run and at the cyclical frequencies: modelling real wages in England, 1260–1994 0 0 0 10 0 0 8 94
Long memory at the long-run and the seasonal monthly frequencies in the US money stock 0 0 0 4 1 2 10 66
Long memory in US real output per capita 0 0 0 8 1 1 8 57
Long range dependence in daily stock returns 0 0 0 35 8 8 14 209
Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis 0 0 0 0 2 3 12 12
Long-Run Trends and Cycles in US House Prices 0 0 0 0 4 5 12 12
Long-term interest rates in Europe: A fractional cointegration analysis 0 0 1 3 5 9 21 38
Long-term nominal interest rates and domestic fundamentals 0 0 1 213 1 2 10 520
Long-term price overreactions: are markets inefficient? 0 0 0 2 1 5 8 39
Long‐Run and Cyclical Dynamics in the US Stock Market 0 0 0 4 1 4 9 46
Long‐term nominal interest rates and domestic fundamentals 0 1 1 2 2 5 18 30
Macro News and Commodity Returns 0 0 1 9 3 5 18 50
Macro news and bond yield spreads in the euro area 0 0 1 9 1 3 10 39
Macro news and exchange rates in the BRICS 0 0 0 18 1 1 3 70
Macro news and stock returns in the Euro area: A VAR-GARCH-in-mean analysis 0 0 0 8 2 4 12 75
Macro‐financial linkages in the high‐frequency domain: Economic fundamentals and the Covid‐induced uncertainty channel in US and UK financial markets 0 0 1 1 6 8 14 15
Manufacturing Wage Differentials and Employment in Some Scandinavian Countries, the U.S. and the U.K.: An Analysis of Variance Approach 0 0 0 7 1 2 8 84
Modeling persistence and non-linearities in the US treasury 10-year bond yields 1 2 3 7 2 8 24 32
Modelling African inflation rates: nonlinear deterministic terms and long-range dependence 0 0 1 27 1 1 5 82
Modelling East Asian exchange rates: a Markov-switching approach 0 0 0 89 2 3 9 241
Modelling Economic Policy Responses with an Application to the G3 0 0 0 0 1 1 6 21
Modelling Loans to Non-Financial Corporations in the Eurozone: A Long-Memory Approach 0 0 2 3 2 4 10 12
Modelling long-run trends and cycles in financial time series data 0 0 0 22 1 3 10 81
Modelling profitability of private equity: A fractional integration approach 0 0 0 2 0 3 11 23
Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks 0 0 0 30 3 4 9 201
Modelling the sterling-deutschmark exchange rate: Non-linear dependence and thick tails 0 0 1 21 1 1 8 202
Modelling volatility of cryptocurrencies using Markov-Switching GARCH models 0 3 6 29 7 22 52 231
Momentum effects in the cryptocurrency market after one-day abnormal returns 0 0 1 20 0 0 9 88
Monetary Policy and Financial Liberalization: The Case of United Kingdom Consumption 0 0 0 97 2 2 9 241
Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity 0 0 2 134 2 4 14 381
Monetary policy rules in emerging countries: Is there an augmented nonlinear taylor rule? 1 4 8 89 5 14 55 379
Money, Credit and Spending: Drawing Causal Inferences 0 0 1 7 3 3 6 14
Multi-Factor Gegenbauer Processes and European Inflation Rates 0 0 0 0 2 3 9 43
Multiple cyclical fractional structures in financial time series 0 1 1 5 5 6 14 44
Multiple shifts and fractional integration in the US and UK unemployment rates 0 0 0 19 1 1 4 72
Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks 0 0 0 1 1 2 10 15
Nominal exchange rate regimes and the stochastic behavior of real variables 0 0 1 38 1 1 6 121
Non-linearities and persistence in US long-run interest rates 0 0 0 1 0 0 5 9
Non-linearities, cyber attacks and cryptocurrencies 0 1 1 11 2 5 15 81
