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~isPartOf:"Economics and finance working paper series"
~isPartOf:"International review of economics & finance : IREF"
~person:"Caporale, Guglielmo Maria"
~subject:"United Kingdom"
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Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
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2015
Persistent link: https://www.econbiz.de/10010520824
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Liquidity risk, credit risk and the overnight interest rate spread : a stochastic volatility modelling approach
Beirne, John
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Caporale, Guglielmo Maria
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Spagnolo, Nicola
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2010
Persistent link: https://www.econbiz.de/10003979875
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