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~isPartOf:"Applied economics letters"
~language:"afr"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Smyth, Russell"
~subject:"Estimation"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
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Caporale, Guglielmo Maria
Smyth, Russell
Chang, Tsangyao
35
Su, Chi-Wei
15
Gil-Alaña, Luis A.
12
Bahmani-Oskooee, Mohsen
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International journal of finance & economics : IJFE
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
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
Fractional cointegration in US term spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
19
(
2012
)
4/6
,
pp. 431-434
Persistent link: https://www.econbiz.de/10009630703
Saved in:
4
Price formation on the EuroMTS platform
Caporale, Guglielmo Maria
;
Girardi, Alessandro
- In:
Applied economics letters
18
(
2011
)
1/3
,
pp. 229-233
Persistent link: https://www.econbiz.de/10009230096
Saved in:
5
Will Obama's economic stimulus package be effective? : evidence from the misery index
Hooi Hooi Lean
;
Smyth, Russell
- In:
Applied economics letters
18
(
2011
)
4/6
,
pp. 493-495
Persistent link: https://www.econbiz.de/10009232950
Saved in:
6
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:
7
Cointegration tests of PPP : do they also exhibit erratic behaviour?
Caporale, Guglielmo Maria
;
Hanck, Christoph
- In:
Applied economics letters
16
(
2009
)
1/3
,
pp. 9-15
Persistent link: https://www.econbiz.de/10003822534
Saved in:
8
Non-normality, heteroscedasticity and recursive unit root tests of PPP : solving the PPP puzzle?
Caporale, Guglielmo Maria
;
Gregoriou, Andros
- In:
Applied economics letters
16
(
2009
)
1/3
,
pp. 223-226
Persistent link: https://www.econbiz.de/10003822964
Saved in:
9
Bivariate causality between exchange rates and stock prices in South Asia
Smyth, Russell
;
Nandha, M.
- In:
Applied economics letters
10
(
2003
)
11
,
pp. 699-704
Persistent link: https://www.econbiz.de/10001820251
Saved in:
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