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Are Stock and Housing Returns Complements or Substitutes? Evidence from OECD Countries
Caporale, Guglielmo Maria - 2013
deviations from the common trend among consumption, aggregate wealth, and labour income, cay, and focus on the implications for …
Persistent link: https://www.econbiz.de/10013092228
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Are Stock and Housing Returns Complements or Substitutes? Evidence from OECD Countries
Caporale, Guglielmo Maria; Sousa, Ricardo M. - 2011
deviations from the common trend among consumption, aggregate wealth, and labour income, cay, and focus on the implications for …
Persistent link: https://www.econbiz.de/10014176823
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Are stock and housing returns complements or substitutes? : evidence from OECD countries
Caporale, Guglielmo Maria; Souza, Ricardo M. - 2011
deviations from the common trend among consumption, aggregate wealth, and labour income, cay, and focus on the implications for …
Persistent link: https://www.econbiz.de/10009579643
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Are stock and housing returns complements or substitutes? : evidence from OECD countries
Caporale, Guglielmo Maria; Sousa, Ricardo M. - 2011
deviations from the common trend among consumption, aggregate wealth, and labour income, cay, and focus on the implications for …
Persistent link: https://www.econbiz.de/10009355137
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On the preferences of CoCo bond buyers and sellers : a logistic regression analysis
Caporale, Guglielmo Maria; Kang, Woo-Young - 2019
−to−book ratio and total regulatory capital to risk−weighted asset ratio. Further, sizeable responses to CoCo bond and issuing bank …
Persistent link: https://www.econbiz.de/10011986130
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Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2020
risk premium, as well as its volatility. The analysis applies fractional integration methods to data for the US, Germany … weekly). The empirical findings in most cases imply that the market risk premium is a highly persistent variable which can be …
Persistent link: https://www.econbiz.de/10012199998
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Long-run linkages between US stock prices and cryptocurrencies : a fractional cointegration analysis
Caporale, Guglielmo Maria; Dios Mazariegos, José Javier; … - 2022
This paper applies fractional integration and cointegration methods to examine respectively the univariate properties of the four main cryptocurrencies in terms of market capitalization (BTC, ETH, USDT, BNB) and of four US stock market indices (S&P500, NASDAQ, Dow Jones and MSCI for emerging...
Persistent link: https://www.econbiz.de/10013368898
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Exchange rate uncertainty and international portfolio flows : a multivariate GARCH-in-mean approach
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Nicola - In: Journal of international money and finance 54 (2015), pp. 70-92
Persistent link: https://www.econbiz.de/10011476078
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Energy Consumption in the GCC Countries: Evidence on Persistence
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Monge, … - 2019
This paper examines the statistical properties of energy consumption in the GCC countries applying fractional integration methods to annual data from 1980 to 2014. The results indicate that both the raw and the logged series exhibit a (statistically significant) linear time trend in the case of...
Persistent link: https://www.econbiz.de/10012018161
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Are stock and housing returns complements or substitutes? Evidence from OECD countries
Caporale, Guglielmo Maria; Sousa, Ricardo M. - 2011
deviations from the common trend among consumption, aggregate wealth, and labour income, cay, and focus on the implications for …
Persistent link: https://www.econbiz.de/10010278886