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Brexit and uncertainty in financial markets

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Trani, … - In: International Journal of Financial Studies : open … 6 (2018) 1, pp. 1-9

This paper applies long-memory techniques (both parametric and semi-parametric) to examine whether Brexit has led to any significant changes in the degree of persistence of the FTSE (Financial Times Stock Index) 100 Implied Volatility Index (IVI) and of the British pound’s implied volatilities...

Persistent link: https://www.econbiz.de/10011857194

Stock market linkages between the ASEAN countries, China and the US : a fractional integration/cointegration approach

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - In: Emerging markets, finance and trade : EMFT 58 (2022) 5, pp. 1502-1514

Persistent link: https://www.econbiz.de/10013167095

Macro-financial linkages in the high-frequency domain : economic fundamentals and the Covid-induced uncertainty channel in US and UK financial markets

Caporale, Guglielmo Maria; Karanasos, Menelaos; Yfanti, … - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 1581-1608

Persistent link: https://www.econbiz.de/10014533276

International capital markets structure, preferences and puzzles : a “US-China World”

Caporale, Guglielmo Maria; Donadelli, Michael; Varani, … - In: Journal of international financial markets, … 36 (2015), pp. 85-99

Persistent link: https://www.econbiz.de/10011474910

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

Financial development and economic growth : evidence from 10 new European Union members

Caporale, Guglielmo Maria; Rault, Christophe; Sova, … - In: International journal of finance & economics : IJFE 20 (2015) 1, pp. 48-60

Persistent link: https://www.econbiz.de/10011346606

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

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

Volatility spillovers and contagion from mature to emerging stock markets

Beirne, John; Caporale, Guglielmo Maria; … - In: Review of international economics 21 (2013) 5, pp. 1060-1075

Persistent link: https://www.econbiz.de/10010249056

20 years of transition in Central and Eastern Europe : money, banking and financial markets

Caporale, Guglielmo Maria; Matousek, Roman - In: Review of international economics 19 (2011) 1, pp. 46-48

Persistent link: https://www.econbiz.de/10009127605