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 1 72 0 1 5 192
A Fractional Integration Model and Testing Procedure with Roots Within the Unit Circle 0 0 6 6 4 7 14 14
A Fractional Integration Model with Autoregressive Processes 0 0 6 6 3 6 19 19
A Global Oil Market Model with Shipping Costs 0 0 1 2 6 12 17 19
A Long-Memory Model for Multiple Cycles with an Application to the S&P500 0 0 0 28 5 9 9 42
A Multivariate Long-Memory Model with Structural Breaks 0 0 0 101 2 7 7 222
Abnormal Returns and Stock Price Movements: Some Evidence from Developed and Emerging Markets 0 0 1 23 3 6 9 42
Acidification in the Earth’s Oceans: Trends and Persistence 0 8 8 8 4 9 9 9
African Growth, Non-Linearities and Strong Dependence: An Empirical Study 0 0 0 8 0 0 3 40
Aggregate Insider Trading and Stock Market Volatility in the UK 0 0 0 14 4 6 12 28
Air Pollution in 88 US Metropolitan Areas: Trends and Persistence 0 1 7 7 5 7 13 13
Analysing the Determinants of Credit Risk for General Insurance Firms in the UK 0 0 0 25 2 2 3 129
Analysing the Determinants of Credit Risk for General Insurance Firms in the UK 0 0 0 37 3 5 6 80
Are PPP Tests Erratically Behaved? Some Panel Evidence 0 0 0 1 3 5 6 36
Are PPP Tests Erratically Behaved? Some Panel Evidence 0 0 0 37 3 3 4 175
Are Stock and Housing Returns Complements or Substitutes? Evidence from OECD Countries 0 0 0 10 6 12 13 123
Are Stock and Housing Returns Complements or Substitutes? Evidence from OECD Countries 0 0 0 46 1 2 2 71
Are Stock and Housing Returns Complements or Substitutes?: Evidence from OECD Countries 0 0 0 39 4 6 10 146
Are the Baltic Countries Ready to Adopt the Euro? A Generalised Purchasing Power Parity Approach 0 0 0 96 8 9 9 351
Asset Returns and CO2 Emissions: Evidence on Contemporaneous and Lagged Connectedness 7 8 8 8 9 12 12 12
Atmospheric Pollution in 10 US Cities: Trends and Persistence 0 2 12 12 7 9 12 12
Atmospheric Pollution in Chinese Cities: Trends and Persistence 0 0 0 64 6 10 12 24
BLACK MARKET AND OFFICIAL EXCHANGE RATES:LONG-RUN EQUILIBRIUM AND SHORT-RUN DYNAMICS 0 0 0 97 4 5 6 425
BLACK MARKET AND OFFICIAL EXCHANGE RATES:LONG-RUN EQUILIBRIUM AND SHORT-RUN DYNAMICS 0 0 0 89 3 6 6 323
Bank Lending Procyclicality and Credit Quality during Financial Crises 0 0 0 94 10 23 23 202
Banking Consolidation in Nigeria 0 0 0 180 5 16 26 1,423
Banking Consolidation in Nigeria, 2000-2010 0 0 0 6 1 3 7 55
Bitcoin Fluctuations and the Frequency of Price Overreactions 0 0 0 23 4 7 10 81
Bitcoin Price Co-Movements and Culture 0 0 0 28 2 7 11 83
Black Market and Official Exchange Rates: Long-Run Equilibrium and Short-Run Dynamics 0 0 0 272 5 10 17 1,276
Brexit and Uncertainty in Financial Markets 0 0 1 55 5 7 12 197
Brexit and Uncertainty in Financial Markets 0 0 1 28 2 4 5 73
Business Cycles, International Trade and Capital Flows: Evidence from Latin America 0 0 0 17 1 3 5 112
Business Cycles, International Trade and Capital Flows: Evidence from Latin America 0 0 1 142 7 10 13 583
Business Cycles, International Trade and Capital Flows: Evidence from Latin America 0 0 0 6 4 6 11 49
CO2 Emissions and GDP: Evidence from China 0 1 1 53 4 9 12 130
COINTEGRATION TESTS OF PPP:DO THEY ALSO EXHIBIT ERRATIC BEHAVIOUR? 0 0 0 37 3 6 9 168
Calendar Anomalies in the Ukrainian Stock Market 0 0 0 31 4 11 11 83
Calendar Anomalies in the Ukrainian Stock Market 0 0 0 12 5 12 15 114
Central Bank Policy Rates: Are They Cointegrated? 0 0 0 44 3 4 4 70
Central Bank Policy Rates: Are they Cointegrated? 0 0 0 40 5 10 11 56
Chebyshev polynomial approximation to approximate partial differential equations 0 0 0 9 4 6 7 57
Chebyshev polynomial approximation to approximate partial differential equations 0 0 0 66 4 7 8 309
Climate Physical Risk and Asian Stock Market Returns 0 0 0 15 2 6 10 31
Climate Policies, Energy Shocks and Spillovers Between Green and Brown Stock Price Indices 1 1 14 14 1 3 12 12
Climate Risk and Financial Stability: Some Panel Evidence for the European Banking Sector 0 0 9 9 8 19 29 29
Cointegration Tests of PPP: Do they also Exhibit Erratic Behaviour? 0 0 0 116 6 8 9 381
Competitive Devaluations in Commodity-Based Economies: Colombia and the Pacific Alliance Group 0 0 1 7 7 11 24 94
Competitive Devaluations in Commodity-Based Economies: Colombia and the Pacific Alliance Group 0 0 0 10 2 6 14 76
Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets 0 0 1 13 3 7 11 152
Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets 0 0 0 20 0 1 3 90
Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets 0 0 0 33 5 6 8 125
Contemporaneous and Lagged 𝑅2 Decomposed Connectedness: Evidence for Stock Market Indices, Thematic ETFs, Bitcoin, Brent Crude Oil and Geopolitical Risks 0 9 9 9 2 15 15 15
Cooperative Credit Banks and Economic Fluctuations: The Italian Case 1 1 1 8 7 10 13 22
Cross-Border Portfolio Flows and News Media Coverage 0 0 0 32 3 5 9 121
Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis 0 1 1 17 1 4 5 58
Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets 0 0 0 35 2 9 10 97
Cyber-Attacks, Cryptocurrencies, and Cyber Security 0 0 1 89 6 8 13 225
Cycles and Long-Range Behaviour in the European Stock Market 0 0 0 26 6 7 11 39
DETERMINANTS OF POLLUTION ABATEMENT AND CONTROL EXPENDITURE: EVIDENCE FROM ROMANIA 0 0 0 17 0 1 2 138
Determinants of Pollution Abatement and Control Expenditure in Romania: A Multilevel Analysis 0 0 1 29 5 7 13 185
Determinants of Pollution Abatement and Control Expenditure: Evidence from Romania 0 0 0 53 2 4 4 290
Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks 0 0 0 44 1 3 4 150
Dynamic Factor Models and Fractional Integration – With an Application to US Real Economic Activity 1 1 1 2 2 2 3 5
ETA TERRORISM:POLICE ACTION, POLITICAL MEASURES AND THE INFLUENCE OF VIOLENCE ON ECONOMIC ACTIVITY IN THE BASQUE COUNTRY 0 0 0 241 3 4 7 935
EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries? 0 0 0 43 5 6 9 140
EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries? 0 0 0 36 2 4 5 201
Earthquakes and Stock Market Performance: Evidence from Japan 0 0 10 10 12 38 47 47
Economic Policy Uncertainty: Persistence and Cross-Country Linkages 0 0 0 10 3 8 16 143
Efficiency evaluation of Greek equity funds 0 0 0 26 6 6 8 131
Employment Growth, Inflation and Output Growth: Was Phillips Right? Evidence from a Dynamic Panel 0 0 0 82 2 2 4 239
Employment Growth, Inflation and Output Growth: Was Phillips Right?: Evidence from a Dynamic Panel 0 0 1 75 0 7 12 346
Endogenous growth and Stock Market Development 0 1 7 361 6 10 25 956
Energy Consumption in the GCC Countries: Evidence on Persistence 0 0 0 10 2 8 11 69
Energy Transition and Climate Policy Uncertainty in the US: Green Versus Polluting Firms 0 1 4 4 6 15 25 25
Environmental Regulation and Competitiveness: Evidence from Romania 0 0 0 66 1 4 7 247
Environmental Regulation and Competitiveness: Evidence from Romania 0 1 1 23 5 9 11 227
Environmental Regulation and Competitiveness: Evidence from Romania 0 0 0 55 2 9 12 275
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 5 10 13 74
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 16 19 21 89
Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models 0 0 0 33 0 1 2 98
Estimation of Conditional Asset Pricing Models with Integrated Variables in the Beta Specification 0 0 0 24 2 7 9 54
Europe Agreements and Trade Balance: Evidence form Four New EU Members 0 0 0 51 3 3 4 174
Europe Agreements and Trade Balance: Evidence from Four New EU Members 0 0 0 31 4 7 10 132
European SMEs and Resource Efficiency Measures: Firm Characteristics and Contextual Factors 0 0 0 12 3 5 9 16
Evaluating Greek Equity Funds Using Data Envelopment Analysis 0 0 0 71 2 6 6 281
Exchange Rate Dynamics and Monetary Unions in Africa: A Fractional Integration and Cointegration Analysis 0 0 0 29 2 4 5 51
Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB 0 0 1 36 2 4 12 142
Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB 0 0 0 18 4 8 9 123
Exchange Rate Parities and Taylor Rule Deviations 0 0 0 19 2 3 3 25
Exchange Rate Uncertainty and International Portfolio Flows 0 0 0 46 0 0 1 88
Exchange Rate Uncertainty and International Portfolio Flows 0 0 0 16 1 3 4 70
