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The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria; Carcel, Hector; Gil-Alaña, … - In: Finance research letters 24 (2018), pp. 34-41
Persistent link: https://www.econbiz.de/10011982450
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International portfolio flows and exchange rate volatility in emerging Asian markets
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Fabio - In: Journal of international money and finance 76 (2017), pp. 1-15
Persistent link: https://www.econbiz.de/10011788040
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The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - In: The quarterly review of economics and finance : journal … 86 (2022), pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
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The weekend effect : a fractional integration and trading robot analysis
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: International journal of bonds and derivatives 3 (2017) 2, pp. 114-131
Persistent link: https://www.econbiz.de/10011807770
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The Kenyan stock market : inefficiency, long memory, persistence and anomalies in the NSE-20
Balparda, Borja; Caporale, Guglielmo Maria; Gil-Alaña, … - In: African journal of economic and sustainable development 4 (2015) 3, pp. 254-277
Persistent link: https://www.econbiz.de/10011440196
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The weekend effect : an exploitable anomaly in the Ukrainian stock market?
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Journal of economic studies 43 (2016) 6, pp. 954-965
Persistent link: https://www.econbiz.de/10011694413
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Exchange rates and macro news in emerging markets
Caporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola - In: Research in international business and finance 46 (2018), pp. 516-527
Persistent link: https://www.econbiz.de/10011983723
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Abnormal returns and stock price movements : some evidence from developed and emerging markets
Caporale, Guglielmo Maria; Plastun, Alex - In: The journal of investment strategies 10 (2021) 4, pp. 29-42
Persistent link: https://www.econbiz.de/10014335800
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Long memory in the Ukrainian stock market and financial crises
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Journal of economics and finance 40 (2016) 2, pp. 235-257
Persistent link: https://www.econbiz.de/10011658783
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Interest rate dynamics in Kenya : commercial banks' rates and the 91-day treasury bill rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Journal of international development : the journal of … 28 (2016) 2, pp. 214-232
Persistent link: https://www.econbiz.de/10011552186