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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
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The Kenyan stock market : inefficiency, long memory, persistence and anomalies in the NSE-20
Balparda, Borja; Caporale, Guglielmo Maria; Gil-Alaña, … - In: African journal of economic and sustainable development 4 (2015) 3, pp. 254-277
Persistent link: https://www.econbiz.de/10011440196
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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
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Persistence in the cryptocurrency market
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Research in international business and finance 46 (2018), pp. 141-148
Persistent link: https://www.econbiz.de/10011983590
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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
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Long memory in the Ukrainian stock market and financial crises
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Journal of economics and finance 40 (2016) 2, pp. 235-257
Persistent link: https://www.econbiz.de/10011658783
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Interest rate dynamics in Kenya : commercial banks' rates and the 91-day treasury bill rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Journal of international development : the journal of … 28 (2016) 2, pp. 214-232
Persistent link: https://www.econbiz.de/10011552186
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Testing unemployment theories : a multivariate long memory approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Lovcha, … - In: Journal of applied economics 19 (2016) 1, pp. 95-112
Persistent link: https://www.econbiz.de/10011555191
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Long-run and cyclical dynamics in the US stock market
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Journal of forecasting 33 (2014) 2, pp. 147-161
Persistent link: https://www.econbiz.de/10010424845
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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