Guiglielmo Maria Caporale

Economics and Econometrics · 2001–2017

A researcher in the Science corpus: 20 papers; trusts 46 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 193 citations into it; #8,049 of 23,481 by trust here, #1,837 by citations
• Finance — 110 citations into it; #3,882 of 10,518 by trust here, #1,099 by citations
• Sociology and Political Science — 26 citations into it
• Social Psychology — 23 citations into it
• Information Systems — 22 citations into it
• Statistics and Probability — 13 citations into it
• Strategy and Management — 13 citations into it
• General Health Professions — 11 citations into it

Whom Guiglielmo Maria Caporale trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Robert F. Engle
2. Roberto Rigobon
3. Thorsten Beck
4. Richard A. Easterlin
5. Christopher A. Sims
6. Andrew E. Clark
7. Katsumi Shimotsu
8. Peter M. Robinson
9. Ross Levine
10. Andrew Urquhart

Who trusts Guiglielmo Maria Caporale overall

1. Mohsen Bahmani-Oskooee *
2. Robert C. Jung
3. Alesia Kalbaska
4. Nicholas M. Odhiambo
5. Mihail Petkovski
6. A. B. Rejeb
7. Sujata Saha
8. Robert Maderitsch
9. M. Gątkowski
10. James B. Ang

Papers from Guiglielmo Maria Caporale's perspective

Ordered by how strongly the researchers Guiglielmo Maria Caporale trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Dynamic Conditional Correlation
3. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
4. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
5. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
6. Income and Happiness: Towards a Unified Theory
7. Long Memory and Regime Switching
8. Happiness, Economy and Institutions (Social Science Research Network)
9. Happiness Quantified: A Satisfaction Calculus Approach
10. Statistics for long-memory processes

Their papers

• Global and Regional Spillovers in Emerging Stock Markets: A Multivariate Garch-in-Mean Analysis (2010) — 228 citations
• Endogenous Growth Models and Stock Market Development: Evidence from Four Countries (2005) — 131 citations
• Financial Development and Economic Growth: Evidence from Ten New EU Members (2009) — 138 citations
• Persistence in the cryptocurrency market (2017) — 277 citations
• Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach (2015) — 166 citations
• The day of the week effect in the cryptocurrency market (2017) — 147 citations
• Volatility Spillovers and Contagion from Mature to Emerging Stock Markets (2008) — 294 citations
• Real Exchange Rate Effects on the Balance of Trade: Cointegration and the Marshall-Lerner Condition (2001) — 233 citations
• On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010 (2014) — 161 citations
• Income and Happiness Across Europe: Do Reference Values Matter? (2009) — 355 citations
• Testing For Contagion: A Conditional Correlation Analysis (2005) — 250 citations
• Testing for causality‐in‐variance: an application to the East Asian markets (2002) — 130 citations
• Financial Development and Economic Growth: Evidence from 10 New European Union Members (2015) — 158 citations
• Environmental Regulation and Competitiveness: Evidence from Romania (2012) — 121 citations
• On the bilateral trade effects of free trade agreements between the EU-15 and the CEEC-4 countries (2009) — 159 citations
• A multivariate long-memory model with structural breaks (2009) — 65 citations
• The Euro and Inflation Uncertainty in the European Monetary Union (2009) — 129 citations
• Volatility transmission and financial crises (2006) — 136 citations
• STOCK MARKET DEVELOPMENT AND ECONOMIC GROWTH: THE CAUSAL LINKAGE (2004) — 339 citations
• Fractional cointegration and tests of present value models (2004) — 71 citations