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Sterling's relationship with the Deutschmark : a probabilistic reduction approach
Caporale, Guglielmo Maria - In: Exchange rate policy in Europe, (pp. 45-59). 1997
Persistent link: https://www.econbiz.de/10001298342
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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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Exchange rate uncertainty and international portfolio flows : a multivariate GARCH-in-mean approach
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Nicola - In: Journal of international money and finance 54 (2015), pp. 70-92
Persistent link: https://www.econbiz.de/10011476078
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Modeling exchange rate -interest rate differential nexus in BRICS : the role asymmetry and structural breaks
Sani, Zainab; Salisu, Afees A.; Onyia, Eucharia; Anih, … - In: Economics and Business Letters : EBL 9 (2020) 2, pp. 73-83
Persistent link: https://www.econbiz.de/10012216768
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International portfolio flows and exchange rate volatility in emerging Asian markets
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Fabio - In: Journal of international money and finance 76 (2017), pp. 1-15
Persistent link: https://www.econbiz.de/10011788040
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Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: International review of financial analysis 29 (2013), pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
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Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Multinational finance journal : MF ; quarterly … 16 (2012) 1/2, pp. 105-136
Persistent link: https://www.econbiz.de/10010257552
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Parameter instability, superexogeneity, and the monetary model of the exchange rate
Caporale, Guglielmo Maria; Pittis, Nikitas - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 137 (2001) 3, pp. 501-524
Persistent link: https://www.econbiz.de/10001618429
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Analysis of asymmetric response of exchange rate to interest rate differentials : the case of African Big 4
Musa, Abdullahi Usman; Salisu, Afees A.; Aliyu, Victoria O. - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012668019