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Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis
Arestis, Philip (contributor);  … - 2003
Persistent link: https://www.econbiz.de/10003208246
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Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis
Arestis, Philip; Caporale, Guglielmo Maria; Cipollini, … - In: International journal of finance & economics : IJFE 10 (2005) 4, pp. 359-367
Persistent link: https://www.econbiz.de/10003171746
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Testing for Financial Contagion between Developed and Emerging Markets During the 1997 East Asian Crisis
Arestis, Philip; Caporale, Guglielmo Maria; Cipollini, … - 2009
economies in the region (Thailand, Indonesia, Korea and Malaysia) to a number of developed countries (Japan, UK, Germany and …)identifying restrictions. The estimation results provide some evidence of contagion, in particular from Japan (the major nternational lender in …
Persistent link: https://www.econbiz.de/10014088850
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Volatility transmission and financial crises
Caporale, Guglielmo Maria; Pittis, Nikitas; Spagnolo, Nicola - In: Journal of economics and finance 30 (2006) 3, pp. 376-390
Persistent link: https://www.econbiz.de/10003413566
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Stock market integration in Asia : global or regional? : evidence from industry level panel convergence tests
Caporale, Guglielmo Maria; You, Kefei - 2017
This paper examines global and regional stock market integration in Asia at both the aggregate and disaggregate …
Persistent link: https://www.econbiz.de/10011658042
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Sources of real exchange rate volatility and international financial integration : a dynamic generalised method of moments panel approach
Caporale, Guglielmo Maria; Hadj Amor, Thouraya; Rault, … - In: Journal of international development : the journal of … 26 (2014) 6, pp. 810-820
Persistent link: https://www.econbiz.de/10011292486
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International portfolio flows and exchange rate volatility in emerging Asian markets
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Fabio - In: Journal of international money and finance 76 (2017), pp. 1-15
Persistent link: https://www.econbiz.de/10011788040
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The spillovers between the Russian and other Asian and European stock markets a multivariate GARCH-in-mean analysis
Caporale, Guglielmo Maria; Abilov, Nurdaulet - 2017
Persistent link: https://www.econbiz.de/10011893082
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International financial integration and Real Exchange Rate long-run dynamics in emerging countries : some panel evidence
Caporale, Guglielmo Maria; Amor, Thouraya Hadj; Rault, … - 2009
America, Asia and MENA). It covers the period 1979-2004, and carries out "second-generation" tests for non-stationary panels …
Persistent link: https://www.econbiz.de/10003816542
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International financial integration and real exchange rate long-run dynamics in emerging countries : some panel evidence
Caporale, Guglielmo Maria; Amor, Thouraya Hadj; Rault, … - 2009
Persistent link: https://www.econbiz.de/10003817129