Non-normality, heteroscedasticity and recursive unit root tests of PPP: solving the PPP puzzle? 0 0 0 37 2 3 7 126
Nonlinearities and Fractional Integration in the US Unemployment Rate* 0 0 0 38 3 3 16 160
Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations 0 0 0 0 0 3 12 18
Nonlinearities in the exchange rate pass-through: The role of inflation expectations 0 0 4 14 5 10 43 74
Oil price uncertainty and sectoral stock returns in China: A time-varying approach 0 0 0 20 2 3 12 120
Oil prices and sectoral stock returns in the BRICS-T countries: A time-varying approach 0 0 1 3 0 2 10 21
On stock price overreactions: frequency, seasonality and information content 0 0 0 1 5 6 11 16
On the bilateral trade effects of free trade agreements between the EU-15 and the CEEC-4 countries 0 0 0 75 4 7 16 323
On the bilateral trade effects of free trade agreements between the EU-15 and the CEEC-4 countries 0 0 0 33 5 7 15 224
On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010 2 5 6 83 6 14 28 273
On the persistence of UK inflation: A long‐range dependence approach 0 0 0 0 1 4 21 30
On the preferences of CoCo bond buyers and sellers 0 0 0 2 4 5 10 22
Panel data tests of PPP: a critical overview 0 0 0 50 3 3 11 184
Parameter instability and forecasting performance: a Monte Carlo study 0 0 0 8 2 2 9 50
Parameter instability, superexogeneity, and the monetary model of the exchange rate 0 0 0 4 1 2 10 57
Persistence and cycles in US hours worked 0 0 0 4 0 1 5 52
Persistence and cycles in the us federal funds rate 0 0 0 4 1 1 9 56
Persistence and cyclical dependence in the monthly euribor rate 0 0 0 9 1 4 11 80
Persistence and long memory in monetary policy spreads 0 0 1 1 2 2 17 19
Persistence in ESG and conventional stock market indices 0 0 1 7 3 6 22 51
Persistence in Stock Returns: Robotics and AI ETFs Versus Other Assets 0 0 0 0 1 2 2 2
Persistence in Tax Revenues: Evidence from Some OECD Countries 0 0 1 1 1 2 7 7
Persistence in UK Historical Data on Life Expectancy 0 0 0 0 3 3 7 10
Persistence in US real personal consumption expenditure: durable versus non-durable goods 0 0 8 8 6 7 23 23
Persistence in high frequency financial data: the case of the EuroStoxx 50 futures prices 0 0 0 0 3 5 12 28
Persistence in macroeconomic time series: Is it a model invariant property? 0 0 0 41 5 5 14 281
Persistence in real GDP: Evidence from Europe and the US 0 0 3 3 1 5 24 24
Persistence in real variables under alternative exchange rate regimes: Some multi-country evidence 0 0 0 13 2 2 8 72
Persistence in the Realized Betas: Some Evidence from the Stock Market 0 0 0 0 0 5 15 18
Persistence in the cryptocurrency market 0 0 2 34 3 4 18 189
Persistence in the market risk premium: evidence across countries 0 0 1 7 3 6 10 29
Persistence in the private debt-t -GDP ratio: evidence from 43 OECD countries 0 1 1 4 3 9 18 29
Persistence, non-linearities and structural breaks in European stock market indices 0 0 0 0 5 6 9 22
Political tension and stock markets in the Arabian Peninsula 0 0 0 3 0 1 5 25
Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system 0 0 0 85 0 0 12 366
Price formation on the EuroMTS platform 0 0 0 7 1 2 5 68
Price overreactions in the cryptocurrency market 0 0 0 10 0 0 13 49
Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence 0 0 0 6 3 5 13 36
Quoted spreads and trade imbalance dynamics in the European Treasury bond market 0 0 0 9 5 6 10 108
