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~isPartOf:"Economics and finance working paper series"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~language:"eng"
~language:"mkd"
~person:"Caporale, Guglielmo Maria"
~person:"Moore, Tomoe"
~subject:"ARCH model"
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Caporale, Guglielmo Maria
Moore, Tomoe
Spagnolo, Nicola
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2
Al-Maadid, Alanoud
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Economics and finance working paper series
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Discussion papers / Adam Smith Business School, University of Glasgow
1
International journal of business and economics
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ECONIS (ZBW)
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Spillovers between food and energy prices and structural breaks /Alanoud Al-Maadid, Guglielmo Maria Caporale, Fabio Spagnolo and Nicola Spagnolo
Al-Maadid, Alanoud
;
Caporale, Guglielmo Maria
; …
-
2015
Persistent link: https://www.econbiz.de/10010527213
Saved in:
2
Long memory in UK real GDP, 1851 - 2013 : an ARFIMA-FIGARCH analysis
Caporale, Guglielmo Maria
;
Škare, Marinko
-
2014
Persistent link: https://www.econbiz.de/10010402692
Saved in:
3
Stock market and economic growth : evidence from three CEECs
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
-
2011
Persistent link: https://www.econbiz.de/10009387254
Saved in:
4
Inflation and inflation uncertainty in the euro area
Caporale, Guglielmo Maria
;
Onorante, Luca
;
Paesani, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003869182
Saved in:
5
The volatility spillover from the market to disaggregated industry stocks : the case for the US and UK
Moore, Tomoe
-
2009
Persistent link: https://www.econbiz.de/10003898744
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6
Interest and exchange rate risk and stock returns : a multivariate Garch-M modelling approach
Beirne, John
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003641941
Saved in:
7
Sudden changes in volatility : the case of five central European stock markets
Wang, Ping
(
contributor
);
Moore, Tomoe
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003641889
Saved in:
8
The euro and inflation uncertainty in the European Monetary Union
Caporale, Guglielmo Maria
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003343486
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