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Modelling East Asian exchange...
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1
Exchange rate uncertainty and international portfolio flows : a multivariate GARCH-in-mean approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
- In:
Journal of international money and finance
54
(
2015
),
pp. 70-92
Persistent link: https://www.econbiz.de/10011476078
Saved in:
2
Testing for contagion : a conditional correlation analysis
Caporale, Guglielmo Maria
;
Cipollini, Andrea
;
Spagnolo, …
- In:
Journal of empirical finance
12
(
2005
)
3
,
pp. 476-489
Persistent link: https://www.econbiz.de/10002900513
Saved in:
3
Measuring half-lives : using a non-parametric bootstrap approach
Caporale, Guglielmo Maria
;
Cerrato, Mario
;
Spagnolo, Nicola
- In:
Applied financial economics letters
1
(
2005
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10002549945
Saved in:
4
Asset prices and output growth volatility : the effects of financial crises
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
- In:
Economics letters
79
(
2003
)
1
,
pp. 69-74
Persistent link: https://www.econbiz.de/10001741273
Saved in:
5
IGARCH models and structural breaks
Caporale, Guglielmo Maria
;
Pittis, Nikitas
;
Spagnolo, Nicola
- In:
Applied economics letters
10
(
2003
)
12
,
pp. 765-768
Persistent link: https://www.econbiz.de/10001819341
Saved in:
6
Aggregate insider trading and stock market volatility in the UK
Caporale, Guglielmo Maria
;
Kyriacou, Kyriacos
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014490042
Saved in:
7
Some stochastic implications of the government's budget constraint : an empirical analysis
Caporale, Guglielmo Maria
- In:
Budgetary policy modelling : public expenditure
,
(pp. 78-101)
.
1997
Persistent link: https://www.econbiz.de/10001300538
Saved in:
8
Sectoral shocks and business cycles : a disaggregated analysis of output fluctuations in the UK
Caporale, Guglielmo Maria
- In:
Applied economics
29
(
1997
)
11
,
pp. 1477-1482
Persistent link: https://www.econbiz.de/10001233228
Saved in:
9
Common features and output fluctuations in the United Kingdom
Caporale, Guglielmo Maria
- In:
Economic modelling
14
(
1997
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001241620
Saved in:
10
Testing for superexogeneity of wage equations
Caporale, Guglielmo Maria
- In:
Applied economics
28
(
1996
)
4
,
pp. 663-672
Persistent link: https://www.econbiz.de/10001202667
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