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The impact of the Covid-19 pandemic on persistence in the European stock markets
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Arrese … - 2021
. Specifically, it uses fractional integration methods to estimate persistence at the daily, weekly and monthly frequencies in the …
Persistent link: https://www.econbiz.de/10012653308
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Persistence of the sovereign debt components and debt sustainability : some evidence for the US and Europe
Caporale, Guglielmo Maria; Martin-Valmayor, Miguel A.; … - 2024
fractional integration methods to long runs of annual data starting in 1831 for the UK and the US, in 1862 for Italy and in 1881 …
Persistent link: https://www.econbiz.de/10015077843
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On the bilateral trade effects of free trade agreements between the EU-15 and the CEEC-4 countries
Caporale, Guglielmo Maria; Rault, Christophe; Sova, Robert - 2008
The expansion of regionalism has spawned an extensive theoretical literature analysing the effects of Free Trade Agreements (FTAs) on trade flows. In this paper we focus on FTAs (also called European agreements) between the European Union (EU-15) and the Central and Eastern European countries...
Persistent link: https://www.econbiz.de/10003763931
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Persistence and cyclical dependence in the monthly Euribor rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2011
on fractional integration at the long run or zero frequency, although adequately describing the persistent behaviour of …
Persistent link: https://www.econbiz.de/10009380406
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Youth unemployment in Europe : persistence and macroeconomic determinants
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2014
fractional integration models. This type of analysis sheds light on the degree of persistence of the series, and on whether …
Persistent link: https://www.econbiz.de/10010256726
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Income and happiness across Europe : do reference values matter?
Caporale, Guglielmo Maria; Georgellis, Yannis; … - 2007
Persistent link: https://www.econbiz.de/10003624017
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The effects of the Covid-19 pandemic on stock markets, CDS and economic activity : time-varying evidence from the US and Europe
Caporale, Guglielmo Maria; Catik, A. Nazif; Helmi, … - 2021
This paper examines the effects of the COVID-19 pandemic on stock returns, CDS and economic activity in the US and the five European countries (the UK, Germany, France, Italy, and Spain) which have been most affected. The sample period covers the dates from the first confirmed COVID-19 cases in...
Persistent link: https://www.econbiz.de/10012625628
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Cycles and long-range behaviour in the European stock markets
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - 2019
general, since it allows for fractional integration with stochastic patterns at the zero and cyclical frequencies and includes …
Persistent link: https://www.econbiz.de/10012123055
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Unemployment persistence in Europe : evidence from the 27 EU countries
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Trejo, … - 2021
This paper investigates unemployment persistence in the 27 EU member states by applying fractional integration methods …, France, Croatia, Italy, Luxembourg and Malta display orders of integration significantly lower than 1. In addition …
Persistent link: https://www.econbiz.de/10012668044
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The short-run and long-run effects of trade openness on financial development : some panel evidence for Europe
Caporale, Guglielmo Maria; Sova, Anamaria Diana; Sova, … - 2021
This paper analyses the short- and long-run effects of trade openness on financial development in a panel including data on 35 European countries over the period 2001-2019. For this purpose, it uses the PMG (pooled mean group) estimator for dynamic panels developed by Pesaran et al. (1999). The...
Persistent link: https://www.econbiz.de/10012514560