Exchange Rates and Macro News in Emerging Markets 0 1 1 44 7 11 15 134
Exchange Rates and Macro News in Emerging Markets 0 0 0 10 2 3 5 62
Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB 0 0 0 22 12 15 17 84
Expectations and Speculation in the Natural Gas Markets 0 0 1 6 6 14 19 30
Exponential Time Trends in a Fractional Integration Model 0 0 0 13 3 4 4 13
FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS 0 0 0 340 4 7 7 813
FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS 0 0 0 128 5 8 10 313
FRACTIONAL INTEGRATION AND IMPULSE RESPONSES: A BIVARIATE APPLICATION TO REAL OUTPUT IN THE US AND THE SCANDINAVIAN COUNTRIES 0 0 0 73 4 12 13 287
Financial Contagion: Evolutionary Optimisation of a Multinational Agent-Based Model 0 0 0 98 1 1 1 329
Financial Development and Economic Growth: Evidence from Ten New EU Members 0 0 2 348 9 12 28 1,022
Financial Development and Economic Growth: Evidence from Ten New EU Members 0 0 0 116 3 10 10 171
Financial Integration and Economic Growth in Europe 0 0 3 30 2 4 10 36
Financial Integration and European Tourism Stocks 0 0 0 22 1 2 3 16
Financial integration in the GCC region: market size versus national effects 0 0 0 10 1 3 7 39
Fiscal Adjustment and Business Cycle Synchronization 0 0 0 26 4 9 10 90
Fiscal Adjustments and Business Cycle Synchronization 0 0 0 15 1 2 4 75
Fiscal Shocks and Real Exchange Rate Dynamics: Some Evidence for Latin America 0 0 0 98 2 5 5 290
Fiscal Spillovers in the Euro Area 0 0 0 188 1 5 9 454
Fiscal Spillovers in the Euro Area 0 0 0 27 6 9 12 133
Fiscal Spillovers in the Euro Area 0 0 0 39 8 12 15 70
Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts 0 0 0 18 9 11 13 41
Foreign direct investment in the Asian economies 0 0 0 16 5 5 5 87
Fossil and Renewable Energy Stock Indices: Connectedness and the COP Meetings 0 0 0 8 3 5 7 18
Fractional Cointegration in US Term Spreads 0 0 0 43 4 7 7 108
Fractional Integration and Cointegration in US Financial Time Series Data 0 1 1 108 0 2 3 168
Fractional Integration and Cointegration in US Financial Time Series Data 0 0 1 29 2 6 7 118
Fractional Integration and Cointegration in US Financial Time Series Data 0 0 0 56 7 10 13 204
Fractional cointegration and real exchange rates 0 0 0 44 0 1 2 115
Fractional cointegration and tests of present value models 0 0 0 39 3 7 8 137
Fractional integration and data frequency 0 0 0 29 1 3 4 57
Functional Oil Price Expectations Shocks and Inflation 0 0 0 11 5 12 15 28
Functional Shocks to Inflation Expectations and Real Interest Rates and Their Macroeconomic Effects 0 0 1 34 4 6 11 36
Gasoline Price Expectations as a Transmission Channel for Gasoline Price Shocks 0 0 5 5 3 5 15 15
Geopolitical Risk and Cross-Border Portfolio Flows: Effects and Channels 0 3 7 16 6 21 38 45
Global Food Prices and Inflation 0 1 6 19 8 21 35 50
Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets 0 0 0 14 2 7 9 58
Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets 0 0 0 9 3 6 8 49
Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-Mean Analysis 0 1 1 84 3 5 8 288
Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-mean Analysis 0 0 0 89 3 3 8 323
Gold and Oil Prices: Abnormal Returns, Momentum and Contrarian Effects 0 0 0 16 8 26 41 72
Gold and Silver as Safe Havens: A Fractional Integration and Cointegration Analysis 0 0 0 3 4 7 9 13
High and low prices and the range in the European stock markets: a long-memory approach 0 0 0 21 2 5 8 54
How Has the Global Financial Crisis Affected Syndicated Loan Terms in Emerging Markets? Evidence from China 0 0 1 45 7 8 12 101
How Has the Global Financial Crisis Affected Syndicated Loan Terms in Emerging Markets? Evidence from China 0 0 0 30 2 8 12 211
INTERNATIONAL FINANCIAL INTEGRATION AND REAL EXCHANGE RATE LONG-RUN DYNAMICS IN EMERGING COUNTRIES 0 0 0 49 2 3 8 174
Identification of Segments of European Banks with a Latent Class Frontier Model 0 0 0 33 4 6 11 168
Income and Happiness across Europe: Do Reference Values Matter? 0 0 0 289 7 11 14 1,000
Inflation Persistence in Europe: The Effects of the Covid-19 Pandemic and of the Russia-Ukraine War 1 1 1 40 4 5 10 45
Inflation and Inflation Uncertainty in the Euro Area 0 0 0 63 8 11 13 223
Inflation and Inflation Uncertainty in the Euro Area 0 0 0 37 12 18 24 91
Inflation and Inflation Uncertainty in the Euro Area 0 0 1 90 4 7 13 293
Inflation and inflation uncertainty in the euro area 0 0 0 108 3 6 12 278
Inflation in the G7 Countries: Persistence and Structural Breaks 0 0 0 30 17 30 33 101
Interest rate dynamics in Kenya 0 0 0 8 3 6 7 36
International Capital Markets Structure, Preferences and Puzzles: The US-China Case 0 0 0 37 2 5 5 217
International Capital Markets Structure, Preferences and Puzzles: The US-China Case 0 0 0 10 0 1 1 74
International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence 0 0 0 39 7 11 14 139
International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence 0 0 0 18 4 6 7 217
International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence 0 0 0 49 3 6 6 214
International Financial Integration, Economic Growth and Threshold Effects: Some Panel Evidence for Europe 0 0 6 6 1 6 12 14
International Portfolio Flows and Exchange Rate Volatility for Emerging Markets 0 0 1 31 4 12 13 123
International Portfolio Flows and Exchange Rate Volatility for Emerging Markets 0 1 2 47 2 5 16 100
Intraday Anomalies and Market Efficiency: A Trading Robot Analysis 1 1 1 22 10 17 20 113
Intraday Anomalies and Market Efficiency: A Trading Robot Analysis 0 0 1 31 3 9 14 196
Investors' Trading Behaviour and Stock Market Volatility during Crisis Periods: A Dual Long-Memory Model for the Korean Stock Exchange 0 1 4 30 5 12 27 106
Is Market Fear Persistent? A Long-Memory Analysis 0 0 0 10 68 102 103 154
Is Market Fear Persistent? A Long-Memory Analysis 0 0 0 7 17 21 22 72
Islamic Banking, Credit and Economic Growth: Some Empirical Evidence 0 0 0 60 6 8 9 113
Islamic Banking, Credit and Economic Growth: Some Empirical Evidence 0 0 0 31 3 4 7 190
LONG MEMORY AT THE LONG RUN AND AT THE CYCLICAL FREQUENCIES: MODELLING REAL WAGES IN ENGLAND, 1260 -1994 0 0 0 61 1 4 5 165
LONG MEMORY AT THE LONG RUN AND AT THE CYCLICAL FREQUENCIES: MODELLING REAL WAGES IN ENGLAND, 1260 -1994 0 0 0 19 2 4 8 133
LONG MEMORY AT THE LONG-RUN AND THE SEASONAL MONTHLY FREQUENCIES IN THE US MONEY STOCK 0 0 0 51 3 5 7 148
LONG RUN AND CYCLICAL DYNAMICS IN THE US STOCK MARKET 0 0 0 71 4 8 10 200
Linkages between the US and European Stock Markets: A Fractional Cointegration Approach 0 0 0 22 3 5 7 91
Linkages between the US and European Stock Markets: A Fractional Cointegration Approach 0 0 0 8 5 11 14 78
Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach 0 0 0 118 2 7 9 330
Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach 0 0 0 51 1 4 6 220
Loan Loss Provision: Some Empirical Evidence for Italian Banks 0 0 1 54 3 8 13 224
Loan Loss Provision: Some Empirical Evidence for Italian Banks 1 1 1 64 3 7 11 240
Local Banking and Local Economic Growth in Italy: Some Panel Evidence 0 0 1 110 7 10 12 240
Local Banking and Prosperity: Some Empirical Evidence for Italy 0 0 3 3 4 6 9 9
Long Memory and Data Frequency in Financial Markets 0 0 1 35 6 8 11 81
Long Memory and Data Frequency in Financial Markets 0 0 0 45 4 7 7 82
Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate 0 0 0 20 6 8 8 77
Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate 0 0 0 39 6 10 11 135
Long Memory and Fractional Integration in High Frequency Financial Time Series 0 0 0 87 2 6 7 205
Long Memory and Fractional Integration in High-Frequency British Pound / Dollar Spot Exchange Rates 0 0 0 11 5 7 11 66
Long Memory and Volatility Dynamics in the US Dollar Exchange Rate 0 0 0 6 1 1 2 51
Long Memory and Volatility Dynamics in the US Dollar Exchange Rate 0 0 0 70 6 13 15 157
Long Memory at the Long Run and at the Cyclical Frequencies:Modelling Real Wages in England: 1260-1994 0 0 0 16 3 5 5 125
Long Memory in German Energy Price Indices 0 0 0 48 1 3 5 134
Long Memory in German Energy Price Indices 0 0 0 11 1 6 7 74
Long Memory in UK Real GDP, 1851-2013: An ARFIMA-FIGARCH Analysis 0 0 0 78 4 5 8 114
