Narrow search
Showing 1 - 10 of 205
Cover Image
The effects of the Covid-19 pandemic on stock markets, CDS and economic activity : time-varying evidence from the US and Europe
Caporale, Guglielmo Maria; Catik, A. Nazif; Helmi, … - 2021
This paper examines the effects of the COVID-19 pandemic on stock returns, CDS and economic activity in the US and the five European countries (the UK, Germany, France, Italy, and Spain) which have been most affected. The sample period covers the dates from the first confirmed COVID-19 cases in...
Persistent link: https://www.econbiz.de/10012625628
Cover Image
The Effects of the COVID-19 Pandemic on Stock Markets, CDS and Economic Activity : Time-Varying Evidence from the US and Europe
Caporale, Guglielmo Maria; Catik, Abdurrahman Nazif; … - 2021
This paper examines the effects of the COVID-19 pandemic on stock returns, CDS and economic activity in the US and the five European countries (the UK, Germany, France, Italy, and Spain) which have been most affected. The sample period covers the dates from the first confirmed COVID-19 cases in...
Persistent link: https://www.econbiz.de/10013211119
Cover Image
Interest rate linkages : a Kalman filter approach to detecting structural change
Barassi, Marco R.; Caporale, Guglielmo Maria; Hall, … - In: Economic modelling 22 (2005) 2, pp. 253-284
Persistent link: https://www.econbiz.de/10002636882
Cover Image
Interest rate linkages : a Kalman filter approach to detecting structural change
Barassi, Marco R. (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726272
Cover Image
Interest rate linkages : a Kalman filter approach to detecting structural change
Barassi, Marco R.; Caporale, Guglielmo Maria; Hall, … - 2001
Persistent link: https://www.econbiz.de/10001626094
Cover Image
Testing for changes in the long-run causal structure of cointegrated vector autoregressions
Barassi, Marco R.; Caporale, Guglielmo Maria; Hall, … - 2001
Persistent link: https://www.econbiz.de/10001626097
Cover Image
Modelling the US economy
Caporale, Guglielmo Maria (contributor) - 1997
Persistent link: https://www.econbiz.de/10000619827
Cover Image
Wage differentials, employment, and globalisation : evidence from an international panel
Caporale, Guglielmo Maria; Haq, Mohammad - 1998
Persistent link: https://www.econbiz.de/10000681378
Cover Image
Modelling the US economy
Caporale, Guglielmo Maria (contributor) - 1997
Persistent link: https://www.econbiz.de/10000956139
Cover Image
Budget deficits and interest rates : Ricardian equivalence revisited
Caporale, Guglielmo Maria; Pittis, Nikitas; … - 1997
Persistent link: https://www.econbiz.de/10000962390