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Unit roots and long-run causality : investigating the relationship between output, money and interest rates

Caporale, Guglielmo Maria - In: Economic modelling 15 (1998) 1, pp. 91-112

Persistent link: https://www.econbiz.de/10001247848

Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-GARCH-in-mean analysis

Babalos, Vassilios; Caporale, Guglielmo Maria; … - 2016

The 2008-2009 global financial crisis has raised new questions about the relationship between equity fund flows and stock market returns. This paper analyses it using US monthly data over the period 2000:1-2015:08. A VAR-GARCH(1,1)-in-mean model with a BEKK representation is estimated, and a...

Persistent link: https://www.econbiz.de/10011479824

Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-GARCH-in-mean Analysis

Babalos, Vassilios; Caporale, Guglielmo Maria; … - 2016

The 2008-2009 global financial crisis has raised new questions about the relationship between equity fund flows and stock market returns. This paper analyses it using US monthly data over the period 2000:1-2015:08. A VAR-GARCH(1,1)-in-mean model with a BEKK representation is estimated, and a...

Persistent link: https://www.econbiz.de/10011482859

Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-GARCH-in-mean analysis

Babalos, Vassilios; Caporale, Guglielmo Maria; … - 2016

Persistent link: https://www.econbiz.de/10011536693

Coordination and price shocks : an empirical analysis

Caporale, Guglielmo Maria; Chui, Michael; Hall, Stephen G. - In: Economic modelling 18 (2001) 4, pp. 569-584

Persistent link: https://www.econbiz.de/10001654125

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

Aggregate money demand functions in five industrial countries: are they cointegrated?

Caporale, Guglielmo Maria; Hall, Stephen G.; Urga, Giovanni - In: Estudos econômicos : publicação trimestral do … 31 (2001) 2, pp. 395-423

Persistent link: https://www.econbiz.de/10001702504

Fiscal consolidation : an exercise in the methodology of coordination

Caporale, Guglielmo Maria (contributor) - 1998

Persistent link: https://www.econbiz.de/10001635328

Fractional cointegration and real exchange rates

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2000

Persistent link: https://www.econbiz.de/10001509581

Fractional cointegration and real exchange rates

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Review of financial economics : RFE 13 (2004) 4, pp. 327-340

Persistent link: https://www.econbiz.de/10002375332

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