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Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Review of financial economics : RFE 13 (2004) 3, pp. 245-258
Persistent link: https://www.econbiz.de/10002087632
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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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Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Review of financial economics : RFE 13 (2004) 4, pp. 327-340
Persistent link: https://www.econbiz.de/10002375332
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Foreign exchange rate exposure : evidence from Canada
Al-Shboul, Mohammad; Anwar, Sajid - In: Review of financial economics : RFE 23 (2014) 1, pp. 18-29
Persistent link: https://www.econbiz.de/10010442639