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Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2012

such as Spain, Portugal, Ireland and Finland, where appropriate policy actions are of the essence. Specifically, active …

Persistent link: https://www.econbiz.de/10009666800

Persistence in youth unemployment

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2012

-memory processes respectively. The evidence suggests that persistence is particularly high in Japan and some EU countries such as Spain …

Persistent link: https://www.econbiz.de/10009630623

Persistence in the realized betas : some evidence for the Spanish stock market

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2020

This paper examines the stochastic behaviour of the realized betas within the one-factor CAPM for the six companies with the highest market capitalization included in the Spanish IBEX stock market index. Fractional integration methods are applied to estimate their degree of persistence at the...

Persistent link: https://www.econbiz.de/10012194334

The asymmetric behaviour of Spanish unemployment persistence

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2017

Persistent link: https://www.econbiz.de/10011893396

New revelations about unemployment persistence in Spain : time-series and panel data approaches using regional data

Garcia-del-Barrio, P.; Gil-Alaña, Luis A. - In: Applied economics 41 (2009) 1/3, pp. 219-236

Persistent link: https://www.econbiz.de/10003829373

Testing the Marshall-Lerner condition in Kenya

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Mudida, … - In: The South African journal of economics 83 (2015) 2, pp. 253-268

Persistent link: https://www.econbiz.de/10011439870

Stock market linkages between the ASEAN countries, China and the US : a fractional cointegration approach

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2019

This paper examines stock market integration between the ASEAN five and the US and China, respectively, over the period from November 2002 to March 2018. The linkages between both aggregate and financial sector stock indices (both weekly and monthly) are analysed using fractional integration and...

Persistent link: https://www.econbiz.de/10011982404