Narrow search
Showing 1 - 3 of 3
Cover Image
A sequential test for structural breaks in the causal linkages between the G7 short-term interest rates
Barassi, Marco R.; Caporale, Guglielmo Maria; Hall, … - 2004
Persistent link: https://www.econbiz.de/10002086248
Cover Image
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Applied economics letters 29 (2022) 4, pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Cover Image
Fractional cointegration in US term spreads
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied economics letters 19 (2012) 4/6, pp. 431-434
Persistent link: https://www.econbiz.de/10009630703