REAL EXCHANGE RATES IN LATIN AMERICA: THE PPP HYPOTHESIS AND FRACTIONAL INTEGRATION 0 1 1 19 1 2 8 73
Ratings assignments: Lessons from international banks 0 0 0 14 1 1 8 162
Re-examining the decline in the US saving rate: The impact of mortgage equity withdrawal 0 0 0 12 0 1 10 88
Real Exchange Rate Effects on the Balance of Trade: Cointegration and the Marshall-Lerner Condition 0 1 7 1,022 3 9 31 3,328
Revisiting the Long-Run Relationship between Real Exchange Rates and Real Interest Differentials: A Productivity Differential Approach Patterns in Neighboring Areas 0 0 0 0 0 0 2 244
Risk analysis in complex systems: intelligent systems in finance 0 0 0 0 1 1 5 13
SOURCES OF REAL EXCHANGE RATE VOLATILITY AND INTERNATIONAL FINANCIAL INTEGRATION: A DYNAMIC GENERALISED METHOD OF MOMENTS PANEL APPROACH 0 0 1 6 3 4 12 56
STOCK MARKET DEVELOPMENT AND ECONOMIC GROWTH: THE CAUSAL LINKAGE 1 3 18 2,498 7 21 118 7,243
Searching for Inefficiencies in Exchange Rate Dynamics 0 0 0 5 1 7 14 55
Sectoral shocks and business cycles: a disaggregated analysis of output fluctuations in the UK 0 0 0 21 2 2 8 73
Shadow rates as a measure of the monetary policy stance: Some international evidence 0 0 1 6 4 8 15 31
Shipping cost uncertainty, endogenous regime switching and the global drivers of inflation 0 0 4 6 3 6 20 25
Short-Term Disruptions and Recovery Patterns in Spanish Hotel Activity: Insights from Quantitative and Qualitative Evidence 0 0 0 0 0 3 3 3
Short-Term Price Overreactions: Identification, Testing, Exploitation 0 0 0 9 4 7 14 64
Small and medium sized European firms and energy saving measures: The role of financing 0 0 1 2 2 3 11 25
Spillovers between food and energy prices and structural breaks 0 0 0 18 4 5 16 89
Spillovers between food and energy prices and structural breaks 0 0 0 11 0 0 4 45
Stock Market Integration Between Three CEECs 0 0 0 31 1 3 8 112
Stock Market Integration between Three CEECs, Russia, and the UK 0 0 0 0 1 1 5 63
Stock Market Linkages between the Asean Countries, China and the US: A Fractional Integration/cointegration Approach 0 0 1 2 1 4 23 34
Stock Prices and Monetary Policy: An Impulse Response Analysis 0 0 1 54 7 12 18 157
Stock market indices and interest rates in the US and Europe: persistence and long-run linkages 1 1 2 5 1 2 13 16
Stock market, economic growth and EU accession: evidence from three CEECs 0 0 0 15 2 2 5 57
Term structure and interest differentials as predictors of future inflation changes and inflation differentials 0 0 0 16 1 3 13 99
Testing PPP for the South African Rand/US Dollar Real Exchange Rate at Different Data Frequencies 0 0 0 3 3 5 6 52
Testing Unemployment Theories: A Multivariate Long Memory Approach 0 0 0 1 1 4 7 12
Testing for Causality-in-Variance: An Application to the East Asian Markets 0 0 1 216 0 1 9 464
Testing for PPP and UIP in an FIML framework: Some evidence for Germany and Japan 0 0 0 117 0 1 5 336
Testing for PPP: the erratic behaviour of unit root tests 0 0 0 27 1 3 4 96
Testing for Seasonal Fractional Roots in German Real Output 0 0 0 6 3 4 14 118
Testing for Seasonal Fractional Roots in German Real Output 0 0 0 0 1 2 8 13
Testing for UIP-Type Relationships: Nonlinearities, Monetary Announcements and Interest Rate Expectations 0 0 0 3 4 5 11 24
Testing for Unbiasedness of Term Structure and Interest Differentials as Predictors of Future Inflation Changes and Inflation Differentials 0 0 0 1 4 5 9 74
Testing for contagion: a conditional correlation analysis 0 0 0 230 4 5 11 562
