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Long memory and fractional integration in high frequency financial time series
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010
Persistent link: https://www.econbiz.de/10003979849
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Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010
Persistent link: https://www.econbiz.de/10003963286
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Long memory and fractional integration in high frequency data on the US dollar British pound spot exchange rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2013
Persistent link: https://www.econbiz.de/10009731952
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Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2011
Persistent link: https://www.econbiz.de/10009231360
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How has the global financial crisis affected syndicated loan terms in emerging markets? : evidence from China
Caporale, Guglielmo Maria; Lodh, Suman; Nandy, Monomita - 2015
Persistent link: https://www.econbiz.de/10010527146
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Global and regional financial integration in emerging Asia : evidence from stock markets
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2017
Persistent link: https://www.econbiz.de/10011656662
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International portfolio flows and exchange rate volatility for emerging markets
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Fabio - 2015
Persistent link: https://www.econbiz.de/10011448184
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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
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Exchange rates and macro news in emerging markets
Caporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola - 2016
Persistent link: https://www.econbiz.de/10011448305
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Financial contagion : evolutionary optimisation of a multinational agent-based model
Caporale, Guglielmo Maria (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003769817