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Multiple shift and fractional integration in the US and UK unemployment rates

Caporale, Guglielmo Maria (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003739796

Fractional integration and impulse responses : a bivariate application to real output in the US and the Scandinavian countries

Caporale, Guglielmo Maria (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003391559

Linkages between the US and European stock markets : a fractional cointegration approach

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2015

Persistent link: https://www.econbiz.de/10010520824

The relationship between health care expenditure and disposable personal income in the US States : a fractional integration and cointegration analysis

Caporale, Guglielmo Maria; Cuñado Eizaguirre, Juncal; … - 2015

Persistent link: https://www.econbiz.de/10011284934

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. - 2013

Persistent link: https://www.econbiz.de/10009731952

Modelling structural breaks in the US, UK and Japanese unemployment rates

Caporale, Guglielmo Maria (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003369264

Hot IPOs can damage your long-run wealth!

Coakley, Jerry; Hadass, Leon; Wood, Andrew - In: Applied financial economics 18 (2008) 13/15, pp. 1111-1120

Persistent link: https://www.econbiz.de/10003760223

The short-run wealth effects of foreign divestitures by UK firms

Coakley, Jerry; Thomas, Hardy; Wang, Hanmin - In: Applied financial economics 18 (2008) 1/3, pp. 173-184

Persistent link: https://www.econbiz.de/10003739034

Misvaluation and UK mergers 1986 - 2002

Coakley, Jerry; Fu, Lei; Thomas, Hardy - In: Applied financial economics 20 (2010) 1/3, pp. 201-211

We provide evidence that ex ante misvaluation matters for merger activities in the UK 1986-2002 using a sample of 302 bidders and targets. Sector or long-run misvaluation causes merger firms to be more overvalued than nonmerger firms. Acquirers are overvalued absolutely and relative to targets...

Persistent link: https://www.econbiz.de/10003936004

Multi-factor Gegenbauer processes and European inflation rates

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2009

Persistent link: https://www.econbiz.de/10003817132