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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

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

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

Testing the Marshall-Lerner condition in Kenya

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Mudida, … - In: The South African journal of economics 83 (2015) 2, pp. 253-268

Persistent link: https://www.econbiz.de/10011439870

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

The EMBI in Latin America : fractional integration, non-linearities and breaks

Caporale, Guglielmo Maria; Carcel, Hector; Gil-Alaña, … - In: Finance research letters 24 (2018), pp. 34-41

Persistent link: https://www.econbiz.de/10011982450

Linkages between the US and European stock markets : a fractional cointegration approach

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: International journal of finance & economics : IJFE 21 (2016) 2, pp. 143-153

Persistent link: https://www.econbiz.de/10011560168

Fractional integration and cointegration in US financial time series data

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 47 (2014) 4, pp. 1389-1410

Persistent link: https://www.econbiz.de/10010461103

Long-term interest rates in Europe : a fractional cointegration analysis

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: International review of economics & finance : IREF 61 (2019), pp. 170-178

Persistent link: https://www.econbiz.de/10012205401

Accounting for nonlinearity, asymmetry, heterogeneity, and cross-sectional dependence in energy modeling : US state-level panel analysis

Liddle, Brantley - In: Economies : open access journal 5 (2017) 3, pp. 1-11

This paper provides an example of several modeling and econometric advances used in the panel estimation of energy demand elasticities. The paper models the demand of total, industrial, and transport energy consumption and residential and commercial electricity consumption by analyzing US...

Persistent link: https://www.econbiz.de/10011754843