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Stock market integration between three CEECs
Caporale, Guglielmo Maria; Spagnolo, Nicola - 2010
Persistent link: https://www.econbiz.de/10003979840
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Stock market integration between three CEECs, Russia and the UK
Caporale, Guglielmo Maria; Spagnolo, Nicola - 2010
Central and Eastern European countries (CEECs), specifically the Czech Republic, Hungary, and Poland, and both the UK and …
Persistent link: https://www.econbiz.de/10003942221
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Stock market integration between three CEECs, Russia and the UK
Caporale, Guglielmo Maria; Spagnolo, Nicola - 2010
Persistent link: https://www.econbiz.de/10003963283
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Stock market integration between three CEECs
Caporale, Guglielmo Maria; Spagnolo, Nicola - In: Journal of economic integration 27 (2012) 1, pp. 115-122
Persistent link: https://www.econbiz.de/10009517757
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Stock market integration between three CEECs, Russia, and the UK
Caporale, Guglielmo Maria; Spagnolo, Nicola - In: Review of international economics 19 (2011) 1, pp. 158-169
Persistent link: https://www.econbiz.de/10009127584
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Stock Market Integration between Three CEECs, Russia and the UK
Caporale, Guglielmo Maria - 2013
Central and Eastern European countries (CEECs), specifically the Czech Republic, Hungary, and Poland, and both the UK and …
Persistent link: https://www.econbiz.de/10013095004
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Revisiting the long-run relationship between real exchange rates and real interest differentials : a productivity differential approach
Caporale, Guglielmo Maria; Pittis, Nikitas - 1998
Persistent link: https://www.econbiz.de/10000667260
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Global and regional spillovers in emerging stock markets : a multivariate GARCH-in-mean analysis
Beirne, John; Caporale, Guglielmo Maria; … - 2009
Persistent link: https://www.econbiz.de/10003880585
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Global and regional spillovers in emerging stock markets : a multivariate GARCH-in-mean analysis
Beirne, John; Caporale, Guglielmo Maria; … - 2009
This paper examines global (mature market) and regional (emerging market) spillovers in local emerging stock markets. Tri-variate VAR GARCH(1,1)-in-mean models are estimated for 41 emerging market economies (EMEs) in Asia, Europe, Latin America, and the Middle East. The models capture a range of...
Persistent link: https://www.econbiz.de/10003887350
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Global and regional spillovers in emerging stock markets : a multivariate GARCH-in-mean analysis
Beirne, John; Caporale, Guglielmo Maria; … - 2009
This paper examines global (mature market) and regional (emerging market) spillovers in local emerging stock markets. Tri-variate VAR GARCH(1,1)-in-mean models are estimated for 41 emerging market economies (EMEs) in Asia, Europe, Latin America, and the Middle East. The models capture a range of...
Persistent link: https://www.econbiz.de/10003891055