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Mean reversion of short-run interest rates in emerging countries
Candelon, Bertrand; Gil-Alaña, Luis A. - In: Review of international economics 14 (2006) 1, pp. 119-135
Persistent link: https://www.econbiz.de/10003301280
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The sustainability of European external debt : what have we learned?
Cuestas, Juan Carlos; Gil-Alaña, Luis A.; Regis, Paulo … - In: Review of international economics 23 (2015) 3, pp. 445-468
Persistent link: https://www.econbiz.de/10011378214
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Fractional integration of nominal exchange rates : evidence from CEECs in the light of EMU enlargement
Barros, Carlos Pestana; Gil-Alaña, Luis A.; Matousek, Roman - In: Review of international economics 19 (2011) 1, pp. 77-92
Persistent link: https://www.econbiz.de/10009127594
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Black market and official exchange rates : long-run equilibrium and short-run dynamics
Caporale, Guglielmo Maria; Cerrato, Mario - In: Review of international economics 16 (2008) 3, pp. 401-412
Persistent link: https://www.econbiz.de/10003742391
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Volatility spillovers and contagion from mature to emerging stock markets
Beirne, John; Caporale, Guglielmo Maria; … - In: Review of international economics 21 (2013) 5, pp. 1060-1075
Persistent link: https://www.econbiz.de/10010249056
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Estimating income and price elasticies of trde in a cointegration framework
Caporale, Guglielmo Maria; Chui, Michael - In: Review of international economics 7 (1999) 2, pp. 254-264
Persistent link: https://www.econbiz.de/10001414552
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EU banks rating assignments : is there heterogeneity between new and old member countries?
Caporale, Guglielmo Maria; Matousek, Roman; Stewart, Chris - In: Review of international economics 19 (2011) 1, pp. 189-206
Persistent link: https://www.econbiz.de/10009127579
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Stock market integration between three CEECs, Russia, and the UK
Caporale, Guglielmo Maria; Spagnolo, Nicola - In: Review of international economics 19 (2011) 1, pp. 158-169
Persistent link: https://www.econbiz.de/10009127584
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20 years of transition in Central and Eastern Europe : money, banking and financial markets
Caporale, Guglielmo Maria; Matousek, Roman - In: Review of international economics 19 (2011) 1, pp. 46-48
Persistent link: https://www.econbiz.de/10009127605
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Persistence and Seasonality in the US Industrial Production Index
Caporale, Guglielmo Maria; Gil-Alana, Luis Alberiko; … - 2023
This paper uses a seasonal long-memory model to capture the behaviour of the US Industrial Production Index (IPI) over the period 1919Q1-2022Q4. This series is found to display a large value of the periodogram at the zero, long-run frequency, and to exhibit an order of integration around 1. When...
Persistent link: https://www.econbiz.de/10014469871