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~person:"Caporale, Guglielmo Maria"
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Caporale, Guglielmo Maria
Nijkamp, Peter
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1
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
Saved in:
2
Exchange rate uncertainty and international portfolio flows
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
-
2013
Persistent link: https://www.econbiz.de/10009767876
Saved in:
3
Exchange Rate Uncertainty and International Portfolio Flows
Caporale, Guglielmo Maria
-
2013
is negative in all countries except Canada (where it is positive) in the case of bond flows. Under the assumption of
risk
…
Persistent link: https://www.econbiz.de/10013081704
Saved in:
4
Exchange Rate Uncertainty and International Portfolio Flows
Caporale, Guglielmo Maria
-
2014
is negative in all countries except Canada (where it is positive) in the case of bond flows. Under the assumption of
risk
…
Persistent link: https://www.econbiz.de/10013063941
Saved in:
5
Exchange rate uncertainty and international portfolio flows
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
-
2013
is negative in all countries except Canada (where it is positive) in the case of bond flows. Under the assumption of
risk
…
Persistent link: https://www.econbiz.de/10009741957
Saved in:
6
Exchange rate uncertainty and international portfolio flows
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
-
2013
is negative in all countries except Canada (where it is positive) in the case of bond flows. Under the assumption of
risk
…
Persistent link: https://www.econbiz.de/10009743845
Saved in:
7
Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria
;
Hassapis, Christis
;
Pittis, …
-
1994
Persistent link: https://www.econbiz.de/10000897287
Saved in:
8
Long memory in Angolan macroeconomic series : mean reversion versus explosive behaviour
Barros, Carlos Pestana
;
Caporale, Guglielmo Maria
; …
-
2012
Persistent link: https://www.econbiz.de/10009573955
Saved in:
9
Exchange rate dynamics and monetary unions in Africa : a fractional integration and cointegration analysis
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Carcel, Hector
-
2015
Persistent link: https://www.econbiz.de/10010527158
Saved in:
10
Parameter instability, superexogeneity, and the monetary model of the exchange rate
Caporale, Guglielmo Maria
;
Pittis, Nikitas
- In:
Weltwirtschaftliches Archiv : Zeitschrift des Instituts …
137
(
2001
)
3
,
pp. 501-524
Persistent link: https://www.econbiz.de/10001618429
Saved in:
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