Testing for deterministic and stochastic cycles in macroeconomic time series 0 0 0 19 0 1 11 86
Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis 0 0 0 138 0 1 12 408
Testing for persistence in mutual fund performance and the ex-post verification problem: evidence from the Greek market 0 0 1 34 4 5 13 210
Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates 0 0 0 8 2 2 10 69
Testing stock market convergence: a non-linear factor approach 0 0 0 7 3 4 6 48
Testing the Fisher hypothesis in the G-7 countries using I(d) techniques 0 0 0 0 2 7 18 30
Testing the Fisher hypothesis in the G-7 countries using I(d) techniques 0 0 1 6 5 6 19 35
Testing the Marshall–Lerner Condition in Kenya 0 0 0 19 1 6 22 92
Testing unemployment theories: A multivariate long memory approach 0 0 0 13 2 2 11 65
The Asymmetric Effects of a Common Monetary Policy in Europe 0 0 0 0 2 2 8 74
The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification: A Monte Carlo Study 0 0 0 39 4 4 9 140
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields 0 0 1 5 3 11 77 85
The COVID-19 pandemic, policy responses and stock markets in the G20 0 0 0 0 2 4 8 17
The COVID-19 pandemic, policy responses and stock markets in the G20 0 0 1 1 3 4 18 22
The COVID‐19 pandemic and European trade patterns: A sectoral analysis 0 0 0 0 1 4 15 15
The Covid‐19 pandemic and European trade flows: Evidence from a dynamic panel model 0 0 2 6 4 6 13 29
The EMBI in Latin America: Fractional integration, non-linearities and breaks 0 0 0 7 3 3 10 107
The Euro and Monetary Policy Transparency 0 0 0 26 2 5 8 141
The Euro and inflation uncertainty in the European Monetary Union 0 1 1 67 4 7 15 221
The Feldstein-Horioka puzzle revisited: A Monte Carlo study 0 0 0 64 2 2 4 263
The Kenyan stock market: inefficiency, long memory, persistence and anomalies in the NSE-20 0 0 0 7 1 4 6 68
The Measurement of Productivity and Market Structure in the UK 0 0 0 1 3 5 10 137
The World Economy 0 0 0 0 2 3 5 17
The World Economy 0 0 0 0 1 2 6 7
The World Economy 0 0 0 0 4 5 10 25
The World Economy 0 0 0 0 1 5 9 15
The World Economy 0 0 0 0 1 3 9 14
The World Economy 0 0 0 0 3 4 11 24
The World Economy 0 0 0 0 2 2 7 19
The World Economy 0 0 0 0 1 1 7 12
The World Economy 0 0 0 0 2 2 3 14
The asymmetric behaviour of spanish unemployment persistence 0 0 0 24 2 2 8 85
The bank lending channel in the Malaysian Islamic and conventional banking system 0 0 4 11 2 3 14 59
The day of the week effect in the cryptocurrency market 0 0 2 24 34 43 67 184
The direct and indirect effects of financial development on international trade: Evidence from the CEEC-6 0 0 1 13 5 8 20 53
The effects of physical and transition climate risk on stock markets: Some multi-Country evidence 2 3 5 5 10 12 39 39
The effects of us covid-19 policy responses on cryptocurrencies, fintech and artificial intelligence stocks: A fractional integration analysis 0 0 0 1 5 6 11 19
The euro changeover and price adjustments in Italy 0 0 0 8 4 6 16 69
The fisher relationship in Nigeria 0 0 0 5 3 4 12 50
The frequency of one-day abnormal returns and price fluctuations in the forex 0 0 0 2 2 3 5 13
The impact of business and political news on the GCC stock markets 0 0 1 10 3 7 13 69
The nexus between prices, employment and output growth: a global and national evidence 0 0 0 10 1 1 5 53
The performance of banks in the MENA region during the global financial crisis 0 0 1 11 1 2 15 111
