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Unit roots and long-run causality : investigating the relationship between output, money and interest rates

Caporale, Guglielmo Maria - In: Economic modelling 15 (1998) 1, pp. 91-112

Persistent link: https://www.econbiz.de/10001247848

Unit roots and long-run causality : the case of output and financial variables

Caporale, Guglielmo Maria; Hassapis, Christis; Pittis, … - 1995

Persistent link: https://www.econbiz.de/10000909158

International linkages in short and long-term interest rates

Caporale, Guglielmo Maria; Williams, Geoffrey - 1998

Persistent link: https://www.econbiz.de/10000989043

The Fisher hypothesis, fiscal theories of inflation and debt neutrality : a cointegration and causality analysis

Caporale, Guglielmo Maria; Pittis, Nikitas - 1995

Persistent link: https://www.econbiz.de/10000910191

Long-Run Linkages between US Stock Prices and Cryptocurrencies : A Fractional Cointegration Analysis

Caporale, Guglielmo Maria; de Dios Mazariegos, José Javier - 2022

This paper applies fractional integration and cointegration methods to examine respectively the univariate properties of the four main cryptocurrencies in terms of market capitalization (BTC, ETH, USDT, BNB) and of four US stock market indices (S&P500, NASDAQ, Dow Jones and MSCI for emerging...

Persistent link: https://www.econbiz.de/10014239604