Long Memory in US Real Output per Capita 0 0 0 29 36 52 54 227
Long Memory in US Real Output per Capita 0 0 0 38 11 18 18 288
Long Memory in the Ukrainian Stock Market 0 0 0 51 6 8 8 111
Long Run and Cyclical Dynamics in the US Stock Market 0 0 0 44 2 10 10 226
Long memory in Angolan macroeconomic series: mean reversion versus explosive behaviour 0 0 0 4 4 4 6 37
Long memory in the ukrainian stock market and financial crises 0 0 0 22 2 2 4 69
Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis 0 1 1 44 5 10 12 34
Long-Run Trends and Cycles in US House Prices 0 0 0 3 3 4 5 12
Long-Term Price Overreactions: Are Markets Inefficient? 0 0 0 38 13 14 16 117
Long-run and Cyclical Dynamics in the US Stock Market 0 0 0 73 7 8 10 338
Long-run and Cyclical Dynamics in the US Stock Market 0 0 0 38 5 10 12 321
MEASURING HALF-LIVES USING A NON-PARAMETRIC BOOTSTRAP APPROACH 0 0 0 59 4 7 7 183
MEASURING HALF-LIVES USING A NON-PARAMETRIC BOOTSTRAP APPROACH 0 0 0 60 1 4 4 245
MODELLING STOCHASTIC VOLATILITY IN ASSET RETURNS USING FRACTIONALLY INTEGRATED SEMIPARAMETRIC TECHNIQUES 0 0 0 79 5 6 6 224
MODELLING STRUCTURAL BREAKS IN THE US, UK AND JAPANESE UNEMPLOYMENT RATES 0 0 0 79 1 2 4 311
Macro News and Bond Yield Spreads in the Euro Area 0 1 2 25 2 6 9 106
Macro News and Bond Yield Spreads in the Euro Area 0 0 0 41 2 4 8 97
Macro News and Commodity Returns 0 0 0 15 3 7 9 77
Macro News and Commodity Returns 0 0 2 27 3 5 12 82
Macro News and Exchange Rates in the BRICS 0 0 0 15 4 4 6 74
Macro News and Exchange Rates in the BRICS 0 0 0 26 3 5 5 101
Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis 0 0 0 25 1 2 4 83
Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Means Analysis 0 0 1 17 4 6 10 77
Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility 0 0 0 36 16 18 23 110
Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better? 0 0 0 33 3 4 4 82
Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better? 0 0 0 23 1 3 4 80
Measuring Persistence of the World Population: A Fractional Integration Approach 0 0 0 28 2 3 5 19
Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach 0 0 0 12 10 16 17 44
Modelling Long Run Trends and Cycles in Financial Time Series Data 0 0 0 27 1 3 7 133
Modelling Long-Run Trends and Cycles in Financial Time Series Data 0 0 1 208 3 13 17 760
Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields 0 1 1 14 2 8 9 28
Modelling Profitability of Private Equity: A Fractional Integration Approach 0 0 1 17 4 4 6 29
Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates 0 0 0 104 4 9 12 384
Modelling Volatility of Cryptocurrencies Using Markov-Switching Garch Models 0 0 3 106 3 6 18 302
Modelling the US, the UK and Japanese unemployment rates. Fractional integrationand structural breaks 0 0 0 36 1 3 4 112
Momentum Effects in the Cryptocurrency Market After One-Day Abnormal Returns 0 0 4 88 10 26 50 404
Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule? 0 0 1 118 1 6 11 277
Monetary Policy Rules in Emerging Countries: Is there an Augmented Nonlinear Taylor Rule? 0 0 0 28 3 8 13 207
Monetary Policy and the Exchange Rate During the Asian Crisis Identification Through Heteroscedasticity 0 0 0 485 2 6 8 1,571
Monetary Policy and the Exchange Rate During the Asian Crisis: Identification Through Heteroscedasticity 1 2 2 123 3 9 17 403
Multi-Factor Gegenbauer Processes and European Inflation Rates 0 0 0 15 4 6 6 130
Multi-Factor Gegenbauer Processes and European Inflation Rates 0 0 0 23 5 9 9 132
NELSON AND PLOSSER REVISITED: EVIDENCE FROM FRACTIONAL ARIMA MODELS 0 0 0 118 2 5 6 342
NELSON AND PLOSSER REVISITED: EVIDENCE FROM FRACTIONAL ARIMA MODELS 0 0 0 220 2 3 5 667
NON-LINEARITIES AND FRACTIONAL INTEGRATION IN THE US UNEMPLOYMENT RATE 0 0 0 113 3 8 11 280
NON-LINEARITIES AND FRACTIONAL INTEGRATION IN THE US UNEMPLOYMENT RATE 0 0 0 59 3 4 5 292
NON-LINEARITIES AND FRACTIONAL INTEGRATION IN THE US UNEMPLOYMENT RATE 0 0 0 82 2 7 9 272
Nominal and Real Wages in the UK, 1750 - 2015: Mean Reversion, Persistence and Structural Breaks 0 0 0 30 3 9 9 26
Non-Linearities and Fractional Integration in the US Unemployment Rate 0 0 0 4 7 12 15 42
Non-Linearities and Persistence in US Long-Run Interest Rates 0 0 0 17 4 6 7 30
Non-Linearities, Cyber Attacks and Cryptocurrencies 0 0 0 38 2 5 9 103
Non-linearities and fractional integration in the US unemployment rate 0 0 0 27 1 5 7 173
Nonlinearities and Asymmetric Adjustment to PPP in an Exchange Rate Model with Inflation Expectations 0 0 0 22 2 5 8 47
Nonlinearities and fractional integration in the US unemployment rate 0 0 0 36 2 4 5 148
Nonlinearities in the Exchange Rate Pass-Through: The Role of Inflation Expectations 0 0 0 28 3 12 12 33
ON THE TRADE BALANCE EFFECTS OF FREE TRADE AGREEMENTS BETWEEN THE EU-15 AND THE CEEC-4 COUNTRIES 0 0 0 89 0 2 4 259
Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach 0 0 0 32 3 5 6 114
Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach 0 0 0 52 1 2 4 133
Oil Prices, Exchange Rates and Sectoral Stock Returns in the BRICS-T Countries: A Time-Varying Approach 0 0 0 7 5 6 8 26
On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries 0 0 0 209 5 8 9 961
On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries 0 0 0 0 7 8 18 66
On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries 0 0 0 142 6 10 13 446
On the Frequency of Price Overreactions 0 0 0 8 9 12 13 49
On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010 0 0 1 34 1 3 5 181
On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010 0 0 0 30 3 6 8 132
On the Persistence of UK Inflation: A Long-Range Dependence Approach 0 0 0 47 5 7 7 73
On the Persistence of UK Inflation: A Long-Range Dependence Approach 0 0 0 72 4 6 8 130
On the Trade Balance Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries 0 0 0 0 2 4 5 29
On the Trade Balance Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries 0 0 0 0 1 1 2 32
On the preferences of CoCo bond buyers and sellers 0 0 0 26 4 5 7 146
PANEL DATA TESTS OF PPP: A CRITICAL OVERVIEW 0 0 0 80 3 5 6 271
PANEL DATA TESTS OF PPP: A CRITICAL OVERVIEW 0 0 0 152 3 7 8 293
POLLUTION ABATEMENT AND CONTROL EXPENDITURE IN ROMANIA: A MULTILEVEL ANALYSIS 0 0 0 37 6 8 9 173
Panel Data Tests of PPP. A Critical Overview 0 0 0 356 2 4 4 1,093
Parameter Instability and Forecasting Performance. A Monte Carlo Study 0 0 0 65 5 7 9 310
Particulate Matter 10 (PM10): Persistence and Trends in Eight European Capitals 0 0 0 15 2 5 9 41
Persistence and Cycles in US Hours Worked 0 0 0 10 2 4 4 72
Persistence and Cycles in US Hours Worked 0 0 0 21 1 3 3 70
Persistence and Cycles in the US Federal Funds Rate 0 0 0 48 4 7 9 66
Persistence and Cycles in the US Federal Funds Rate 0 0 0 15 4 7 8 91
Persistence and Cyclical Dependence in the Monthly Euribor Rate 0 0 0 18 2 2 4 135
Persistence and Cyclical Dependence in the Monthly Euribor Rate 0 0 0 21 0 2 5 106
Persistence and Long Memory in Monetary Policy Spreads 0 0 0 25 3 4 4 36
Persistence and Nonlinearities in the US Federal Funds Rate 0 0 7 7 6 10 14 14
Persistence and Seasonality in the US Industrial Production Index 0 0 2 3 1 4 11 12
Persistence in ESG and Conventional Stock Market Indices 0 0 0 18 5 6 10 45
Persistence in High Frequency Financial Data 0 0 1 14 3 6 7 25
Persistence in Real GDP: Evidence from Europe and the US 0 0 22 22 1 3 19 19
Persistence in Stock Returns: Robotics and AI ETFs Versus Other Assets 0 0 10 10 1 6 14 14
Persistence in Tax Revenues: Evidence from Some OECD Countries 0 0 0 20 2 4 5 21
Persistence in UK Historical Data on Life Expectancy 0 0 0 28 2 9 12 29
Persistence in Youth Unemployment 0 0 0 83 4 9 12 175
Persistence in Youth Unemployment 0 0 0 38 2 4 5 124
Persistence in the Cryptocurrency Market 0 0 1 53 10 19 31 270
Persistence in the Cryptocurrency Market 0 1 2 44 3 9 13 179
Persistence in the Market Risk Premium: Evidence across Countries 0 0 0 26 3 7 8 58
Persistence in the Passion Investment Market 0 0 0 4 3 7 11 22
Persistence in the Private Debt-to-GDP Ratio: Evidence from 43 OECD Countries 0 0 0 7 7 10 10 27
Persistence in the Realized Betas: Some Evidence for the Spanish Stock Market 0 0 0 29 2 7 14 66
