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The effects of physical and transition climate risk on stock markets : some multi-country evidence
Albanese, Marina; Caporale, Guglielmo Maria; Colella, Ida; … - 2024
This paper examines the impact of transition and physical climate risk on stock markets using, for the first time in … results suggest a positive impact of transition risk on stock returns and a negative one of physical risk, especially in the … short term. Further, while physical risk appears to have an immediate impact, transition risk is shown to affect stock …
Persistent link: https://www.econbiz.de/10014564303
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A multivariate long-memory model with structural breaks
Caporale, Guglielmo Maria (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003428263
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Deterministic versus stochastic seasonal fractional integration and structural breaks
Caporale, Guglielmo Maria (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003428302
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A multivariate long-memory model with structural breaks
Caporale, Guglielmo Maria (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003496720
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Deterministic versus stochastic seasonal fractional integration and structural breaks
Caporale, Guglielmo Maria (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003497650
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Long run and cyclical dynamics in the US stock market
Caporale, Guglielmo Maria (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003116139
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Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2017
In this paper we propose a new modelling framework for the analysis of macro series that includes both stochastic trends and stochastic cycles in addition to deterministic terms such as linear and non-linear trends. We examine four US macro series, namely annual and quarterly real GDP and GDP...
Persistent link: https://www.econbiz.de/10011746636
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Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2017
In this paper we propose a new modelling framework for the analysis of macro series that includes both stochastic trends and stochastic cycles in addition to deterministic terms such as linear and non-linear trends. We examine four US macro series, namely annual and quarterly real GDP and GDP...
Persistent link: https://www.econbiz.de/10011750067
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Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2017
Persistent link: https://www.econbiz.de/10011893395
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Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Bulletin of economic research 74 (2022) 1, pp. 123-134
Persistent link: https://www.econbiz.de/10012819299