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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

Efficient estimation of cointegration vectors and testing for causality in vector autoregressions

Caporale, Guglielmo Maria; Pittis, Nikitas - In: Journal of economic surveys 13 (1999) 1, pp. 1-35

Persistent link: https://www.econbiz.de/10001255599

Common features and output fluctuations in the United Kingdom

Caporale, Guglielmo Maria - In: Economic modelling 14 (1997) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10001241620

Granger causality and weak exogeneity in bivariate and trivariate vars

Caporale, Guglielmo Maria; Pittis, Nikitas - 1996

Persistent link: https://www.econbiz.de/10000593180

Cointegration and joint market efficiency

Caporale, Guglielmo Maria; Pittis, Nikitas - 1996

Persistent link: https://www.econbiz.de/10000927958

Persistence in macroeconomic time series : is it a model invariant property?

Caporale, Guglielmo Maria; Pittis, Nikitas - 1996

Persistent link: https://www.econbiz.de/10000929119

Price gaps : another market anomaly?

Caporale, Guglielmo Maria; Plastun, Alex - 2016

Persistent link: https://www.econbiz.de/10011539676

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

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

On the preferences of CoCo bond buyers and sellers : a logistic regression analysis

Caporale, Guglielmo Maria; Kang, Woo-Young - 2019

This paper estimates the preference scores of CoCo bond buyers and sellers by running logistic regressions taking into account both bond and issuing bank's characteristics, and also considers the role of country−specific CoCo bond market competitiveness. Buyers are found to be characterised by...

Persistent link: https://www.econbiz.de/10011986130