Persistence in the Russian Stock Market Volatility Indices 0 0 0 28 2 5 5 60
Persistence of the Sovereign Debt Components and Debt Sustainability: Some Evidence for the US and Europe 0 0 0 3 2 4 7 17
Persistence, non-linearities and structural breaks in European stock market indices 0 0 0 24 3 6 9 52
Polar Amplification: A Fractional Integration Analysis 0 0 0 5 2 4 6 18
Political Tension and Stock Markets in the Arabian Peninsula 0 0 0 15 4 7 11 58
Pollution Abatement and Control Expenditure in Romania: A Multilevel Analysis 0 0 0 32 5 7 7 193
Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System 0 0 0 20 7 11 14 171
Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System 0 0 0 26 8 9 14 179
Price Formation on the EuroMTS Platform 0 0 0 24 2 4 8 129
Price Formation on the EuroMTS Platform 0 0 0 17 5 7 7 134
Price Overreactions in the Cryptocurrency Market 0 0 0 42 2 4 8 154
Price Overreactions in the Cryptocurrency Market 1 1 3 73 5 11 20 376
Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence 0 0 1 30 4 6 8 66
Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market 0 0 0 67 4 6 6 307
Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market 0 0 0 12 1 2 5 113
Rating Assignments: Lessons from International Banks 0 0 0 54 6 6 7 408
Rating Assignments: Lessons from International Banks 0 0 0 72 6 8 9 238
Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal 0 0 0 26 1 3 5 132
Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal 0 0 0 27 3 6 6 101
Remittances in Latin America: Trends and Persistence 0 0 4 15 2 8 19 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 1 634 15 23 34 2,805
Selectivity, Market Timing and the Morningstar Star-Rating System 0 0 0 51 4 12 13 320
Selectivity, Market Timing and the Morningstar Star-Rating System 0 0 0 68 2 3 5 320
Seven Pitfalls of Technical Analysis 0 2 3 49 1 6 11 49
Shadow Rates as a Measure of the Monetary Policy Stance: Some International Evidence 0 1 2 23 3 6 11 33
Shipping Cost Uncertainty, Endogenous Regime Switching and the Global Drivers of Inflation 0 0 0 6 4 7 10 21
Short-Term Price Overreaction: Identification, Testing, Exploitation 0 0 0 25 2 5 11 112
Short-Term Price Overreactions: Identification, Testing, Exploitation 0 0 0 18 2 3 3 71
Small and Medium Sized European Firms and Energy Efficiency Measures: A Probit Analysis 1 1 1 63 3 6 9 25
Sources of Real Exchange Rate Volatility and International Financial Integration: A Dynamic GMM Panel Approach 0 0 0 82 13 15 16 378
Spillovers between Food and Energy Prices and Structural Breaks 0 0 0 12 3 6 7 70
Spillovers between Food and Energy Prices and Structural Breaks 0 0 0 14 4 6 10 71
Spillovers between food and energy prices and structural breaks 0 0 0 31 5 9 9 96
Stock Market Integration between three CEECs, Russia and the UK 0 0 0 69 2 3 3 269
Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests 0 0 0 19 3 7 9 238
Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests 0 0 0 8 4 5 6 42
Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approach 0 1 1 66 4 7 10 188
Style consistency and mutual fund returns: the case of Russia 0 0 0 23 4 6 15 69
TESTING FOR CONTAGION: A CONDITIONAL CORRELATION ANALYSIS 0 0 1 707 5 8 12 2,002
TESTING FOR DETERMINISTIC AND STOCHASTIC CYCLES IN MACROECONOMIC TIME SERIES 0 0 0 131 2 3 5 221
TESTING FOR FINANCIAL CONTAGION BETWEEN DEVELOPED AND EMERGING MARKETS DURING THE 1997 EAST ASIAN CRISIS 0 0 0 207 2 3 8 460
TESTING FOR UNIT AND FRACTIONAL ORDERS OF INTEGRATION IN THE TREND AND SEASONAL COMPONENTS OF US MONETARY AGGREGATES 0 0 1 26 4 7 9 127
TESTING OF NONSTATIONARITIES IN THE UNIT CIRCLE,LONG MEMORY PROCESSES AND DAY OF THE WEEK EFFECTS IN FINANCIAL DATA 0 0 0 144 4 5 6 654
TESTING OF NONSTATIONARITIES IN THE UNIT CIRCLE,LONG MEMORY PROCESSES AND DAY OF THE WEEK EFFECTS IN FINANCIAL DATA 0 0 0 17 0 6 6 151
THE ASYMMETRIC EFFECTS OF A COMMON MONETARY POLICY IN EUROPE 0 0 2 188 4 8 10 486
THE BDS TEST AS A TEST FOR THE ADEQUACY OF A GARCH(1,1) SPECIFICATION: A MONTE CARLO STUDY 0 0 0 40 4 5 7 233
THE BDS TEST AS A TEST FOR THE ADEQUACY OF A GARCH(1,1) SPECIFICATION: A MONTE CARLO STUDY 0 0 0 113 5 6 6 329
THE EURO AND INFLATION UNCERTAINTY IN THE EUROPEAN MONETARY UNION 0 0 0 92 1 3 3 315
THE STOCHASTIC UNIT ROOT MODEL AND FRACTIONAL INTEGRATION: AN EXTENSION TO THE SEASONAL CASE 0 0 0 141 2 6 6 357
THE STOCHASTIC UNIT ROOT MODEL AND FRACTIONAL INTEGRATION: AN EXTENSION TO THE SEASONAL CASE 0 0 0 94 2 2 2 305
TRADE INTENSITY AND OUTPUT SYNCHRONISATION: ON THE ENDOGENEITY PROPERTIES OF EMU 0 0 0 21 6 12 14 68
TRADE SPECIALISATION AND ECONOMIC CONVERGENCE: EVIDENCE FROM TWO EASTERN EUROPEAN COUNTRIES 0 0 0 33 3 4 5 182
Tail Connectedness Between Robotics and AI ETFs and Traditional Us Assets Under Different Market Conditions: A Quantile Var Approach 0 0 4 4 4 10 17 17
Testing Stock Market Convergence: A Non-linear Factor Approach 0 0 0 8 3 4 5 68
Testing Unemployment Theories: A Multivariate Long Memory Approach 0 0 0 50 5 9 10 99
Testing Unemployment Theories: A Multivariate Long Memory Approach 0 0 1 32 3 5 6 89
Testing for Convergence in Stock Markets: A Non-Linear Factor Approach 0 0 0 71 2 5 6 280
Testing for Convergence in Stock Markets: A Non-linear Factor Approach 0 0 0 35 3 6 7 93
Testing for Financial Contagion between Developed and Emerging Markets during the 1997 East Asian Crisis 0 0 0 25 3 10 13 113
Testing for Persistence in German Green and Brown Stock Market Indices 0 0 0 5 1 3 5 9
Testing for Persistence in Real House Prices in 47 Countries from the OECD Database 0 1 4 4 2 6 17 17
Testing for UIP: Nonlinearities, Monetary Announcements and Interest Rate Expectations 0 0 1 35 3 6 9 33
Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques 0 0 0 11 5 8 10 35
Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques 0 0 0 23 6 8 10 44
Testing the Marshall-Lerner Condition in Kenya 0 0 1 108 2 3 7 351
Testing the Marshall-Lerner condition in Kenya 0 0 0 9 3 4 8 70
The Asymmetric Impact of Economic Policy and Oil Price Uncertainty on Inflation: Evidence from Developed and Emerging Economies 1 1 2 25 2 14 19 41
The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification. A Monte Carlo Study 0 1 2 353 8 18 34 1,589
The Bank Lending Channel in a Dual Banking System: Evidence from Malaysia 0 0 2 55 2 6 17 200
The Bank Lending Channel in a Dual Banking System: Evidence from Malaysia 0 0 0 56 4 10 13 121
The Banking System in Bulgaria 0 0 0 0 1 4 4 36
The COVID-19 Shock and Spanish Hotel Activity 0 1 3 3 2 8 14 14
The Covid-19 Pandemic and European Trade Flows: Evidence from a Dynamic Panel Model 0 0 0 19 2 8 14 38
The Covid-19 Pandemic and European Trade Patterns: A Sectoral Analysis 0 0 0 12 1 2 4 13
The Covid-19 Pandemic and the Degree of Persistence of US Stock Prices and Bond Yields 0 0 1 21 2 9 12 56
The Covid-19 Pandemic, Policy Responses and Stock Markets in the G20 0 0 0 23 4 8 13 53
The Day of the Week Effect in the Crypto Currency Market 0 0 2 42 4 9 19 150
The Day of the Week Effect in the Crypto Currency Market 0 1 1 169 38 92 107 1,034
The Direct and Indirect Effects of Financial Development on International Trade: Evidence from the CEEC-6 0 0 0 21 5 8 10 71
The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks 0 0 0 15 1 4 8 158
The EMBI in Latin America: Fractional Integration, Non-linearities and Breaks 0 0 0 35 10 21 26 119
The Effects of Physical and Transition Climate Risk on Stock Markets: Some Multi-Country Evidence 1 1 2 7 12 19 24 33
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 5 6 12 45
The Euro Changeover and Price Adjustments in Italy 0 1 1 38 1 6 6 98
The Euro Changeover and Price Adjustments in Italy 0 0 0 17 3 4 5 98
The Euro and Inflation Uncertainty in the European Monetary Union 0 0 0 133 3 4 5 441
The Euro and Inflation Uncertainty in the European Monetary Union 0 0 0 21 4 6 7 137
The Frequency of One-Day Abnormal Returns and Price Fluctuations in the FOREX 0 0 0 20 6 8 10 58
The Impact of Business and Political News on the GCC Stock Markets 0 0 0 46 4 7 10 105
The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic 0 0 0 18 0 5 12 63
The Impact of the Covid-19 Pandemic on Persistence in the European Stock Markets 0 0 0 25 1 2 3 32
