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Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria; Carcel, Hector; Gil-Alaña, … - 2017
Persistent link: https://www.econbiz.de/10011631069
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Fractional integration and impulse responses : a bivariate application to real output in the US and the Scandinavian countries
Caporale, Guglielmo Maria (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003391559
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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
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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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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
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Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - 2019
Persistent link: https://www.econbiz.de/10011996362
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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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Persistence in US interest rates : is it stable over time?
Caporale, Guglielmo Maria (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003739798
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Interest rate dynamics in Kenya : commercial banks' rates and the 91-day treasury bill rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010
Persistent link: https://www.econbiz.de/10008748166
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Fractional cointegration in US term spreads
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010
Persistent link: https://www.econbiz.de/10003963290