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Tourism persistence in the Southeastern European countries : the impact of COVID-19
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Imeri, Amir - In: Cogent economics & finance 11 (2023) 2, pp. 1-10
This paper examines tourism persistence in a group of Southeastern European (SEE) countries (Albania, Bosnia, Bulgaria …
Persistent link: https://www.econbiz.de/10014501006
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Testing for UIP : nonlinearities, monetary announcements and interest rate expectations
Anderl, Christina; Caporale, Guglielmo Maria - 2021
This paper re-examines the UIP relation by estimating first a benchmark linear Cointegrated VAR including the nominal exchange rate and the interest rate differential as well as central bank announcements, and then a Cointegrated Smooth Transition VAR (CVSTAR) model incorporating nonlinearities...
Persistent link: https://www.econbiz.de/10012508617
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UK overseas visitors : seasonality and persistence
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Tourism economics : the business and finance of tourism … 25 (2019) 5, pp. 827-831
Persistent link: https://www.econbiz.de/10012182194
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UK overseas visitors : seasonality and persistence
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2018
Persistent link: https://www.econbiz.de/10011995763
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Tourism persistence in the Southeastern European countries : the impact of Covid-19
Caporale, Guglielmo Maria; Imeri, Amir; Gil-Alaña, Luis A. - 2022
This paper examines tourism persistence in a group of Southeastern European (SEE) countries (Albania, Bosnia, Bulgaria …
Persistent link: https://www.econbiz.de/10013413277
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Financial integration and European tourism stocks
Caporale, Guglielmo Maria; Yfanti, Stavroula; … - 2023
This study examines the macro drivers of the time-varying (dynamic) connectedness between eleven European tourism … estate activity. Further, economic and political uncertainty is found to intensify the macro effects on tourism correlations … crash, also magnify the impact of macro drivers on the evolution of co-movement and integration in the tourism sector. …
Persistent link: https://www.econbiz.de/10013540847
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Financial Integration and European Tourism Stocks
Caporale, Guglielmo Maria; Yfanti, Stavroula; … - 2023
This study examines the macro drivers of the time-varying (dynamic) connectedness between eleven European tourism … estate activity. Further, economic and political uncertainty is found to intensify the macro effects on tourism correlations … crash, also magnify the impact of macro drivers on the evolution of co-movement and integration in the tourism sector …
Persistent link: https://www.econbiz.de/10014261022
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Tourism Persistence in the Southeastern European Countries : The Impact of COVID-19
Caporale, Guglielmo Maria; Imeri, Amir; Gil-Alana, Luis A. - 2022
This paper examines tourism persistence in a group of Southeastern European (SEE) countries (Albania, Bosnia, Bulgaria …
Persistent link: https://www.econbiz.de/10014243164
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Fiscal shocks and real exchange rate dynamics : some evidence for Latin America
Caporale, Guglielmo Maria (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003641715
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Fiscal shocks and real exchange rate dynamics : some evidence for Latin America
Caporale, Guglielmo Maria (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003641983