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Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria - In: Journal of policy modeling : JPMOD ; a social science … 20 (1998) 5, pp. 581-601
Persistent link: https://www.econbiz.de/10001246740
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Testing for PPP and UIP in an FIML framework : some evidence for Germany and Japan
Caporale, Guglielmo Maria; Kalyvitēs, Sarantēs; … - In: Journal of policy modeling : JPMOD ; a social science … 23 (2001) 6, pp. 637-650
Persistent link: https://www.econbiz.de/10001631861
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Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Bulletin of economic research 74 (2022) 1, pp. 123-134
Persistent link: https://www.econbiz.de/10012819299
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Macroeconomic consequences of terrorism in Pakistan
Malik, Zahra; Zaman, Khalid - In: Journal of policy modeling : JPMOD ; a social science … 35 (2013) 6, pp. 1103-1123
Persistent link: https://www.econbiz.de/10010225945