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The weekly structure of US stock prices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied financial economics 21 (2011) 22/24, pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
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Long rage dependence in daily stock returns
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied financial economics 14 (2004) 6, pp. 375-383
Persistent link: https://www.econbiz.de/10001970911
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Testing persistence in the context of conditional heteroscedasticity errors
Gil-Alaña, Luis A. - In: Applied financial economics 20 (2010) 22/24, pp. 1709-1723
Persistent link: https://www.econbiz.de/10009012375
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Testing for stock market bubbles using nonlinear models and fractional integration
Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: Applied financial economics 17 (2007) 16/18, pp. 1313-1321
Persistent link: https://www.econbiz.de/10003605836
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Real convergence in Latin America : a fractionally integrated approach
Ayala, Astrid; Cuñado Eizaguirre, Juncal; Gil-Alaña, … - In: Applied financial economics 22 (2012) 19/21, pp. 1713-1717
Persistent link: https://www.econbiz.de/10009715934
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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
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Interest rate linkages : identifying structural relations
Barassi, Marco R.; Caporale, Guglielmo Maria; Hall, … - In: Applied financial economics 15 (2005) 14, pp. 977-986
Persistent link: https://www.econbiz.de/10003177472
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Feedbacks between mutual fund flows and security returns : evidence from the Greek capital market
Caporale, Guglielmo Maria; Philippas, Nikolaos; Pittis, … - In: Applied financial economics 14 (2004) 14, pp. 981-989
Persistent link: https://www.econbiz.de/10002377735
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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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Term structure and interest differentials as predictors of future inflation changes and inflation differentials
Caporale, Guglielmo Maria - In: Applied financial economics 8 (1998) 6, pp. 615-625
Persistent link: https://www.econbiz.de/10001253334