The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model 0 0 0 37 1 2 3 97
The Performance of Banks in the MENA Region During the Global Financial Crisis 0 0 0 7 3 7 10 67
The Performance of Banks in the MENA Region during the Global Financial Crisis 0 0 0 53 3 7 9 140
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 6 179
The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis 0 0 0 17 6 9 12 110
The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis 0 0 0 19 2 4 7 89
The Relationship between Prices and Output in the UK and the US 0 0 0 18 1 4 6 45
The Short-Run and Long-Run Effects of Trade Openness on Financial Development: Some Panel Evidence for Europe 0 0 0 12 3 6 6 33
The Weekend Effect: A Trading Robot and Fractional Integration Analysis 0 0 0 32 2 10 12 99
The Weekend Effect: A Trading Robot and Fractional Integration Analysis 0 0 0 32 5 7 9 158
The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market? 0 0 0 21 2 5 7 113
The Weekly Structure of US Stock Prices 0 0 0 34 7 8 10 62
The Weekly Structure of US Stock Prices 0 0 0 7 3 5 7 60
Time-Varying Parameters in Monetary Policy Rules: A GMM Approach 0 1 1 33 2 12 15 38
Time-Varying Spot and Futures Oil Price Dynamics 0 0 1 68 6 11 21 246
Time-Varying Spot and Futures Oil Price Dynamics 0 0 0 50 3 5 7 209
Time-varying spot and futures oil price dynamics 0 0 0 64 15 18 19 175
Tourism Persistence in the Southeastern European Countries: The Impact of Covid-19 0 0 0 20 3 4 6 20
Trade Flows and Trade Specialisation: The Case of China 0 0 0 58 5 7 9 187
Trade Flows and Trade Specialisation: The Case of China 0 0 0 32 2 6 10 173
Trade Flows, Private Credit and the Covid-19-Pandemic: Panel Evidence from 35 OECD Countries 0 0 0 21 6 8 11 33
Trade Intensity and Output Synchronisation: On the Endogeneity Properties of EMU 0 0 0 18 8 11 13 82
Trade Intensity and Output Synchronisation: On the Endogeneity Properties of EMU 0 0 0 40 2 5 6 95
Trade Specialisation and Economic Convergence: Evidence from Two Eastern European Countries 0 0 1 147 4 5 8 404
Trade Specialisation and Economic Convergence: Evidence from two Eastern European Countries 0 0 0 39 3 5 7 145
Trade flows and trade specialisation: the case of China 0 0 0 37 2 5 8 74
Travel Shocks to the Chinese Economy: A Fractional Integration Approach 0 1 7 7 2 7 14 14
Trends and Cycles in Macro Series: The Case of US Real GDP 0 0 0 41 3 7 8 60
Trends and Cycles in Macro Series: The Case of US Real GDP 0 0 0 62 7 11 12 95
Trends and Persistence in the Greenland Ice Sheet Mass 0 0 0 2 2 2 4 8
Trends and Persistence in the Number of Hot Days: Some Multi-Country Evidence 0 0 11 11 1 2 13 13
Trends in the Sea Ice and Snow Cover Extent: A Fractional Integration Analysis 0 0 1 6 2 5 11 13
US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis 0 0 0 49 0 1 3 238
US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis 0 0 0 53 2 5 5 400
US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis 0 0 0 4 3 6 6 54
US House Prices by Census Division: Persistence, Trends and Structural Breaks 0 0 0 8 2 4 11 35
US Municipal Green Bonds and Financial Integration 0 0 0 53 3 6 7 23
US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach 0 0 0 101 3 3 4 27
US Sea Level Data: Time Trends and Persistence 0 0 0 17 2 5 7 41
Unemployment Persistence in Europe: Evidence from the 27 EU Countries 0 0 0 30 3 6 9 43
Unemployment and input prices: A fractional cointegration approach 0 0 0 24 4 7 10 144
Using Chebyshev Polynomials to Approximate Partial Differential Equations 0 0 0 214 4 8 11 883
VALUING AMERICAN PUT OPTIONS USING CHEBYSHEV POLYNOMIAL APPROXIMATION 0 0 0 159 4 8 8 417
VALUING AMERICAN PUT OPTIONS USING CHEBYSHEV POLYNOMIAL APPROXIMATION 0 0 0 213 4 4 5 711
Volatility Spillovers and Contagion from Mature to Emerging Stock Markets 0 0 0 105 1 1 4 320
Volatility Spillovers and Contagion from Mature to Emerging Stock Markets 0 0 0 146 4 6 7 359
Volatility Spillovers and Contagion from Mature to Emerging Stock Markets 0 0 0 100 2 7 11 506
Volatility forecasts for the RTS stock index: option-implied volatility versus alternative methods 0 0 0 30 2 2 5 73
Volatility spillovers and contagion from mature and emerging stock markets 0 0 0 5 2 3 6 39
Volatility spillovers and contagion from mature to emerging stock markets 0 2 3 127 5 10 14 623
Witching Days and Abnormal Profits in the US Stock Market 0 0 0 18 2 4 5 21
Youth Unemployment in Europe: Persistence and Macroeconomic Determinants 0 0 0 177 3 6 9 404
Total Working Papers 18 71 309 22,105 1,731 3,239 4,540 76,649
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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 5 8 10
A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates 0 0 0 71 2 5 7 275
ARE THE BALTIC COUNTRIES READY TO ADOPT THE EURO? A GENERALIZED PURCHASING POWER PARITY APPROACH 0 0 0 14 2 2 3 63
Abnormal returns and stock price movements: some evidence from developed and emerging markets 0 0 0 0 3 4 6 6
Aggregate insider trading and stock market volatility in the UK 0 0 2 3 2 4 10 23
Analysing the determinants of insolvency risk for general insurance firms in the UK 0 0 2 19 4 11 19 134
Analysing the relationship between CO2 emissions and GDP in China: a fractional integration and cointegration approach 0 0 0 2 5 7 14 27
Are PPP tests erratically behaved? Some panel evidence 0 0 0 14 3 4 6 42
Asset prices and output growth volatility: the effects of financial crises 0 2 2 92 3 7 7 235
Asymmetries, uncertainty and inflation: evidence from developed and emerging economies 1 1 3 4 2 10 17 28
BASQUE TERRORISM: POLICE ACTION, POLITICAL MEASURES AND THE INFLUENCE OF VIOLENCE ON THE STOCK MARKET IN THE BASQUE COUNTRY 0 1 1 34 4 6 9 151
Bank lending procyclicality and credit quality during financial crises 1 1 2 34 4 4 15 148
Bitcoin fluctuations and the frequency of price overreactions 0 0 0 10 4 6 16 79
Black Market and Official Exchange Rates: Long‐run Equilibrium and Short‐run Dynamics 0 0 0 51 3 5 5 220
Bond Markets and Macroeconomic Performance 0 0 0 53 3 4 6 195
Brexit and Uncertainty in Financial Markets 0 0 1 27 4 5 8 107
Business cycles, international trade and capital flows: evidence from Latin America 0 2 2 19 2 6 8 75
Calendar anomalies in the Russian stock market 0 0 0 17 0 2 7 76
Can the Consumption–Wealth Ratio Predict Housing Returns? Evidence from OECD Countries 0 0 0 7 3 3 3 25
Causality Links between Consumer and Producer Prices: Some Empirical Evidence 0 1 6 26 0 2 16 39
Central bank policy rates: Are they cointegrated? 0 0 0 2 0 2 2 38
Central bank policy rates: Are they cointegrated? 0 0 0 1 2 4 6 35
Cointegration and predictability of asset prices1 0 0 1 47 4 6 7 125
Cointegration tests of PPP: do they also exhibit erratic behaviour? 0 0 0 20 5 6 8 79
Common features and output fluctuations in the United Kingdom 0 0 0 5 5 7 12 72
Common stochastic trends and inflation convergence in the EMS 0 0 0 17 3 5 6 75
Competitive devaluations in commodity†based economies: Colombia and the Pacific Alliance Group 0 0 0 3 2 3 4 17
Conditional Leptokurtosis and Non-Linear Dependence in Exchange Rate Returns 0 0 0 14 1 3 3 65
Connectedness between fossil and renewable energy stock indices: The impact of the COP policies 0 0 2 4 2 6 12 20
Consumption, wealth, stock and housing returns: Evidence from emerging markets 0 0 2 13 4 8 12 102
Coordination and price shocks: an empirical analysis 0 0 0 19 2 3 5 81
Cross-border portfolio flows and news media coverage 0 0 2 4 4 5 10 29
Cyber-attacks, spillovers and contagion in the cryptocurrency markets 0 0 2 7 2 3 9 46
Daily abnormal price changes and trading strategies in the FOREX 0 0 4 17 5 6 13 74
Does Inflation Targeting Affect the Trade–off Between Output Gap and Inflation Variability? 0 0 0 6 2 4 7 29
Domestic and external factors in interest rate determination 0 0 0 40 0 8 13 194
Dynamic Factor Models and Fractional Integration—With an Application to US Real Economic Activity 0 0 1 1 1 3 8 13
EU Banks Rating Assignments: Is There Heterogeneity between New and Old Member Countries? 0 0 0 0 4 4 5 58
Economic policy uncertainty: Persistence and cross-country linkages 0 0 0 7 4 16 27 76
