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~person:"Caporale, Guglielmo Maria"
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Caporale, Guglielmo Maria
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1
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:
2
Unit roots, exogeneity, and persistence : a critical overview
Caporale, Guglielmo Maria
;
Pittis, Nikitis
-
1997
Persistent link: https://www.econbiz.de/10000619744
Saved in:
3
Unit root testing using covariates : some
theory
and evidence
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1997
Persistent link: https://www.econbiz.de/10000632892
Saved in:
4
Revisiting forward looking consumption and financial liberalisation in the United Kingdom
Caporale, Guglielmo Maria
;
Williams, Geoffrey
-
1997
Persistent link: https://www.econbiz.de/10000638569
Saved in:
5
Revisiting the long-run relationship between real exchange rates and real interest differentials : a productivity differential approach
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1998
Persistent link: https://www.econbiz.de/10000667260
Saved in:
6
Unit roots, exogeneity, and persistence : a critical overview
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1997
Persistent link: https://www.econbiz.de/10000954548
Saved in:
7
Weak exogeneity and measures of persistence
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1997
Persistent link: https://www.econbiz.de/10000954549
Saved in:
8
Budget deficits and interest rates : Ricardian equivalence revisited
Caporale, Guglielmo Maria
;
Pittis, Nikitas
; …
-
1997
Persistent link: https://www.econbiz.de/10000962390
Saved in:
9
Testing for deterministic and stochastic cycles in macroeconomic time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirica : journal of european economics
34
(
2007
)
2
,
pp. 155-169
Persistent link: https://www.econbiz.de/10003441948
Saved in:
10
A multivariate long-memory model with structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428263
Saved in:
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