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~isPartOf:"Economics and finance working paper series"
~person:"Caporale, Guglielmo Maria"
~person:"Kwapil, Claudia"
~subject:"EU countries"
~subject:"Exchange rate"
~subject:"USA"
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Caporale, Guglielmo Maria
Kwapil, Claudia
Spagnolo, Nicola
8
Gil-Alaña, Luis A.
5
Spagnolo, Fabio
5
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Interest and exchange rate risk and stock returns : a multivariate Garch-M modelling approach
Beirne, John
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003641941
Saved in:
2
Persistence in US interest rates : is it stable over time?
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003739798
Saved in:
3
Long memory and fractional integration in high frequency financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003979849
Saved in:
4
Liquidity risk, credit risk and the overnight interest rate spread : a stochastic volatility modelling approach
Beirne, John
;
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
-
2010
Persistent link: https://www.econbiz.de/10003979875
Saved in:
5
Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963286
Saved in:
6
Long memory and fractional integration in high frequency data on the US dollar British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731952
Saved in:
7
Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-GARCH-in-mean analysis
Babalos, Vassilios
;
Caporale, Guglielmo Maria
; …
-
2016
Persistent link: https://www.econbiz.de/10011536693
Saved in:
8
Macro news and stock returns in the euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010402688
Saved in:
9
Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010431601
Saved in:
10
International portfolio flows and exchange rate volatility for emerging markets
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Fabio
-
2015
Persistent link: https://www.econbiz.de/10011448184
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