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Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2015
Persistent link: https://www.econbiz.de/10010520824
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Exchange rate dynamics and monetary unions in Africa : a fractional integration and cointegration analysis
Balparda, Borja; Caporale, Guglielmo Maria; Carcel, Hector - 2015
Persistent link: https://www.econbiz.de/10010527158
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Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2016
Persistent link: https://www.econbiz.de/10011448283
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High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - In: Research in international business and finance 52 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
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Prospects for a monetary union in the East Africa community : some empirical evidence
Caporale, Guglielmo Maria; Carcel, Hector; Gil-Alaña, … - 2018
Persistent link: https://www.econbiz.de/10011995640