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Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian; … - In: The European journal of finance 24 (2018) 4/6, pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
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The BDS test as a test for the adequacy of a GARCH (1,1) specification : a Monte Carlo study
Caporale, Guglielmo Maria; Ntantamis, Christos; … - In: Journal of financial econometrics : official journal of … 3 (2005) 2, pp. 282-309
Persistent link: https://www.econbiz.de/10002811388
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Is Europe an optimum currency area? : Business cycles in the EU
Caporale, Guglielmo Maria; Pittis, Nikitas; … - In: Journal of economic integration 14 (1999) 2, pp. 169-202
Persistent link: https://www.econbiz.de/10001378822
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Domestic and external factors in interest rate determination
Caporale, Guglielmo Maria - In: Applied financial economics 7 (1997) 5, pp. 465-471
Persistent link: https://www.econbiz.de/10001229845
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Sectoral shocks and business cycles : a disaggregated analysis of output fluctuations in the UK
Caporale, Guglielmo Maria - In: Applied economics 29 (1997) 11, pp. 1477-1482
Persistent link: https://www.econbiz.de/10001233228
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Testing for superexogeneity of wage equations
Caporale, Guglielmo Maria - In: Applied economics 28 (1996) 4, pp. 663-672
Persistent link: https://www.econbiz.de/10001202667
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Nominal exchange rate regimes and the stochastic behavior of real variables
Caporale, Guglielmo Maria - In: Journal of international money and finance 14 (1995) 3, pp. 395-415
Persistent link: https://www.econbiz.de/10001187521
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Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria - In: Journal of policy modeling : JPMOD ; a social science … 20 (1998) 5, pp. 581-601
Persistent link: https://www.econbiz.de/10001246740
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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
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Does VIX or volume improve GARCH volatility forecasts?
Kambouroudis, Dimos S.; McMillan, David G. - In: Applied economics 48 (2016) 13/15, pp. 1210-1228
Persistent link: https://www.econbiz.de/10011433080