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Trade specialisation and economic convergence : evidence from two Eastern European countries

Caporale, Guglielmo Maria; Rault, Christophe; Sova, Robert - 2008

Persistent link: https://www.econbiz.de/10003785262

Trade specialisation and economic convergence : evidence from two eastern European countries

Caporale, Guglielmo Maria; Rault, Christophe; Sova, Robert - 2009

-à-vis the core EU member states (EU-15) over the period 1990-2006. Specifically, we focus on whether there is a shift towards …

Persistent link: https://www.econbiz.de/10003824097

EU banks rating assignments : is there heterogeneity between new and old member countries?

Caporale, Guglielmo Maria; Matousek, Roman; Stewart, Chris - 2009

Persistent link: https://www.econbiz.de/10003898750

Volatility transmission and financial crises

Caporale, Guglielmo Maria; Pittis, Nikitas; Spagnolo, Nicola - In: Journal of economics and finance 30 (2006) 3, pp. 376-390

Persistent link: https://www.econbiz.de/10003413566

Long memory and volatility dynamics in the US dollar exchange rate

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010

This paper focuses on nominal exchange rates, specifically the US dollar rate vis-à-vis the Euro and the Japanese Yen at a daily frequency. We model both absolute values of returns and squared returns using long-memory techniques, being particularly interested in volatility modelling and...

Persistent link: https://www.econbiz.de/10003931070

EU banks rating assignments : is there heterogeneity between new and old member countries?

Caporale, Guglielmo Maria; Matousek, Roman; Stewart, Chris - 2010

We model EU countries' bank ratings using financial variables and allowing for intercept and slope heterogeneity. Our … aim is to assess whether "old" and "new" EU countries are rated differently and to determine whether "new" ones are … intercepts) are a crucial determinant of ratings. Whilst "new" EU countries typically have lower ratings than "old" ones, after …

Persistent link: https://www.econbiz.de/10003971004