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CO2 emissions and GDP : evidence from China

Caporale, Guglielmo Maria; Claudio-Quiroga, Gloria; … - 2019

This paper examines the relationship between the logarithms of CO2 emissions and real GDP in China by applying …

Persistent link: https://www.econbiz.de/10012119768

Atmospheric pollution in Chinese cities : trends and persistence

Caporale, Guglielmo Maria; Carmona-González, Nieves; … - 2022

"This paper applies fractional integration methods to investigate the behaviour of various pollutants (PM10, PM25, SO2 and NO2) in seven Chinese cities (Shanghai, Beijing, Chongqing, Tianjin, Shenzhen, Nanjing and Xian) using daily data over the period January 1, 2014 - November 18, 2022. The...

Persistent link: https://www.econbiz.de/10013473658

Income and happiness across Europe : do reference values matter?

Caporale, Guglielmo Maria; Georgellis, Yannis; … - 2007

Persistent link: https://www.econbiz.de/10003624017

Particulate matter 10 (PM10): persistence and trends in eight European capitals

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2020

This paper examines the statistical properties of daily PM10 in eight European capitals (Amsterdam, Berlin, Brussels, Helsinki, London, Luxembourg, Madrid and Paris) over the period 2014-2020 by applying a fractional integration framework; this is more general than the standard approach based on...

Persistent link: https://www.econbiz.de/10012240434

How has the global financial crisis affected syndicated loan terms in emerging markets? : evidence from China

Caporale, Guglielmo Maria; Lodh, Suman; Nandy, Monomita - 2015

a leading emerging market, namely China, using difference-in-differences and GARCH approaches. Before the crisis China …

Persistent link: https://www.econbiz.de/10010518789

Oil price uncertainty and sectoral stock returns in China : a time-varying approach

Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Nicola - 2014

This paper investigates the time-varying impact of oil price uncertainty on stock prices in China using weekly data on …

Persistent link: https://www.econbiz.de/10010375190

Exchange rate linkages between the ASEAN currencies, the US Dollar and the Chinese RMB

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2016

This paper investigates whether the RMB is in the process of replacing the US dollar as the anchor currency in nine ASEAN countries, and also the linkages between the ASEAN currencies and a regional currency unit. A long-memory (fractional integration) model allowing for endogenously determined...

Persistent link: https://www.econbiz.de/10011502929

Trade flows and trade specialisation : the case of China

Caporale, Guglielmo Maria; Sova, Anamaria; Sova, Robert - 2015

Using annual data for the period 1992 - 2012, this paper examines trade flows between China and its main trade partners … in China's trade patterns. The analysis is based on both economic indicators and the estimation of a gravity model, and … fixed effect vector decomposition (FEVD) technique. The findings confirm the significant change in China's trading structure …

Persistent link: https://www.econbiz.de/10010483599

Business cycles, international trade and capital flows : evidence from Latin America

Caporale, Guglielmo Maria; Girardi, Alessandro - 2012

American (LA) countries and the four largest economies in the world (namely the US, the Euro area, Japan and China) over the …

Persistent link: https://www.econbiz.de/10009683383

Stock market linkages between the ASEAN countries, China and the US : a fractional cointegration approach

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2019

This paper examines stock market integration between the ASEAN five and the US and China, respectively, over the period … analysis is carried out for the weekly series to study the impact of the 2007-8 global financial crisis and the 2015 China … exhibit long memory. There is cointegration between the ASEAN five and the US but almost none between the former and China …

Persistent link: https://www.econbiz.de/10011982404