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Testing for convergence in stock markets : a non-linear factor approach

Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, Vladimir - 2009

Persistent link: https://www.econbiz.de/10003880587

Testing for convergence in stock markets : a non-linear factor approach

Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, Vladimir - 2009

subgroups including Euro area countries, the UK and the US respectively, provides evidence of a global convergence …

Persistent link: https://www.econbiz.de/10003889148

Testing for convergence in stock markets : a non-linear factor approach

Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, Vladimir - 2009

subgroups including Euro area countries, the UK and the US respectively, provides evidence of a global convergence …

Persistent link: https://www.econbiz.de/10003898817

Testing for convergence in stock markets : a non-linear factor approach

Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, Vladimir - 2010

Persistent link: https://www.econbiz.de/10008908037

Testing for Convergence in Stock Markets : A Non-Linear Factor Approach

Caporale, Guglielmo Maria - 2009

subgroups including Euro area countries, the UK and the US respectively, provides evidence of a global convergence …

Persistent link: https://www.econbiz.de/10013155201

Testing for Convergence in Stock Markets : A Non-Linear Factor Approach

Caporale, Guglielmo Maria - 2013

subgroups including Euro area countries, the UK and the US respectively, provides evidence of a global convergence …

Persistent link: https://www.econbiz.de/10013095490

Modelling loans to non-financial corporations within the Eurozone : a long-memory approach

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2020

This paper uses fractional integration and cointegration methods to analyse the determinants of the amount of loans provided to non-financial corporations (NFCs) during the last three decades in four Eurozone countries, namely Germany, France, Italy and Spain. More specifically, ARFIMA...

Persistent link: https://www.econbiz.de/10012310523

Macro News and Bond Yield Spreads in the Euro Area

Caporale, Guglielmo Maria - 2014

German Bund and on sovereign bonds in eight countries belonging to the euro area (Belgium, France, Greece, Ireland, Italy … estimation of a VAR-GARCH model. The results can be summarized as follows. Negative news have significant positive effects on …

Persistent link: https://www.econbiz.de/10013045338

Macro News and Bond Yield Spreads in the Euro Area

Caporale, Guglielmo Maria - 2014

German Bund and on sovereign bonds in eight countries belonging to the euro area (Belgium, France, Greece, Ireland, Italy … estimation of a VAR-GARCH model. The results can be summarised as follows. Negative news have significant positive effects on …

Persistent link: https://www.econbiz.de/10013046450

Are the Baltic countries ready to adopt the euro? : a generalised purchasing power parity approach

Caporale, Guglielmo Maria (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003739809