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Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Review of financial economics : RFE 13 (2004) 4, pp. 327-340
Persistent link: https://www.econbiz.de/10002375332
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Long run trends and volatility spillovers in daily exchange rates
Black, Angela J.; McMillan, David G. - In: Applied financial economics 14 (2004) 12, pp. 895-907
Persistent link: https://www.econbiz.de/10002150770
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Non-linear error correction : evidence for UK interest rates
McMillan, David G. - In: The Manchester School 72 (2004) 5, pp. 626-640
Persistent link: https://www.econbiz.de/10002156757
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Non-linear interest rate dynamics and forecasting : evidence for US and Australian interest rates
McMillan, David G. - In: International journal of finance & economics : IJFE 14 (2009) 2, pp. 139-155
Persistent link: https://www.econbiz.de/10003824095
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Income and happiness across Europe : do reference values matter?
Caporale, Guglielmo Maria; Georgellis, Yannis; … - In: Journal of economic psychology : research in economic … 30 (2009) 1, pp. 42-51
Persistent link: https://www.econbiz.de/10003830471
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Asymmetric return patterns : evidence from 33 international stock market indices
Evans, Twm; McMillan, David G. - In: Applied economics letters 16 (2009) 7/9, pp. 775-779
Persistent link: https://www.econbiz.de/10003854963
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Basque terrorism : police action, political measures and the influence of violence on the stock market in the Basque Country
Barros, Carlos Pestana; Caporale, Guglielmo Maria; … - In: Defence and peace economics 20 (2009) 4, pp. 287-301
Persistent link: https://www.econbiz.de/10003902479
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Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied economics letters 17 (2010) 10/12, pp. 1079-1081
Persistent link: https://www.econbiz.de/10008699280
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Are PPP tests erratically behaved? : some panel evidence
Caporale, Guglielmo Maria; Hanck, Christoph - In: International review of applied economics 24 (2010) 2, pp. 203-221
Persistent link: https://www.econbiz.de/10008653316
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Does non-linearity help us understand, model and forecast UK stock and bond returns : evidence from the BEYR
McMillan, David G. - In: International review of applied economics 26 (2012) 1, pp. 125-143
Persistent link: https://www.econbiz.de/10009419538