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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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Equity fund flows and stock market returns in the USA before and after the global financial crisis : a VAR-GARCH-in-mean analysis
Babalos, Vassilios; Caporale, Guglielmo Maria; … - In: Empirical economics : a quarterly journal of the … 60 (2021) 2, pp. 539-555
Persistent link: https://www.econbiz.de/10012490280
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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
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Exchange rate parities and Taylor rule deviations
Anderl, Christina; Caporale, Guglielmo Maria - In: Empirical economics : a quarterly journal of the … 63 (2022) 4, pp. 1809-1835
Persistent link: https://www.econbiz.de/10013440437