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Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: International journal of finance & economics : IJFE 21 (2016) 2, pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
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Estimating persistence in the volatility of asset returns with signal plus noise models
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: International journal of finance & economics : IJFE 17 (2012) 1, pp. 23-30
Persistent link: https://www.econbiz.de/10009507857
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On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Trani, … - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
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The purchasing power parity hypothesis in the US-China relationship : fractional integration, time variation and data frequency
Gil-Alaña, Luis A.; Jiang, Liang - In: International journal of finance & economics : IJFE 18 (2013) 1, pp. 82-92
Persistent link: https://www.econbiz.de/10009721889
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Fractional integration and asymmetric volatility in European, American and Asian bull and bear markets : application to high-frequency stock data
Yaya, OlaOluwa S.; Gil-Alaña, Luis A.; Shittu, … - In: International journal of finance & economics : IJFE 20 (2015) 3, pp. 276-290
Persistent link: https://www.econbiz.de/10011348408
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Persistence and dependence in geopolitical risks in various developed and developing countries
Solarin Sakiru Adebola; Gil-Alaña, Luis A.; … - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 1488-1496
Persistent link: https://www.econbiz.de/10014253418
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Financial development and economic growth : evidence from 10 new European Union members
Caporale, Guglielmo Maria; Rault, Christophe; Sova, … - In: International journal of finance & economics : IJFE 20 (2015) 1, pp. 48-60
Persistent link: https://www.econbiz.de/10011346606
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Macro news and commodity returns
Caporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola - In: International journal of finance & economics : IJFE 22 (2017) 1, pp. 68-80
Persistent link: https://www.econbiz.de/10011960264
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Real exchange rate effects on the balance of trade : cointegration and the Marshall-Lerner condition
Boyd, Derick A. C.; Caporale, Guglielmo Maria; Smith, Ron - In: International journal of finance & economics : IJFE 6 (2001) 3, pp. 187-200
Persistent link: https://www.econbiz.de/10001607383
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Irreducibility and structural cointegrating relations : an application to the G-7 long-term interest rates
Barassi, Marco R.; Caporale, Guglielmo Maria; Hall, … - In: International journal of finance & economics : IJFE 6 (2001) 2, pp. 127-138
Persistent link: https://www.econbiz.de/10001574022