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source:"econis"
subject:"Portfolio selection"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of international money and finance"
~person:"Caporale, Guglielmo Maria"
~subject:"Asymmetric information"
~subject:"Risiko"
~subject:"Schätzung"
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Portfolio selection
Asymmetric information
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Theorie
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Exchange rate
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Caporale, Guglielmo Maria
Chang, Tsangyao
5
Gil-Alaña, Luis A.
5
Taylor, Mark P.
4
Beckmann, Joscha
3
Byrne, Joseph P.
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Haley, M. Ryan
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Applied economics letters
Journal of international money and finance
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1
Exchange rate uncertainty and international portfolio flows : a multivariate GARCH-in-mean approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
- In:
Journal of international money and finance
54
(
2015
),
pp. 70-92
Persistent link: https://www.econbiz.de/10011476078
Saved in:
2
Modelling African inflation rates : nonlinear deterministic terms and long-range dependence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Applied economics letters
22
(
2015
)
4/6
,
pp. 421-424
Persistent link: https://www.econbiz.de/10010507895
Saved in:
3
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 1079-1081
Persistent link: https://www.econbiz.de/10008699280
Saved in:
4
Nominal exchange rate regimes and the stochastic behavior of real variables
Caporale, Guglielmo Maria
- In:
Journal of international money and finance
14
(
1995
)
3
,
pp. 395-415
Persistent link: https://www.econbiz.de/10001187521
Saved in:
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