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Stock market linkages between the ASEAN countries, China and the US : a fractional integration/cointegration approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 5, pp. 1502-1514
Persistent link: https://www.econbiz.de/10013167095
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Global and regional financial integration in emerging Asia : evidence from stock markets
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - In: Journal of economic integration : jei 36 (2021) 2, pp. 185-202
Persistent link: https://www.econbiz.de/10012620110
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Global and regional financial integration in emerging Asia : evidence from stock markets
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2017
emerging Asia there is more regional than global integration, and that the former has become even stronger in the post- 2008 …
Persistent link: https://www.econbiz.de/10011654607
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Global and regional financial integration in emerging Asia : evidence from stock markets
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2017
emerging Asia there is more regional than global integration, and that the former has become even stronger in the post-2008 …
Persistent link: https://www.econbiz.de/10011654611
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Global and regional financial integration in emerging Asia : evidence from stock markets
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2017
Persistent link: https://www.econbiz.de/10011656662
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Oil price shocks and unemployment in Central and Eastern Europe
Cuestas, Juan Carlos; Gil-Alaña, Luis A. - In: Economic systems 42 (2018) 1, pp. 164-173
Persistent link: https://www.econbiz.de/10012126056
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Long-run and cyclical dynamics in the US stock market
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Journal of forecasting 33 (2014) 2, pp. 147-161
Persistent link: https://www.econbiz.de/10010424845
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Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2021
This paper uses R/S analysis and fractional integration techniques to examine the persistence of two sets of 12 ESG and conventional stock price indices from the MSCI database over the period 2007-2020 for a large number of both developed and emerging markets. Both sets of results imply that...
Persistent link: https://www.econbiz.de/10012520863
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Fractional integration and data frequency
Caporale, Guglielmo Maria (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003739811
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Stochastic volatility in the Spanish stock market : a long memory model with a structural break
Gil-Alaña, Luis A.; Cuñado Eizaguirre, Juncal; Perez … - In: The European journal of finance 14 (2008) 1/2, pp. 23-31
Persistent link: https://www.econbiz.de/10003744669