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Long memory and volatility dynamics in the US dollar exchange rate

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Multinational finance journal : MF ; quarterly … 16 (2012) 1/2, pp. 105-136

Persistent link: https://www.econbiz.de/10010257552

Fractional integration in the stock market volatility series

Gil-Alaña, Luis A. - In: International journal of theoretical and applied finance 5 (2002) 8, pp. 775-783

Persistent link: https://www.econbiz.de/10001763176

Modelling structural breaks in the US, UK and Japanese unemployment rates

Caporale, Guglielmo Maria (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003364224

Modelling structural breaks in the US, UK and Japanese unemployment rates

Caporale, Guglielmo Maria (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003369264

Fractional cointegration and aggregate money demand functions

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: The Manchester School 73 (2005) 6, pp. 737-753

Persistent link: https://www.econbiz.de/10003202926

AK growth models : new evidence based on fractional integration and breaking trends

Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: Recherches économiques de Louvain 75 (2009) 2, pp. 131-149

Persistent link: https://www.econbiz.de/10003847506

Fractional integration in the purchasing power parity

Gil-Alaña, Luis A. - 1998

Persistent link: https://www.econbiz.de/10000994027

Mozambique metical exchange rate dynamics : evidence of fractional co-integration in the USA and South African rates

Barros, Carlos P.; Gil-Alaña, Luis A.; Faria, João Ricardo - In: The South African journal of economics 83 (2015) 4, pp. 569-575

Persistent link: https://www.econbiz.de/10011441920

Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2016

This paper investigates whether the RMB is in the process of replacing the US dollar as the anchor currency in nine ASEAN countries, and also the linkages between the ASEAN currencies and a regional currency unit. A long-memory (fractional integration) model allowing for endogenously determined...

Persistent link: https://www.econbiz.de/10011497170

Exchange rate linkages between the ASEAN currencies, the US Dollar and the Chinese RMB

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2016

Persistent link: https://www.econbiz.de/10011502929