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The dynamics of the real exchange rates in Europe : a comparative study across countries using fractional integration

Gil-Alaña, Luis A. - In: Applied economics letters 11 (2004) 7, pp. 429-432

Persistent link: https://www.econbiz.de/10002111184

Fractional integration and impulse responses : a bivariate application to real output in the US and the Scandinavian countries

Caporale, Guglielmo Maria (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003391559

Linkages between the US and European stock markets : a fractional cointegration approach

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2015

Persistent link: https://www.econbiz.de/10010520824

Linkages between the US and European stock markets : a fractional cointegration approach

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2015

This paper analyses the long-memory properties of US and European stock indices, as well as their linkages, using fractional integration and fractional cointegration techniques. These methods are more general and have higher power than the standard ones usually employed in the literature. The...

Persistent link: https://www.econbiz.de/10011334455

Linkages between the US and European stock markets : a fractional cointegration approach

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2015

Persistent link: https://www.econbiz.de/10011343058

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

Long-term interest rates in Europe : a fractional cointegration analysis

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2016

Persistent link: https://www.econbiz.de/10011448283

The persistence of unemployment in the USA and Europe in terms of fractionally ARIMA models

Gil-Alaña, Luis A. - In: Applied economics 33 (2001) 10, pp. 1263-1269

Persistent link: https://www.econbiz.de/10001590553

Expecting Brexit

Dhingra, Swati; Sampson, Thomas - 2022

Persistent link: https://www.econbiz.de/10012818306

Expecting Brexit

Dhingra, Swati; Sampson, Thomas - 2022

expectations about future UK-EU relations. Studying its consequences provides new insights regarding the economic impacts of news …, there was little or no trade diversion away from the EU, implying that many of the anticipated long-run effects of Brexit … did not materialize before the new UK-EU trade relationship came into force in 2021. …

Persistent link: https://www.econbiz.de/10012806478