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~language:"eng"
~person:"Brus, Vida"
~person:"Caporale, Guglielmo Maria"
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Caporale, Guglielmo Maria
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1
Persistence in youth unemployment
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2012
such as
Spain
, Portugal, Ireland and Finland, where appropriate policy actions are of the essence. Specifically, active …
Persistent link: https://www.econbiz.de/10009666800
Saved in:
2
Persistence in the Realized Betas : Some Evidence for the Spanish Stock Market
Caporale, Guglielmo Maria
-
2020
This paper examines the stochastic behaviour of the realized betas within the one-factor CAPM for the six companies with the highest market capitalization included in the Spanish IBEX stock market index. Fractional integration methods are applied to estimate their degree of persistence at the...
Persistent link: https://www.econbiz.de/10012838240
Saved in:
3
Persistence in youth unemployment
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2012
-memory processes respectively. The evidence suggests that persistence is particularly high in Japan and some EU countries such as
Spain
…
Persistent link: https://www.econbiz.de/10009630623
Saved in:
4
Persistence in the realized betas : some evidence for the Spanish stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2020
This paper examines the stochastic behaviour of the realized betas within the one-factor CAPM for the six companies with the highest market capitalization included in the Spanish IBEX stock market index. Fractional integration methods are applied to estimate their degree of persistence at the...
Persistent link: https://www.econbiz.de/10012194334
Saved in:
5
Bank
lending procyclicality and credit quality during financial crises
Caporale, Guglielmo Maria
;
Di Colli, Stefano
;
Lopez, …
-
2013
This paper analyses macroeconomic and financial determinants of bad loans applying a SVAR approach to investigate whether excessive loans granted during expansionary phases can explain the more than proportional increase in non-performing loans during contractionary periods. The results indicate...
Persistent link: https://www.econbiz.de/10009763782
Saved in:
6
Local banking and local economic growth in Italy : some panel evidence
Caporale, Guglielmo Maria
;
Di Colli, Stefano
;
Di Salvo, …
-
2014
estimation
bias resulting from unobserved district-specific influences. …
Persistent link: https://www.econbiz.de/10010406692
Saved in:
7
Bank
lending procyclicality and credit quality during financial crises
Caporale, Guglielmo Maria
;
Di Colli, Stefano
;
Lopez, …
- In:
Economic modelling
43
(
2014
),
pp. 142-157
Persistent link: https://www.econbiz.de/10010502192
Saved in:
8
Local banking and local economic growth In Italy : some panel evidence
Caporale, Guglielmo Maria
;
Di Colli, Stefano
;
Di Salvo, …
-
2014
Persistent link: https://www.econbiz.de/10010431602
Saved in:
9
Local banking and local economic growth in Italy : some panel evidence
Caporale, Guglielmo Maria
;
Di Colli, Stefano
;
Di Salvo, …
- In:
Applied economics
48
(
2016
)
28/30
,
pp. 2665-2674
Persistent link: https://www.econbiz.de/10011594289
Saved in:
10
Efficiency
evaluation of Greek equity funds
Babalos, Vassilios
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
26
(
2012
)
2
,
pp. 317-333
Persistent link: https://www.econbiz.de/10009618257
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