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Long memory in Angolan macroeconomic series : mean reversion versus explosive behaviour
Barros, Carlos Pestana; Caporale, Guglielmo Maria; … - In: African development review 26 (2014) 1, pp. 59-73
Persistent link: https://www.econbiz.de/10011313843
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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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Long memory in Angolan macroeconomic series : mean reversion versus explosive behaviour
Barros, Carlos Pestana; Caporale, Guglielmo Maria; … - 2012
Persistent link: https://www.econbiz.de/10009573955
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Long memory in German energy price indices
Barros, Carlos Pestana; Caporale, Guglielmo Maria; … - 2012
This study examines the long-memory properties of German energy price indices (specifically, import and export prices, as well as producer and consumer prices) for hard coal, lignite, mineral oil and natural gas adopting a fractional integration modelling framework. The analysis is undertaken...
Persistent link: https://www.econbiz.de/10009580123
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Long memory in German energy price indices
Barros, Carlos Pestana; Caporale, Guglielmo Maria; … - 2012
Persistent link: https://www.econbiz.de/10009489043
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Long memory in German energy price indices
Barros, Carlos Pestana; Caporale, Guglielmo Maria; … - 2012
This study examines the long-memory properties of German energy price indices (specifically, import and export prices, as well as producer and consumer prices) for hard coal, lignite, mineral oil and natural gas adopting a fractional integration modelling framework. The analysis is undertaken...
Persistent link: https://www.econbiz.de/10009621714
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Identification of segments of European banks with a latent class frontier model
Barros, Carlos Pestana (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003641846
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ETA terrorism : police action, political measures and the influence of violence on economic activity in the Basque country
Barros, Carlos Pestana (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003391494
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Identification of segments of European banks with a latent class frontier model
Barros, Carlos Pestana (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003599497
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Exchange rate persistence of the Chinese yuan against the US dollar in the NDF market
Barros, Carlos Pestana; Gil-Alaña, Luis A.; Chen, Zhongfei - In: Empirical economics : a journal of the Institute for … 51 (2016) 4, pp. 1399-1414
Persistent link: https://www.econbiz.de/10011643728