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Long run and cyclical dynamics in the US stock market
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2004
Persistent link: https://www.econbiz.de/10004864712
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Persistence in the cryptocurrency market
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Research in international business and finance 46 (2018), pp. 141-148
Persistent link: https://www.econbiz.de/10011983590
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Persistence in the cryptocurrency market
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2017
Persistent link: https://www.econbiz.de/10011893899
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Persistence in the cryptocurrency market
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2017
This paper examines persistence in the cryptocurrency market. Two different longmemory methods (R/S analysis and fractional integration) are used to analyse it in the case of the four main cryptocurrencies (BitCoin, LiteCoin, Ripple, Dash) over the sample period 2013-2017. The findings indicate...
Persistent link: https://www.econbiz.de/10011771626
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Persistence in the cryptocurrency market
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2017
This paper examines persistence in the cryptocurrency market. Two different long-memory methods (R/S analysis and fractional integration) are used to analyse it in the case of the four main cryptocurrencies (BitCoin, LiteCoin, Ripple, Dash) over the sample period 2013-2017. The findings indicate...
Persistent link: https://www.econbiz.de/10011780599
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Inflation and inflation uncertainty in the euro area
Caporale, Guglielmo Maria; Paesani, Paolo; Onorante, Luca - 2010
This paper estimates a time-varying AR-GARCH model of inflation producing measures of inflation uncertainty for the … change associated with the start of EMU in 1999. The main findings are as follows. Steadystate inflation and inflation … can achieve lower inflation uncertainty by lowering the inflation rate. …
Persistent link: https://www.econbiz.de/10011605275
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Inflation and inflation uncertainty in the Euro Area
Caporale, Guglielmo Maria; Onorante, Luca; Paesani, Paolo - 2009
This paper estimates a time-varying AR-GARCH model of inflation producing measures of inflation uncertainty for the … policy regime change associated with the start of EMU in 1999. The main findings are as follows. Steady-state inflation and … inflation uncertainty have declined steadily since the inception of EMU, whilst short-run uncertainty has increased, mainly …
Persistent link: https://www.econbiz.de/10010271965
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The Euro changeover and price adjustments in Italy
Caporale, Guglielmo Maria; Girardi, Alessandro; … - 2011
changeover, Italian retailers have increased the number of price adjustments, which has translated into a higher inflation rate …
Persistent link: https://www.econbiz.de/10010274996
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The euro changeover and price adjustments in Italy
Caporale, Guglielmo Maria; Girardi, Alessandro; … - 2011
changeover, Italian retailers have increased the number of price adjustments, which has translated into a higher inflation rate …
Persistent link: https://www.econbiz.de/10010286297
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Employment growth, inflation and output growth: Was Phillips right? Evidence from a dynamic panel
Caporale, Guglielmo Maria; Škare, Marinko - 2011
In this paper we analyse the short- and long-run relationship between employment growth, inflation and output growth in … growth, inflation and output growth with bidirectional causality between employment growth and inflation as well as output …
Persistent link: https://www.econbiz.de/10010286310