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Testing for PPP : the erratic behaviour of unit root tests

Caporale, Guglielmo Maria; Pittis, Nikitas; Sakellis, … - In: Economics letters 80 (2003) 2, pp. 277-284

Persistent link: https://www.econbiz.de/10001774211

Revisiting the long-run relationship between real exchange rates and real interest differentials : a productivity differential approach

Caporale, Guglielmo Maria; Pittis, Nikitas - 1998

Persistent link: https://www.econbiz.de/10000667260

Persistence in real variables under alternative exchange rate regimes

Caporale, Guglielmo Maria - In: Economics letters 45 (1994) 1, pp. 93-102

Persistent link: https://www.econbiz.de/10001162383

Term structure and interest differentials as predictors of future inflation changes and inflation differentials

Caporale, Guglielmo Maria - In: Applied financial economics 8 (1998) 6, pp. 615-625

Persistent link: https://www.econbiz.de/10001253334

Selectivity, market timing and the Morningstar star-rating system

Antypas, Antonios; Caporale, Guglielmo Maria; … - 2009

This paper evaluates the Morningstar mutual fund ranking system. We find that indeed higher Morningstar ratings are associated with higher returns on the portfolios including respectively five-, four-, three-, two- and one-star funds only (STAR5 to STAR1). We then perform an unconditional and...