Efficiency evaluation of Greek equity funds 0 0 0 17 3 8 9 105
Efficient Estimation Of Cointegrating Vectors and Testing for Causality in Vector Autoregressions 0 0 1 113 0 2 10 264
Endogenous Growth Models and Stock Market Development: Evidence from Four Countries 0 0 1 142 4 8 12 376
Environmental Regulation and Competitiveness: Evidence from Romania 0 0 1 37 4 14 22 229
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 1 2 5 34
Estimating Income and Price Elasticities of Trade in a Cointegration Framework 0 0 0 0 4 5 9 477
Estimating persistence in the volatility of asset returns with signal plus noise models 0 0 0 0 0 3 5 52
Estimation of conditional asset pricing models with integrated variables in the beta specification 0 0 0 4 4 5 6 31
Estimator Choice and Fisher's Paradox: A Monte Carlo Study 0 0 0 49 2 3 6 262
European free trade agreements and trade balance: Evidence from four new European Union members 0 0 0 37 3 4 5 130
Evaluating the Gains to Cooperation in the G-3 0 0 0 8 5 8 9 63
Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB 0 0 1 8 2 4 9 70
Exchange rate parities and Taylor rule deviations 0 0 0 3 5 7 12 23
Exchange rate uncertainty and international portfolio flows: A multivariate GARCH-in-mean approach 0 0 0 56 4 5 12 197
Exchange rates and macro news in emerging markets 0 0 1 7 3 7 11 32
Exogeneity and measurement of persistence 0 0 0 21 0 0 1 113
Exogenous shocks and time-varying price persistence in the EU27 0 0 0 0 2 4 6 7
Exponential Time Trends in a Fractional Integration Model 0 0 0 2 0 3 3 7
FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS 0 0 0 22 3 4 7 130
Feedbacks between mutual fund flows and security returns: evidence from the Greek capital market 0 0 0 58 1 2 5 227
Financial Development and Economic Growth: Evidence from 10 New European Union Members 0 0 2 49 2 4 7 135
Financial Integration in the GCC Region: Market Size Versus National Effects 0 0 0 0 2 6 7 27
Financial contagion: evolutionary optimization of a multinational agent‐based model 0 0 0 3 5 6 7 14
Fiscal Consolidation: An Exercise in the Methodology of Coordination 0 0 0 0 1 1 2 38
Fiscal Solvency in Europe: Budget Deficits and Government Debt under European Monetary Union 0 0 0 1 0 0 0 20
Fiscal Solvency in Europe: Budget Deficits and Government Debt under European Monetary Union 0 0 0 0 1 2 4 7
Fiscal shocks and real exchange rate dynamics: Some evidence for Latin America 0 0 0 53 5 7 9 224
Fiscal spillovers in the Euro area 0 0 0 46 3 7 11 163
Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts 0 0 0 1 5 8 11 14
Forecasting the Spanish Stock Market Returns with Fractional and Non-Fractional Models 0 0 0 1 1 2 3 8
Fractional Integration and the Persistence of UK Inflation, 1210–2016 0 0 0 3 3 6 8 27
Fractional cointegration and real exchange rates 0 1 1 3 2 4 4 11
Fractional cointegration and real exchange rates 0 0 1 27 8 13 14 117
Fractional cointegration and tests of present value models 0 0 0 0 4 5 5 8
Fractional cointegration and tests of present value models 0 0 0 62 6 8 11 145
Fractional cointegration in US term spreads 0 0 0 3 2 4 4 51
Fractional integration and cointegration in US financial time series data 0 0 0 11 0 3 4 49
Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries 0 0 0 13 1 2 4 53
Fractional integration and mean reversion in stock prices 0 0 1 88 2 5 12 221
Functional shocks to inflation expectations and real interest rates and their macroeconomic effects 0 0 0 0 4 8 12 12
Gender, style diversity, and their effect on fund performance 0 0 1 24 3 4 8 138
Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets 0 0 0 14 5 7 8 45
Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis 0 0 1 53 1 3 9 188
Global and regional stock market integration in Asia: A panel convergence approach 0 0 2 7 4 7 16 112
Gold and oil prices: abnormal returns, momentum and contrarian effects 0 0 1 7 5 14 22 34
Gold and silver as safe havens: A fractional integration and cointegration analysis 0 0 3 3 6 7 10 10
HOW DO FISCAL CONSOLIDATION AND FISCAL STIMULI IMPACT ON THE SYNCHRONIZATION OF BUSINESS CYCLES? 0 0 0 9 3 5 7 36
Herding behaviour in extreme market conditions: the case of the Athens Stock Exchange 0 1 4 141 5 16 35 574
High and low prices and the range in the European stock markets: A long-memory approach 0 0 1 4 5 8 9 23
How has the global financial crisis affected syndicated loan terms in emerging markets? Evidence from China 0 0 0 2 6 7 7 44
IGARCH models and structural breaks 0 0 2 354 5 9 15 1,004
Improving Environmental Performance: A Challenge for Romania 0 0 0 9 6 7 10 55
Income and happiness across Europe: Do reference values matter? 0 0 1 145 4 5 8 537
Infant mortality rates: time trends and fractional integration 0 0 0 7 2 3 4 42
Inflation and inflation uncertainty in the euro area 0 0 0 43 6 10 15 196
Inflation convergence in the EMS: Some additional evidence. A reply 0 0 0 2 4 6 8 49
Inflation in the G7 countries: persistence and structural breaks 0 1 3 8 2 14 20 47
Inflation persistence in Europe: The effects of the Covid-19 pandemic and of the Russia-Ukraine war 0 1 4 4 5 22 32 37
Interest Rate Dynamics in Kenya: Commercial Banks' Rates and the 91‐Day Treasury Bill Rate 0 0 0 1 1 4 6 33
Interest rate convergence, capital controls, risk premia and foreign exchange market efficiency in the EMS 0 0 0 34 2 3 5 128
Interest rate linkages within the European Monetary System: an alternative interpretation 0 0 0 16 3 4 4 87
Interest rate linkages: a Kalman filter approach to detecting structural change 0 0 1 166 7 11 15 368
Interest rate linkages: identifying structural relations 0 0 0 58 1 3 7 226
International Linkages in Short- and Long-Term Interest Rates 0 0 0 30 2 4 6 185
International capital markets structure, preferences and puzzles: A “US–China World” 0 0 0 9 6 9 10 129
International financial integration and real exchange rate long-run dynamics in emerging countries: Some panel evidence 0 0 0 11 0 3 5 88
International financial integration, economic growth and threshold effects: some panel evidence for Europe 0 1 1 1 5 10 10 10
International portfolio flows and exchange rate volatility in emerging Asian markets 2 3 9 17 6 11 35 107
Intraday Anomalies and Market Efficiency: A Trading Robot Analysis 0 0 1 6 1 4 8 69
Introduction 0 0 0 0 2 2 3 26
Investors' trading behaviour and stock market volatility during crisis periods: A dual long‐memory model for the Korean Stock Exchange 0 0 0 2 4 5 6 20
Irreducibility and Structural Cointegrating Relations: An Application to the G-7 Long-Term Interest Rates 0 0 0 58 0 3 7 241
Is Europe an Optimum Currency Area? Business Cyc1es in the EU 0 0 0 0 4 9 10 67
Is Europe an optimum currency area? 0 0 0 8 2 4 6 27
Is Europe an optimum currency area?∗ 0 0 0 1 2 2 2 5
Is market fear persistent? A long-memory analysis 0 0 0 2 2 6 7 45
Islamic banking, credit, and economic growth: Some empirical evidence 0 1 2 8 2 5 8 51
LIQUIDITY RISK, CREDIT RISK AND THE OVERNIGHT INTEREST RATE SPREAD: A STOCHASTIC VOLATILITY MODELLING APPROACH 0 0 0 11 3 5 7 51
Learning about monetary union: An analysis of bounded rational learning in European labor markets 0 0 0 13 2 4 5 70
Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach 0 0 0 6 3 7 9 41
Loan loss provisions and macroeconomic shocks: Some empirical evidence for italian banks during the crisis 0 1 2 21 0 5 11 92
Local banking and local economic growth in Italy: some panel evidence 0 1 1 8 0 2 7 35
Long Memory and Volatility Dynamics in the US Dollar Exchange Rate 0 0 0 7 4 5 6 59
Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour 0 0 0 0 2 2 6 73
Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour 0 0 0 4 6 7 7 46
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate 0 0 0 5 3 4 4 53
Long memory and structural breaks in hyperinflation countries 0 0 0 15 1 2 3 103
Long memory at the long run and at the cyclical frequencies: modelling real wages in England, 1260–1994 0 0 0 10 5 6 9 94
Long memory at the long-run and the seasonal monthly frequencies in the US money stock 0 0 0 4 2 7 8 64
Long memory in US real output per capita 0 0 0 8 3 7 7 56
