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Trade specialisation and economic convergence : evidence from two eastern European countries
Caporale, Guglielmo Maria; Rault, Christophe; Sova, Robert - 2009
-à-vis the core EU member states (EU-15) over the period 1990-2006. Specifically, we focus on whether there is a shift towards …
Persistent link: https://www.econbiz.de/10003824097
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EU banks rating assignments : is there heterogeneity between new and old member countries?
Caporale, Guglielmo Maria; Matousek, Roman; Stewart, Chris - 2010
We model EU countries' bank ratings using financial variables and allowing for intercept and slope heterogeneity. Our … aim is to assess whether "old" and "new" EU countries are rated differently and to determine whether "new" ones are … intercepts) are a crucial determinant of ratings. Whilst "new" EU countries typically have lower ratings than "old" ones, after …
Persistent link: https://www.econbiz.de/10003971004
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Trade specialisation and economic convergence : evidence from two Eastern European countries
Rault, Christophe; Caporale, Guglielmo Maria; Sova, Robert - 2009
Persistent link: https://www.econbiz.de/10003949270
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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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Financial development and economic growth : evidence from ten new EU members
Caporale, Guglielmo Maria; Rault, Christophe; Sova, Robert - 2009
This paper reviews the main features of the banking and financial sector in ten new EU members, and then examines the …
Persistent link: https://www.econbiz.de/10003889597
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On the trade balance effects of free trade agreements between the EU-15 and the CEEC-4 countries
Caporale, Guglielmo Maria; Rault, Christophe; Sova, Robert - 2008
Persistent link: https://www.econbiz.de/10003730270
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Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010
This paper focuses on nominal exchange rates, specifically the US dollar rate vis-à-vis the Euro and the Japanese Yen at a daily frequency. We model both absolute values of returns and squared returns using long-memory techniques, being particularly interested in volatility modelling and...
Persistent link: https://www.econbiz.de/10003931070
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Price formation on the EuroMTS platform
Caporale, Guglielmo Maria; Girardi, Alessandro - 2010
This paper examines the process of price discovery in the MTS system, which builds on the parallel quoting of euro-denominated government securities on a number of (relatively large) domestic markets and on a (relatively small) European marketplace (EuroMTS). Using twenty-seven months of daily...
Persistent link: https://www.econbiz.de/10003934756
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The Economic and Monetary Union’s effect on (international) trade : the case of Slovenia before euro adoption
Aristovnik, Aleksander; Meze, Matevz - 2010
Persistent link: https://www.econbiz.de/10003996337
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Inflation and inflation uncertainty in the euro area
Caporale, Guglielmo Maria; Onorante, Luca; Paesani, Paolo - 2009
This paper estimates a time-varying AR-GARCH model of inflation producing measures of inflation uncertainty for the euro area, and investigates the linkages between them in a VAR framework, also allowing for the possible impact of the policy regime change associated with the start of EMU in...
Persistent link: https://www.econbiz.de/10003858736