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Volatility spillovers and contagion from mature to emerging stock markets
Beirne, John; Caporale, Guglielmo Maria; … - 2008
Persistent link: https://www.econbiz.de/10003821913
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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. - In: International review of financial analysis 29 (2013), pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
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Fiscal shocks and real exchange rate dynamics : some evidence for Latin America
Caporale, Guglielmo Maria; Ciferri, Davide; Girardi, … - In: Journal of international money and finance 30 (2011) 5, pp. 709-723
Persistent link: https://www.econbiz.de/10009268779
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Dynamic correlation between stock market and oil prices : the case of oil-importing and oil-exporting countries
Filis, George; Degiannakis, Stavros; Floros, Christos - In: International review of financial analysis 20 (2011) 3, pp. 152-164
Persistent link: https://www.econbiz.de/10009295790
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Exchange rate uncertainty and international portfolio flows : a multivariate GARCH-in-mean approach
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Nicola - In: Journal of international money and finance 54 (2015), pp. 70-92
Persistent link: https://www.econbiz.de/10011476078
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Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility : international evidence
Degiannakis, Stavros; Floros, Christos; Dent, Pamela - In: International review of financial analysis 27 (2013), pp. 21-33
Persistent link: https://www.econbiz.de/10009736952
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Time-varying correlation between oil and stock market volatilities : evidence from oil-importing and oil-exporting countries
Boldanov, Rustam; Degiannakis, Stavros; Filis, George - In: International review of financial analysis 48 (2016), pp. 209-220
Persistent link: https://www.econbiz.de/10011624489
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Macro news and stock returns in the Euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola - In: International review of financial analysis 45 (2016), pp. 180-188
Persistent link: https://www.econbiz.de/10011581967
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International portfolio flows and exchange rate volatility in emerging Asian markets
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Fabio - In: Journal of international money and finance 76 (2017), pp. 1-15
Persistent link: https://www.econbiz.de/10011788040
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Forecasting oil price realized volatility using information channels from other asset classes
Degiannakis, Stavros; Filis, George - In: Journal of international money and finance 76 (2017), pp. 28-49
Persistent link: https://www.econbiz.de/10011788055