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Is Europe an optimum currency area? : Business cycles in the EU
Caporale, Guglielmo Maria; Pittis, Nikitas; … - In: Journal of economic integration 14 (1999) 2, pp. 169-202
Persistent link: https://www.econbiz.de/10001378822
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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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Testing stock market convergence : a non-linear factor approach
Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, Vladimir - In: Empirica : journal of european economics 42 (2015) 3, pp. 481-498
Persistent link: https://www.econbiz.de/10011485529
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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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Modelling volatility of cryptocurrencies using Markov-Switching GARCH models
Caporale, Guglielmo Maria; Zekokh, Timur - In: Research in international business and finance 48 (2019), pp. 143-155
Persistent link: https://www.econbiz.de/10012135859
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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-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
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Financial integration in the GCC region : market size versus national effects
Arin, Kerim Peren; Caporale, Guglielmo Maria; Kyriacou, … - In: Open economies review 31 (2020) 2, pp. 309-316
Persistent link: https://www.econbiz.de/10012229747
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Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Finance research letters 27 (2018), pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
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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