Professor of Economics and Statistics
California State University, Los Angeles - Department of Economics & Statistics
Los Angeles Los Angeles, CA 90032 United States
email address
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Visiting Lecturer
University of Nevada, Las Vegas
4505 S. Maryland Parkway Las Vegas, NV 89154 United States
email address
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Canarella, Giorgio's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
397 |
Total
Citations
3 |
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Canarella, Giorgio California State University, Los Angeles - Department of Economics & Statistics Fang, Wen-Shwo Feng Chia University - Department of Economics Miller, Stephen M. University of Nevada, Las Vegas - Department of Economics Pollard, Stephen K. California State University, Los Angeles
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19 Aug 08
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Last Revised:
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26 Dec 10
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116
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1
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Great Moderation, Regime switching, SWARCH
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2.
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Canarella, Giorgio California State University, Los Angeles - Department of Economics & Statistics Miller, Stephen M. University of Nevada, Las Vegas - Department of Economics Pollard, Stephen K. California State University, Los Angeles
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23 Jan 09
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Last Revised:
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20 Jan 10
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90
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NAFTA stock markets, cointegration, impulse response, volatility transmission
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3.
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Canarella, Giorgio California State University, Los Angeles - Department of Economics & Statistics Miller, Stephen M. University of Nevada, Las Vegas - Department of Economics Pollard, Stephen K. California State University, Los Angeles
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03 Feb 10
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04 Feb 13
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62
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House-price indexes, Time-series properties, “Ripple” effects
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4.
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Asymmetry and Spillover Effects in the North American Equity Markets
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Canarella, Giorgio California State University, Los Angeles - Department of Economics & Statistics Sapra, Sunil K. affiliation not provided to SSRN Pollard, Stephen K. California State University, Los Angeles
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Posted:
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29 Nov 10
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Last Revised:
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30 Apr 11
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40
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Canarella, Giorgio California State University, Los Angeles - Department of Economics & Statistics Sapra, Sunil K. affiliation not provided to SSRN Pollard, Stephen K. California State University, Los Angeles
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APARCH, Asymmetric Spillovers, North American Stock Markets
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Canarella, Giorgio California State University, Los Angeles - Department of Economics & Statistics Holmlund, Bertil Uppsala University - Department of Economics Pollard, Stephen K. California State University, Los Angeles
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APARCH, Asymmetric Spillovers, North American Stock Markets
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5.
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Canarella, Giorgio California State University, Los Angeles - Department of Economics & Statistics Miller, Stephen M. University of Nevada, Las Vegas - Department of Economics Nourayi, Mahmoud M. Loyola Marymount University - Department of Accounting
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07 Apr 12
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Last Revised:
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04 Feb 13
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33
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Cross-sectional dependence, unit roots, panel data, hysteresis, firm profitability
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6.
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Canarella, Giorgio California State University, Los Angeles - Department of Economics & Statistics Miller, Stephen M. University of Nevada, Las Vegas - Department of Economics Pollard, Stephen K. California State University, Los Angeles
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25 Dec 10
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Last Revised:
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08 Apr 12
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33
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Stochastic convergence, Nonlinearity, Unit-root tests, Structural breaks
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7.
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Canarella, Giorgio California State University, Los Angeles - Department of Economics & Statistics Miller, Stephen M. University of Nevada, Las Vegas - Department of Economics Pollard, Stephen K. California State University, Los Angeles
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Purchasing Power Parity, Euro Area, Cointegrated VAR
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Records 1 -
7
of 7 matches
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1
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