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Macro-financial linkages in the high-frequency domain : economic fundamentals and the Covid-induced uncertainty channel in US and UK financial markets
Caporale, Guglielmo Maria; Karanasos, Menelaos; Yfanti, … - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 1581-1608
Persistent link: https://www.econbiz.de/10014533276
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The Feldstein-Horioka puzzle revisited : a Monte Carlo study
Caporale, Guglielmo Maria; Panopulu, Aikaterinē; … - In: Journal of international money and finance 24 (2005) 7, pp. 1143-1149
Persistent link: https://www.econbiz.de/10003210065
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Persistence in the passion investment market
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2022
This paper uses R/S analysis and fractional integration techniques to investigate persistence in the passion investment market. Specifically, it analyses 3 fine wine price indices, 10 diamond price indices, 15 art price indices, and 1 stamp price index at the daily, monthly and quarterly...
Persistent link: https://www.econbiz.de/10012821953
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Determinants of productivity growth : some international evidence
Caporale, Guglielmo Maria; Haq, Mohammad; Pearlman, Joseph - 1998
Persistent link: https://www.econbiz.de/10000681377
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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
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Productivity drivers in European banking : country effects, legal tradition and market dynamics
Barros, Carlos Pestana (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003641956
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Efficiency evaluation of Greek equity funds
Babalos, Vassilios; Caporale, Guglielmo Maria; … - In: Research in international business and finance 26 (2012) 2, pp. 317-333
Persistent link: https://www.econbiz.de/10009618257
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Revisiting the long-run relationship between real exchange rates and real interest differentials : a productivity differential approach
Caporale, Guglielmo Maria; Pittis, Nikitas - In: Ekonomia : the journal of the Cyprus Economic Society 5 (2001) 2, pp. 155-177
Persistent link: https://www.econbiz.de/10002150483
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Determinants of productivity growth: some international evidence
Caporale, Guglielmo Maria; Haq, Mohammad; Pearlman, Joseph - In: Estudos econômicos : publicação trimestral do … 31 (2001) 3, pp. 587-602
Persistent link: https://www.econbiz.de/10001702651
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The measurement of productivity and market structure in the UK
Caporale, Guglielmo Maria - In: Bulletin of economic research 46 (1994) 1, pp. 61-70
Persistent link: https://www.econbiz.de/10001154008