Narrow search
Showing 1 - 10 of 223
Cover Image
On the linkages between stock prices and exchange rates : evidence from the banking crisis of 2007-2010
Caporale, Guglielmo Maria; Hunter, John; Ali, Faek Menla - In: International review of financial analysis 33 (2014), pp. 87-103
Persistent link: https://www.econbiz.de/10010520069
Cover Image
On the linkages between stock prices and exchange rates : evidence from the banking crisis of 2007-2010
Caporale, Guglielmo Maria; Hunter, John; Ali, Faek Menla - 2013
rates ; causality-in-variance ; cointegration …
Persistent link: https://www.econbiz.de/10009727058
Cover Image
On the linkages between stock prices and exchange rates : evidence from the banking crisis of 2007 - 2010
Caporale, Guglielmo Maria; Hunter, John; Ali, Faek Menla - 2013
Persistent link: https://www.econbiz.de/10009731958
Cover Image
On the linkages between stock prices and exchange rates : evidence from the banking crisis of 2007 - 2010
Caporale, Guglielmo Maria; Hunter, John; Ali, Faek Menla - 2013
rates ; Causality-in-variance ; Cointegration …
Persistent link: https://www.econbiz.de/10009735730
Cover Image
The nexus between prices, employment and output growth : a global and national evidence
Caporale, Guglielmo Maria; Škare, Marinko - In: Journal of business economics and management 15 (2014) 2, pp. 197-211
Persistent link: https://www.econbiz.de/10010375899
Cover Image
Long-term nominal interest rates and domestic fundamentals
Caporale, Guglielmo Maria; Williams, Geoffrey - In: Review of financial economics : RFE 11 (2002) 2, pp. 119-130
Persistent link: https://www.econbiz.de/10001720462
Cover Image
Testing for changes in the long-run causal structure of cointegrated vector autoregressions
Barassi, Marco R.; Caporale, Guglielmo Maria; Hall, … - 2001
Persistent link: https://www.econbiz.de/10001626097
Cover Image
Unit roots and long-run causality : the case of output and financial variables
Caporale, Guglielmo Maria; Hassapis, Christis; Pittis, … - 1995
Persistent link: https://www.econbiz.de/10000909158
Cover Image
The Fisher hypothesis, fiscal theories of inflation and debt neutrality : a cointegration and causality analysis
Caporale, Guglielmo Maria; Pittis, Nikitas - 1995
Persistent link: https://www.econbiz.de/10000910191
Cover Image
On the Linkages between Stock Prices and Exchange Rates : Evidence from the Banking Crisis of 2007-2010
Caporale, Guglielmo Maria - 2013
This study examines the nature of the linkages between stock market prices and exchange rates in six advanced economies, namely the US, the UK, Canada, Japan, the euro area, and Switzerland, using data on the banking crisis between 2007 and 2010. Bivariate GARCH-BEKK models are estimated...
Persistent link: https://www.econbiz.de/10013083258