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Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001470265
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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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Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 1999
Persistent link: https://www.econbiz.de/10001615056
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Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001615066
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Risk and return : some new evidence
Guo, Hui; Whitelaw, Robert - 2001
Persistent link: https://www.econbiz.de/10001580933
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Stock market returns, volatility, and future output
Guo, Hui - In: Review / Federal Reserve Bank of St. Louis 84 (2002) 5, pp. 75-85
Persistent link: https://www.econbiz.de/10001782555
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Why are stock market returns correlated with future economic activities?
Guo, Hui - In: Review / Federal Reserve Bank of St. Louis 84 (2002) 2, pp. 19-33
Persistent link: https://www.econbiz.de/10001697099
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Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: The quarterly review of economics and finance : journal … 42 (2002) 3, pp. 599-609
Persistent link: https://www.econbiz.de/10001712171
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The euro and monetary policy transparency
Caporale, Guglielmo Maria; Cipollini, Andrea - In: Eastern economic journal 28 (2002) 1, pp. 59-70
Persistent link: https://www.econbiz.de/10001671019
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Uncovering the risk-return relation in the stock market
Guo, Hui; Whitelaw, Robert F. - 2003
Persistent link: https://www.econbiz.de/10001787128