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Cointegration tests of PPP : do they also exhibit erratic behaviour?
Caporale, Guglielmo Maria
;
Hanck, Christoph
- In:
Applied economics letters
16
(
2009
)
1/3
,
pp. 9-15
Persistent link: https://www.econbiz.de/10003822534
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2
Non-normality, heteroscedasticity and recursive unit root tests of PPP : solving the PPP puzzle?
Caporale, Guglielmo Maria
;
Gregoriou, Andros
- In:
Applied economics letters
16
(
2009
)
1/3
,
pp. 223-226
Persistent link: https://www.econbiz.de/10003822964
Saved in:
3
Panel data tests of PPP : a critical overview
Caporale, Guglielmo Maria
;
Cerrato, Mario
- In:
Applied financial economics
16
(
2006
)
1/2
,
pp. 73-91
Persistent link: https://www.econbiz.de/10003291805
Saved in:
4
IGARCH models and structural breaks
Caporale, Guglielmo Maria
;
Pittis, Nikitas
;
Spagnolo, Nicola
- In:
Applied economics letters
10
(
2003
)
12
,
pp. 765-768
Persistent link: https://www.econbiz.de/10001819341
Saved in:
5
Modelling East Asian exchange rates : a Markov-switching approach
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
- In:
Applied financial economics
14
(
2004
)
4
,
pp. 233-242
Persistent link: https://www.econbiz.de/10001939262
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