Long range dependence in daily stock returns 0 0 0 35 2 3 6 201
Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis 0 0 0 0 3 6 9 9
Long-Run Trends and Cycles in US House Prices 0 0 0 0 6 7 7 7
Long-term interest rates in Europe: A fractional cointegration analysis 0 0 1 3 6 10 12 29
Long-term nominal interest rates and domestic fundamentals 0 0 2 213 2 5 11 518
Long-term price overreactions: are markets inefficient? 0 0 0 2 3 3 4 34
Long‐Run and Cyclical Dynamics in the US Stock Market 0 0 0 4 2 5 5 42
Long‐term nominal interest rates and domestic fundamentals 0 0 0 1 7 11 13 25
Macro News and Commodity Returns 0 0 1 9 7 10 14 45
Macro news and bond yield spreads in the euro area 0 0 1 9 1 4 7 36
Macro news and exchange rates in the BRICS 0 0 0 18 0 1 5 69
Macro news and stock returns in the Euro area: A VAR-GARCH-in-mean analysis 0 0 0 8 4 6 8 71
Macro‐financial linkages in the high‐frequency domain: Economic fundamentals and the Covid‐induced uncertainty channel in US and UK financial markets 0 1 1 1 2 4 6 7
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 2 4 7 82
Modeling persistence and non-linearities in the US treasury 10-year bond yields 0 0 1 5 4 8 16 24
Modelling African inflation rates: nonlinear deterministic terms and long-range dependence 0 0 1 27 1 3 4 81
Modelling East Asian exchange rates: a Markov-switching approach 0 0 0 89 5 5 8 238
Modelling Economic Policy Responses with an Application to the G3 0 0 0 0 4 4 5 20
Modelling Loans to Non-Financial Corporations in the Eurozone: A Long-Memory Approach 0 0 2 3 2 3 6 8
Modelling long-run trends and cycles in financial time series data 0 0 0 22 6 6 7 78
Modelling profitability of private equity: A fractional integration approach 0 0 0 2 3 5 10 20
Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks 0 0 0 30 3 4 6 197
Modelling the sterling-deutschmark exchange rate: Non-linear dependence and thick tails 0 0 1 21 2 3 7 201
Modelling volatility of cryptocurrencies using Markov-Switching GARCH models 1 1 3 26 8 11 35 209
Momentum effects in the cryptocurrency market after one-day abnormal returns 1 1 1 20 3 5 12 88
Monetary Policy and Financial Liberalization: The Case of United Kingdom Consumption 0 0 0 97 3 6 7 239
Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity 1 1 3 134 4 5 12 377
Monetary policy rules in emerging countries: Is there an augmented nonlinear taylor rule? 0 3 5 85 8 25 46 365
Money, Credit and Spending: Drawing Causal Inferences 0 0 2 7 0 1 4 11
Multi-Factor Gegenbauer Processes and European Inflation Rates 0 0 0 0 4 4 6 40
Multiple cyclical fractional structures in financial time series 0 0 0 4 1 8 8 38
Multiple shifts and fractional integration in the US and UK unemployment rates 0 0 0 19 2 3 3 71
Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks 0 0 0 1 4 6 8 13
Nominal exchange rate regimes and the stochastic behavior of real variables 0 0 1 38 1 3 5 120
Non-linearities and persistence in US long-run interest rates 0 0 0 1 0 2 5 9
Non-linearities, cyber attacks and cryptocurrencies 0 0 0 10 5 9 10 76
Non-normality, heteroscedasticity and recursive unit root tests of PPP: solving the PPP puzzle? 0 0 0 37 1 2 5 123
Nonlinearities and Fractional Integration in the US Unemployment Rate* 0 0 0 38 3 13 13 157
Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations 0 0 0 0 2 5 11 15
Nonlinearities in the exchange rate pass-through: The role of inflation expectations 0 0 5 14 14 20 35 64
Oil price uncertainty and sectoral stock returns in China: A time-varying approach 0 0 0 20 3 7 11 117
Oil prices and sectoral stock returns in the BRICS-T countries: A time-varying approach 0 0 1 3 2 4 9 19
On stock price overreactions: frequency, seasonality and information content 0 0 0 1 3 5 5 10
On the bilateral trade effects of free trade agreements between the EU-15 and the CEEC-4 countries 0 0 0 75 3 5 10 316
On the bilateral trade effects of free trade agreements between the EU-15 and the CEEC-4 countries 0 0 0 33 5 6 8 217
On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010 0 1 1 78 5 7 19 259
On the persistence of UK inflation: A long‐range dependence approach 0 0 0 0 10 15 17 26
On the preferences of CoCo bond buyers and sellers 0 0 0 2 1 4 5 17
Panel data tests of PPP: a critical overview 0 0 0 50 1 4 8 181
Parameter instability and forecasting performance: a Monte Carlo study 0 0 0 8 4 7 7 48
Parameter instability, superexogeneity, and the monetary model of the exchange rate 0 0 0 4 3 7 9 55
Persistence and cycles in US hours worked 0 0 0 4 1 2 5 51
Persistence and cycles in the us federal funds rate 0 0 0 4 3 5 9 55
Persistence and cyclical dependence in the monthly euribor rate 0 0 0 9 4 6 8 76
Persistence and long memory in monetary policy spreads 0 1 1 1 5 11 15 17
Persistence in ESG and conventional stock market indices 0 0 1 7 8 11 18 45
Persistence in Tax Revenues: Evidence from Some OECD Countries 1 1 1 1 2 3 5 5
Persistence in UK Historical Data on Life Expectancy 0 0 0 0 1 4 4 7
Persistence in US real personal consumption expenditure: durable versus non-durable goods 0 0 8 8 2 4 16 16
Persistence in high frequency financial data: the case of the EuroStoxx 50 futures prices 0 0 0 0 3 7 9 23
Persistence in macroeconomic time series: Is it a model invariant property? 0 0 0 41 5 7 13 276
Persistence in real GDP: Evidence from Europe and the US 0 2 3 3 8 17 19 19
Persistence in real variables under alternative exchange rate regimes: Some multi-country evidence 0 0 0 13 4 5 6 70
Persistence in the Realized Betas: Some Evidence from the Stock Market 0 0 0 0 5 8 11 13
Persistence in the cryptocurrency market 0 0 4 34 4 5 24 185
Persistence in the market risk premium: evidence across countries 0 0 1 7 3 3 4 23
Persistence in the private debt-t -GDP ratio: evidence from 43 OECD countries 0 0 0 3 6 8 9 20
Persistence, non-linearities and structural breaks in European stock market indices 0 0 0 0 0 2 3 16
Political tension and stock markets in the Arabian Peninsula 0 0 1 3 3 3 6 24
Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system 0 0 0 85 3 8 12 366
Price formation on the EuroMTS platform 0 0 0 7 1 3 4 66
Price overreactions in the cryptocurrency market 0 0 1 10 7 13 17 49
Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence 0 0 0 6 3 3 8 31
Quoted spreads and trade imbalance dynamics in the European Treasury bond market 0 0 0 9 3 3 4 102
REAL EXCHANGE RATES IN LATIN AMERICA: THE PPP HYPOTHESIS AND FRACTIONAL INTEGRATION 0 0 0 18 3 6 6 71
Ratings assignments: Lessons from international banks 0 0 1 14 4 5 9 161
Re-examining the decline in the US saving rate: The impact of mortgage equity withdrawal 0 0 0 12 3 8 10 87
Real Exchange Rate Effects on the Balance of Trade: Cointegration and the Marshall-Lerner Condition 0 1 9 1,021 6 11 30 3,319
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 2 2 2 244
Risk analysis in complex systems: intelligent systems in finance 0 0 0 0 2 2 5 12
SOURCES OF REAL EXCHANGE RATE VOLATILITY AND INTERNATIONAL FINANCIAL INTEGRATION: A DYNAMIC GENERALISED METHOD OF MOMENTS PANEL APPROACH 0 0 1 6 5 6 8 52
STOCK MARKET DEVELOPMENT AND ECONOMIC GROWTH: THE CAUSAL LINKAGE 1 3 28 2,495 11 37 135 7,222
Searching for Inefficiencies in Exchange Rate Dynamics 0 0 0 5 2 6 7 48
Sectoral shocks and business cycles: a disaggregated analysis of output fluctuations in the UK 0 0 0 21 4 5 6 71
Shadow rates as a measure of the monetary policy stance: Some international evidence 0 0 3 6 4 5 11 23
Shipping cost uncertainty, endogenous regime switching and the global drivers of inflation 1 2 4 6 3 9 16 19
Short-Term Price Overreactions: Identification, Testing, Exploitation 0 0 0 9 6 7 8 57
Small and medium sized European firms and energy saving measures: The role of financing 0 0 1 2 1 4 9 22
Spillovers between food and energy prices and structural breaks 0 0 0 11 1 4 4 45
Spillovers between food and energy prices and structural breaks 0 0 1 18 1 9 13 84
Stock Market Integration Between Three CEECs 0 0 0 31 1 2 5 109
Stock Market Integration between Three CEECs, Russia, and the UK 0 0 0 0 4 4 4 62
Stock Market Linkages between the Asean Countries, China and the US: A Fractional Integration/cointegration Approach 0 0 1 2 10 16 20 30
