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Profitability of private equity : mean reversion and transitory shocks

Gil-Alaña, Luis A.; Puertolas-Montanes, Francisco - In: Journal of economics and finance : JEF 47 (2023) 2, pp. 458-471

Persistent link: https://www.econbiz.de/10014252694

Modelling profitability of private equity : a fractional integration approach

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Research in international business and finance 67 (2024) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10014451482

Modelling profitability of private equity : a fractional integration approach

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2022

. Differences are also found in the results by asset class. The implications of these findings for private equity management, profit …

Persistent link: https://www.econbiz.de/10013285647

The impact of containment measures and monetary and fiscal responses on US financial markets during the Covid-19 pandemic

Abakah, Emmanuel Joel Aikins; Caporale, Guglielmo Maria; … - 2021

This paper analyses the effects of containment measures and monetary and fiscal responses on US financial markets during the Covid-19 pandemic. More specifically, it applies fractional integration methods to analyse their impact on the daily S&P500, the US Treasury Bond Index (USTB), the S&P...

Persistent link: https://www.econbiz.de/10012584220