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~isPartOf:"Economics and finance working paper series"
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Fractional integration and data frequency
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003739811
Saved in:
42
A multivariate long-memory model with structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428263
Saved in:
43
Mean reversion in the US treasury constant maturity rates
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428293
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44
Mean reversion in the Nikkei, Standard & Poor and Dow Jones stock market indices
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428295
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45
Deterministic versus stochastic seasonal fractional integration and structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428302
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46
Is the real exchange rate stationary? : a similar sized test approach for the univariate and panel cases
Beirne, John
(
contributor
);
Hunter, John
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003417011
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47
Non-normality and recursive unit root tests for PPP : solving the PPP puzzle?
Caporale, Guglielmo Maria
(
contributor
); …
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2007
Persistent link: https://www.econbiz.de/10003434214
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48
Comparing early warning systems for banking crises
Davis, E. Philip
(
contributor
);
Karim, Dilruba
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003434224
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49
Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates
Caporale, Guglielmo Maria
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003391466
Saved in:
50
A comparison between tests for changes in the adjustment coefficients in cointegrated systems
Barassi, Marco R.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003391491
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