The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis 0 0 1 11 0 2 10 66
The relationship between prices and output in the UK and the US 0 0 0 0 1 1 8 16
The short‐run and long‐run effects of trade openness on financial development: Some panel evidence for Europe 0 0 1 1 2 5 14 17
The stochastic unit root model and fractional integration: An extension to the seasonal case 0 0 0 0 1 2 5 9
The weekend effect: a fractional integration and trading robot analysis 0 0 1 8 1 1 5 45
The weekend effect: an exploitable anomaly in the Ukrainian stock market? 0 0 0 2 2 3 10 43
The weekly structure of US stock prices 0 0 1 19 1 2 9 64
Time-Varying Spot and Futures Oil Price Dynamics 0 0 0 7 1 4 17 96
Time-varying effects of the COVID-19 pandemic on stock markets and economic activity: evidence from the US and Europe 0 0 1 1 2 7 22 29
Time-varying parameters in monetary policy rules: a GMM approach 0 1 3 7 1 9 21 36
Tourism persistence in the Southeastern European countries: The impact of covid-19 0 0 0 0 2 4 11 13
Trade flows and trade specialisation: The case of China 0 0 1 32 1 2 12 203
Trade intensity and output synchronisation: On the endogeneity properties of EMU 0 0 0 33 5 8 22 441
Trends and cycles in macro series: The case of US real GDP 0 0 0 2 2 4 7 16
U.S. Disposable Personal Income and a Housing Price Index: A Fractional Integration Analysis 0 0 0 0 1 1 3 8
U.S. House Prices by Census Division: Persistence, Trends and Structural Breaks 0 0 1 2 2 4 9 17
UK overseas visitors: Seasonality and persistence 0 0 0 0 1 1 7 9
US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach 0 0 0 2 1 3 9 17
Unemployment and input prices: a fractional cointegration approach 0 0 0 42 3 4 10 207
Unemployment in Africa: A Fractional Integration Approach 0 0 0 9 1 2 6 152
Unit Root Testing Using Covariates: Some Theory and Evidence 0 0 0 3 0 2 6 15
Unit Roots versus Other Types of Time Heterogeneity, Parameter Time Dependence and Superexogeneity 0 0 0 0 0 1 2 155
Unit roots and long-run causality: investigating the relationship between output, money and interest rates 0 0 0 35 1 1 8 138
Using Chebyshev Polynomials to Approximate Partial Differential Equations 0 0 0 13 1 3 8 91
Volatility Spillovers and Contagion from Mature to Emerging Stock Markets 0 0 1 32 2 4 9 200
Volatility persistence in the Russian stock market 0 0 0 3 4 4 17 37
Volatility transmission and financial crises 0 0 3 14 2 9 17 92
Witching days and abnormal profits in the us stock market 0 0 0 0 2 4 12 17
Youth Unemployment in Europe: Persistence and Macroeconomic Determinants 0 0 0 39 3 3 12 155
Total Journal Articles 11 43 208 9,941 707 1,265 3,883 40,583
5 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Cycles and Long-Range Behaviour in the European Stock Markets 0 0 0 0 3 5 8 16
Financial integration and European tourism stocks 0 0 1 1 3 4 6 10
Financial integration and economic growth in Europe 0 0 1 3 3 4 9 16
Introduction to the Handbook of Financial Integration: new research developments 0 0 0 0 3 3 7 11
Testing of Nonstationarities in the Unit Circle, Long Memory Processes, and Day of the Week Effects in Financial Data 0 0 0 1 2 2 6 26
The Banking System in Bulgaria 0 0 0 1 0 3 5 11
The finance–growth nexus: evidence from ten new EU members 0 0 0 13 1 1 6 55
US municipal green bonds and financial integration 0 0 0 1 1 1 5 8
Total Chapters 0 0 2 20 16 23 52 153

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