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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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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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Retail investor attention and firms' idiosyncratic risk : evidence from China
Hao, Jing; Xiong, Xiong - In: International review of financial analysis 74 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012803813
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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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Overnight momentum, informational shocks, and late informed trading in China
Gao, Ya; Han, Xing; Li, Youwei; Xiong, Xiong - In: International review of financial analysis 66 (2019), pp. 1-15
Persistent link: https://www.econbiz.de/10012208972
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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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Research on China's financial systemic risk contagion under jump and heavy-tailed risk
Gong, Xiao-Li; Liu, Xi-Hua; Xiong, Xiong; Zhang, Wei - In: International review of financial analysis 72 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012437236
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Research on stock volatility risk and investor sentiment contagion from the perspective of multi-layer dynamic network
Gong, Xiao-Li; Liu, Jian-Min; Xiong, Xiong; Zhang, Wei - In: International review of financial analysis 84 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013472743