Stock Prices and Monetary Policy: An Impulse Response Analysis 0 1 1 54 4 6 6 145
Stock market indices and interest rates in the US and Europe: persistence and long-run linkages 0 1 3 4 4 8 13 14
Stock market, economic growth and EU accession: evidence from three CEECs 0 0 0 15 1 2 4 55
Term structure and interest differentials as predictors of future inflation changes and inflation differentials 0 0 0 16 3 6 10 96
Testing PPP for the South African Rand/US Dollar Real Exchange Rate at Different Data Frequencies 0 0 0 3 0 0 2 47
Testing Unemployment Theories: A Multivariate Long Memory Approach 0 0 1 1 2 3 4 8
Testing for Causality-in-Variance: An Application to the East Asian Markets 0 1 1 216 2 6 9 463
Testing for PPP and UIP in an FIML framework: Some evidence for Germany and Japan 0 0 0 117 3 4 4 335
Testing for PPP: the erratic behaviour of unit root tests 0 0 0 27 1 1 1 93
Testing for Seasonal Fractional Roots in German Real Output 0 0 0 6 8 9 11 114
Testing for Seasonal Fractional Roots in German Real Output 0 0 0 0 5 5 8 11
Testing for UIP-Type Relationships: Nonlinearities, Monetary Announcements and Interest Rate Expectations 0 0 0 3 5 5 9 19
Testing for Unbiasedness of Term Structure and Interest Differentials as Predictors of Future Inflation Changes and Inflation Differentials 0 0 0 1 2 2 6 69
Testing for contagion: a conditional correlation analysis 0 0 0 230 1 2 7 557
Testing for deterministic and stochastic cycles in macroeconomic time series 0 0 0 19 5 7 11 85
Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis 0 0 0 138 4 5 12 407
Testing for persistence in mutual fund performance and the ex-post verification problem: evidence from the Greek market 1 1 1 34 4 8 8 205
Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates 0 0 0 8 4 5 8 67
Testing stock market convergence: a non-linear factor approach 0 0 0 7 2 2 2 44
Testing the Fisher hypothesis in the G-7 countries using I(d) techniques 0 0 1 6 6 11 14 29
Testing the Fisher hypothesis in the G-7 countries using I(d) techniques 0 0 0 0 5 9 11 23
Testing the Marshall–Lerner Condition in Kenya 0 0 0 19 11 15 18 86
Testing unemployment theories: A multivariate long memory approach 0 0 0 13 3 9 9 63
The Asymmetric Effects of a Common Monetary Policy in Europe 0 0 0 0 2 5 6 72
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 5 136
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields 0 1 1 5 49 63 67 74
The COVID-19 pandemic, policy responses and stock markets in the G20 0 1 1 1 3 9 14 18
The COVID-19 pandemic, policy responses and stock markets in the G20 0 0 0 0 3 4 4 13
The COVID‐19 pandemic and European trade patterns: A sectoral analysis 0 0 0 0 4 10 11 11
The Covid‐19 pandemic and European trade flows: Evidence from a dynamic panel model 0 1 2 6 0 2 9 23
The EMBI in Latin America: Fractional integration, non-linearities and breaks 0 0 0 7 3 5 7 104
The Euro and Monetary Policy Transparency 0 0 0 26 2 3 3 136
The Euro and inflation uncertainty in the European Monetary Union 0 0 0 66 5 7 9 214
The Feldstein-Horioka puzzle revisited: A Monte Carlo study 0 0 0 64 1 2 2 261
The Kenyan stock market: inefficiency, long memory, persistence and anomalies in the NSE-20 0 0 0 7 0 2 2 64
The Measurement of Productivity and Market Structure in the UK 0 0 0 1 4 5 7 132
The World Economy 0 0 0 0 2 5 7 20
The World Economy 0 0 0 0 4 4 5 20
The World Economy 0 0 0 0 2 4 4 10
The World Economy 0 0 0 0 1 1 1 12
The World Economy 0 0 0 0 1 1 2 14
The World Economy 0 0 0 0 3 5 6 11
The World Economy 0 0 0 0 3 5 5 17
The World Economy 0 0 0 0 2 4 4 5
The World Economy 0 0 0 0 5 6 7 11
The asymmetric behaviour of spanish unemployment persistence 0 0 0 24 4 5 6 83
The bank lending channel in the Malaysian Islamic and conventional banking system 0 2 4 11 1 6 13 56
The day of the week effect in the cryptocurrency market 0 0 2 24 9 12 28 141
The direct and indirect effects of financial development on international trade: Evidence from the CEEC-6 0 0 3 13 4 8 17 45
The effects of physical and transition climate risk on stock markets: Some multi-Country evidence 0 2 2 2 5 18 27 27
The effects of us covid-19 policy responses on cryptocurrencies, fintech and artificial intelligence stocks: A fractional integration analysis 0 0 0 1 4 5 7 13
The euro changeover and price adjustments in Italy 0 0 0 8 8 9 10 63
The fisher relationship in Nigeria 0 0 1 5 3 8 9 46
The frequency of one-day abnormal returns and price fluctuations in the forex 0 0 0 2 2 2 4 10
The impact of business and political news on the GCC stock markets 0 0 1 10 2 4 6 62
The nexus between prices, employment and output growth: a global and national evidence 0 0 0 10 2 3 4 52
The performance of banks in the MENA region during the global financial crisis 0 0 1 11 3 6 15 109
The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis 0 1 1 11 1 5 9 64
The relationship between prices and output in the UK and the US 0 0 0 0 4 6 7 15
The short‐run and long‐run effects of trade openness on financial development: Some panel evidence for Europe 0 0 1 1 5 7 10 12
The stochastic unit root model and fractional integration: An extension to the seasonal case 0 0 0 0 2 2 3 7
The weekend effect: a fractional integration and trading robot analysis 0 0 1 8 0 3 5 44
The weekend effect: an exploitable anomaly in the Ukrainian stock market? 0 0 0 2 3 6 8 40
The weekly structure of US stock prices 0 0 1 19 2 3 7 62
Time-Varying Spot and Futures Oil Price Dynamics 0 0 0 7 4 7 13 92
Time-varying effects of the COVID-19 pandemic on stock markets and economic activity: evidence from the US and Europe 0 0 1 1 4 9 18 22
Time-varying parameters in monetary policy rules: a GMM approach 0 1 3 6 6 10 16 27
Tourism persistence in the Southeastern European countries: The impact of covid-19 0 0 0 0 5 7 7 9
Trade flows and trade specialisation: The case of China 0 1 1 32 5 8 15 201
Trade intensity and output synchronisation: On the endogeneity properties of EMU 0 0 0 33 7 13 14 433
Trends and cycles in macro series: The case of US real GDP 0 0 0 2 0 2 3 12
U.S. Disposable Personal Income and a Housing Price Index: A Fractional Integration Analysis 0 0 0 0 1 2 5 7
U.S. House Prices by Census Division: Persistence, Trends and Structural Breaks 0 1 1 2 2 4 5 13
UK overseas visitors: Seasonality and persistence 0 0 0 0 4 6 6 8
US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach 0 0 0 2 3 4 8 14
Unemployment and input prices: a fractional cointegration approach 0 0 0 42 3 5 6 203
Unemployment in Africa: A Fractional Integration Approach 0 0 0 9 2 3 5 150
Unit Root Testing Using Covariates: Some Theory and Evidence 0 0 1 3 0 1 8 13
Unit Roots versus Other Types of Time Heterogeneity, Parameter Time Dependence and Superexogeneity 0 0 0 0 0 1 1 154
Unit roots and long-run causality: investigating the relationship between output, money and interest rates 0 0 0 35 4 5 8 137
Using Chebyshev Polynomials to Approximate Partial Differential Equations 0 0 0 13 2 4 5 88
Volatility Spillovers and Contagion from Mature to Emerging Stock Markets 0 0 2 32 3 4 7 196
Volatility persistence in the Russian stock market 0 0 0 3 2 10 13 33
Volatility transmission and financial crises 0 0 3 14 3 4 8 83
Witching days and abnormal profits in the us stock market 0 0 0 0 3 7 8 13
Youth Unemployment in Europe: Persistence and Macroeconomic Determinants 0 0 0 39 3 6 10 152
Total Journal Articles 11 52 230 9,898 1,032 1,856 2,965 39,318
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 1 3 3 11
Financial integration and European tourism stocks 0 0 1 1 1 1 2 6
Financial integration and economic growth in Europe 0 0 2 3 2 3 8 12
Introduction to the Handbook of Financial Integration: new research developments 0 0 0 0 2 3 6 8
Testing of Nonstationarities in the Unit Circle, Long Memory Processes, and Day of the Week Effects in Financial Data 0 0 0 1 1 3 4 24
The Banking System in Bulgaria 0 0 1 1 1 2 5 8
The finance–growth nexus: evidence from ten new EU members 0 0 0 13 4 4 5 54
US municipal green bonds and financial integration 0 0 0 1 2 4 4 7
Total Chapters 0 0 4 20 14 23 37 130

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