Narrow search
Showing 1 - 10 of 11
Cover Image
On the linkages between stock prices and exchange rates : evidence from the banking crisis of 2007-2010
Caporale, Guglielmo Maria; Hunter, John; Ali, Faek Menla - In: International review of financial analysis 33 (2014), pp. 87-103
Persistent link: https://www.econbiz.de/10010520069
Cover Image
Persistence and cycles in the us federal funds rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: International review of financial analysis 52 (2017), pp. 1-8
Persistent link: https://www.econbiz.de/10011868684
Cover Image
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied economics letters 17 (2010) 10/12, pp. 1079-1081
Persistent link: https://www.econbiz.de/10008699280
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
Cover Image
Price formation on the EuroMTS platform
Caporale, Guglielmo Maria; Girardi, Alessandro - In: Applied economics letters 18 (2011) 1/3, pp. 229-233
Persistent link: https://www.econbiz.de/10009230096
Cover Image
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. - In: International review of financial analysis 29 (2013), pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Cover Image
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
Cover Image
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
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
Global and regional stock market integration in Asia : a panel convergence approach
Caporale, Guglielmo Maria; You, Kefei; Chen, Lei - In: International review of financial analysis 65 (2019), pp. 1-21
Persistent link: https://www.econbiz.de/10012208866