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Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 1999
Persistent link: https://www.econbiz.de/10001615056
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Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001615066
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Estimator choice and Fisher's paradox : a relevaluation of the evidence
Caporale, Guglielmo Maria; Pittis, Nikitas - 2000
Persistent link: https://www.econbiz.de/10001615076
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Testing the Fisher hypothesis in the G-7 countries using I(d) techniques
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: International economics : a journal published by CEPII … 159 (2019), pp. 140-150
Persistent link: https://www.econbiz.de/10012318834
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Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria; Carcel, Hector; Gil-Alaña, … - In: International economics : a journal published by CEPII … 152 (2017), pp. 116-123
Persistent link: https://www.econbiz.de/10011802433
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Nonlinearities in the exchange rate pass-through : the role of inflation expectations
Anderl, Christina; Caporale, Guglielmo Maria - In: International economics : a journal published by CEPII … 173 (2023), pp. 86-101
Persistent link: https://www.econbiz.de/10014373714