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~isPartOf:"Economics and finance working paper series"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Lewbel, Arthur"
~person:"Li, Qi"
~person:"Teräsvirta, Timo"
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Time series analysis
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Caporale, Guglielmo Maria
Lewbel, Arthur
Li, Qi
Teräsvirta, Timo
Gil-Alaña, Luis A.
8
Canepa, Alessandra
3
Carcel, Hector
2
Fidrmuc, Jan
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ECONIS (ZBW)
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On the preferences of CoCo bond buyers and sellers : a logistic regression analysis
Caporale, Guglielmo Maria
;
Kang, Woo-Young
-
2019
Persistent link: https://www.econbiz.de/10011996355
Saved in:
2
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
-
2019
Persistent link: https://www.econbiz.de/10011996362
Saved in:
3
Monetary policy rules in emerging countries : is there an augmented nonlinear taylor rule?
Caporale, Guglielmo Maria
;
Catik, A. Nazif
;
Helmi, …
-
2016
Persistent link: https://www.econbiz.de/10011536687
Saved in:
4
African growth, non-linearities and strong dependence : an empirical study
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10010527217
Saved in:
5
The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10011448197
Saved in:
6
Modelling African inflation rates : non-linear deterministic terms and long-range dependence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2014
Persistent link: https://www.econbiz.de/10010364599
Saved in:
7
Testing unemployment theories : a multivariate long memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Lovcha, …
-
2013
Persistent link: https://www.econbiz.de/10010241522
Saved in:
8
The PPP hypothesis revisited : evidence using a multivariate long-memory model
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Lovcha, …
-
2013
Persistent link: https://www.econbiz.de/10009731975
Saved in:
9
Infant mortality rates : time trends and fractional integration
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2011
Persistent link: https://www.econbiz.de/10009231342
Saved in:
10
Rating assignments : lessons from international banks
Caporale, Guglielmo Maria
;
Matousek, Roman
;
Stewart, Chris
-
2009
Persistent link: https://www.econbiz.de/10003817137
Saved in:
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