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Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria - In: Journal of policy modeling : JPMOD ; a social science … 20 (1998) 5, pp. 581-601
Persistent link: https://www.econbiz.de/10001246740
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Wage differentials, employment, and globalisation : evidence from an international panel
Caporale, Guglielmo Maria; Haq, Mohammad - 1998
Persistent link: https://www.econbiz.de/10000681378
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Manufacturing wage differentials and employment in some Scandinavian countries, the US and the UK : an analysis of variance approach
Caporale, Guglielmo Maria; Haq, Mohammad - In: Empirica : journal of european economics 29 (2002) 4, pp. 289-304
Persistent link: https://www.econbiz.de/10001716974
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Testing for convergence in stock markets: a non-linear factor approach
Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, … - 2009
This paper applies the Phillips and Sul (2007) method to test for convergence in stock returns to an extensive dataset including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as the US over the period 1973-2008. We carry out the...
Persistent link: https://www.econbiz.de/10010274513
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Testing for convergence in stock markets : a non-linear factor approach
Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, … - 2009
This paper applies the Phillips and Sul (2007) method to test for convergence in stock returns to an extensive dataset including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as the US over the period 1973-2008. We carry out the...
Persistent link: https://www.econbiz.de/10010274514
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Testing for convergence in stock markets : a non-linear factor approach
Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, Vladimir - 2009
This paper applies the Phillips and Sul (2007) method to test for convergence in stock returns to an extensive dataset including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as the US over the period 1973-2008. We carry out the...
Persistent link: https://www.econbiz.de/10003889148
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Testing for convergence in stock markets : a non-linear factor approach
Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, Vladimir - 2009
This paper applies the Phillips and Sul (2007) method to test for convergence in stock returns to an extensive dataset including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as the US over the period 1973-2008. We carry out the...
Persistent link: https://www.econbiz.de/10003898817
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Testing for convergence in stock markets : a non-linear factor approach
Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, Vladimir - 2009
Persistent link: https://www.econbiz.de/10003880587
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Real exchange rate effects on the balance of trade : cointegration and the Marshall-Lerner condition
Boyd, Derick A. C.; Caporale, Guglielmo Maria; Smith, Ron - In: International journal of finance & economics : IJFE 6 (2001) 3, pp. 187-200
Persistent link: https://www.econbiz.de/10001607383
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Real exchange rate effects on the balance of trade : cointegration and the Marshall-Lerner condition
Boyd, Derick A. C.; Caporale, Guglielmo Maria; Smith, Ron - 2000
Persistent link: https://www.econbiz.de/10001540482