Narrow search
Showing 1 - 10 of 869
Cover Image
Long run and cyclical dynamics in the US stock market
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2004
Persistent link: https://www.econbiz.de/10004864712
Cover Image
Quoted spreads and trade imbalance dynamics in the European treasury bond market
Caporale, Guglielmo Maria; Girardi, Alessandro; … - 2010
Using high-frequency transaction data for the three largest European markets (France, Germany and Italy), this paper …
Persistent link: https://www.econbiz.de/10008798823
Cover Image
Quoted spreads and trade Imbalance dynamics in the European treasury bond market
Caporale, Guglielmo Maria; Girardi, Alessandro; … - 2010
Persistent link: https://www.econbiz.de/10008811328
Cover Image
Quoted spreads and trade imbalance dynamics in the European treasury bond market
Caporale, Guglielmo Maria; Girardi, Alessandro; … - 2010
Using high-frequency transaction data for the three largest European markets (France, Germany and Italy), this paper …
Persistent link: https://www.econbiz.de/10009272604
Cover Image
Herd behaviour in extreme market conditions : the case of the Athens stock exchange
Caporale, Guglielmo Maria (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003769852
Cover Image
Darwin's clever neighbour : George Warde Norman and his circle
Norman, George Warde - 2010
development and the implementation of the theory of monetary control, embodied in the Bank Charter Act of 1844. Norman wrote an … Norway, and then in fire insurance. He also wrote on economic matters, not only on monetary issues but also on trade theory …
Persistent link: https://www.econbiz.de/10011851246
Cover Image
Darwin's clever neighbour : George Warde Norman and his circle
Norman, George Warde - 2010
Persistent link: https://www.econbiz.de/10003939907
Cover Image
Volatility spillovers and contagion from mature to emerging stock markets
Beirne, John; Caporale, Guglielmo Maria; … - 2009
This paper examines volatility spillovers from mature to emerging stock markets and tests for changes in the transmission mechanism-contagion-during turbulences in mature markets. Tri-variate GARCH-BEKK models of returns in global (mature), regional, and local markets are estimated for 41...
Persistent link: https://www.econbiz.de/10003823970
Cover Image
Volatility spillovers and contagion from mature to emerging stock markets
Beirne, John; Caporale, Guglielmo Maria; … - 2009
Persistent link: https://www.econbiz.de/10003799859
Cover Image
Volatility spillovers and contagion from mature to emerging stock markets
Beirne, John; Caporale, Guglielmo Maria; … - 2009
This paper models volatility spillovers from mature to emerging stock markets, tests for changes in the transmission mechanism during turbulences in mature markets, and examines the implications for conditional correlations between mature and emerging market returns. Tri-variate GARCH-BEKK...
Persistent link: https://www.econbiz.de/10003963822