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~person:"Caporale, Guglielmo Maria"
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Caporale, Guglielmo Maria
Siddiqui, Danish Ahmed
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190
MacDonald, Ronald
138
Cheung, Yin-Wong
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Frankel, Jeffrey A.
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ECONIS (ZBW)
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1
Black market and official exchange rates : long-run equilibrium and short-run dynamics
Caporale, Guglielmo Maria
;
Cerrato, Mario
- In:
Review of international economics
16
(
2008
)
3
,
pp. 401-412
Persistent link: https://www.econbiz.de/10003742391
Saved in:
2
Black market and official exchange rates : long-run equilibrium and short-run dynamics
Caporale, Guglielmo Maria
;
Cerrato, Mario
-
2006
Persistent link: https://www.econbiz.de/10003395265
Saved in:
3
Black market and official exchange rates : long-run equilibrium and short-run dynamics
Caporale, Guglielmo Maria
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003397221
Saved in:
4
Black market and official exchange rates: long-run equilibrium and short-run dynamics
Caporale, Guglielmo Maria
;
Cerrato, Mario
-
2006
six emerging economies (Iran, India, Indonesia, Korea,
Pakistan
, and Thailand). First, it applies both time series …
Persistent link: https://www.econbiz.de/10010264020
Saved in:
5
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:
6
Parameter instability, superexogeneity and the monetary model of the exchange rate
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1998
Persistent link: https://www.econbiz.de/10000978635
Saved in:
7
Excess returns in the EMS : do "weak" currencies still exit after the widening of the fluctuation bands?
Caporale, Guglielmo Maria
;
Hassapis, Christis
;
Pittis, …
-
1994
Persistent link: https://www.econbiz.de/10000914037
Saved in:
8
Modelling the Sterling-Deutschemark exchange rate : non-linear dependence and thick tails
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1994
Persistent link: https://www.econbiz.de/10000914052
Saved in:
9
Parameter instability, superexogeneity and the monetary model of the exchange rate
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1998
Persistent link: https://www.econbiz.de/10000650908
Saved in:
10
Sterling's relationship with the Deutschmark : a probabilistic reduction approach
Caporale, Guglielmo Maria
- In:
Exchange rate policy in Europe
,
(pp. 45-59)
.
1997
Persistent link: https://www.econbiz.de/10001298342
Saved in:
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