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Long-run and cyclical dynamics in the US stock market
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2004
Persistent link: https://www.econbiz.de/10002068642
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Panel data tests of PPP : a critical overview
Caporale, Guglielmo Maria - 2004
Persistent link: https://www.econbiz.de/10002139613
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Robustness of the CUSUM and CUSUM-of-squares tests to serial correlation, endogeneity and lack of structural invariance : some Monte Carlo evidence
Caporale, Guglielmo Maria; Pittis, Nikitas - 2004
Persistent link: https://www.econbiz.de/10002068644