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Volatility linkages across three major equity markets : a financial arbitrage approach
Cifarelli, Giulio; Paladino, Giovanna - In: Journal of international money and finance 24 (2005) 3, pp. 413-439
Persistent link: https://www.econbiz.de/10002738497
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Stock market exuberance : linkages between the US and the European markets
Cifarelli, Giulio; Paladino, Giovanna - 2000
Persistent link: https://www.econbiz.de/10001604060
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Fundamentals, regime shifts and dollar behaviour in the 1980s : an empirical analysis
Cifarelli, Giulio - 1992
Persistent link: https://www.econbiz.de/10000858964
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Le fluttuazioni del dollaro negli anni ottanta : una analisi econometrica
Cifarelli, Giulio - 1991
Persistent link: https://www.econbiz.de/10000838152
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Fundamentals, regime shifts, and dollar behavior in the 1980s
Cifarelli, Giulio - In: Open economies review 6 (1995) 1, pp. 29-48
Persistent link: https://www.econbiz.de/10001174817
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Ex ante real interest rate differentials, ex ante real exchange rate changes and the pricing of forward exchange rates
Cifarelli, Giulio - In: Giornale degli economisti e annali di economia 54 (1995) 1, pp. 57-77
Persistent link: https://www.econbiz.de/10001192869
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On time varying risk premia in the foreign exchange market
Cifarelli, Giulio - 1995
Persistent link: https://www.econbiz.de/10000933271
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Spread corrigé des risques et dynamique du taux d'intérêt à long terme : une application aux marchés allemand, américain et italien
Paladino, Giovanna; Salsecci, Gianluca - In: Economie & prévision : EP (1999) 4/5, pp. 45-62
Persistent link: https://www.econbiz.de/10001490913