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Inflation and inflation uncertainty in the Euro Area

Caporale, Guglielmo Maria; Onorante, Luca; Paesani, Paolo - 2009

This paper estimates a time-varying AR-GARCH model of inflation producing measures of inflation uncertainty for the euro area, and investigates the linkages between them in a VAR framework, also allowing for the possible impact of the policy regime change associated with the start of EMU in...

Persistent link: https://www.econbiz.de/10003871923

Basque terrorism : police action, political measures and the influence of violence on the stock market in the Basque Country

Barros, Carlos Pestana; Caporale, Guglielmo Maria; … - In: Defence and peace economics 20 (2009) 4, pp. 287-301

Persistent link: https://www.econbiz.de/10003902479

Testing for persistence in mutual fund performance and the ex post verification problem : evidence from the Greek market

Babalos, Vassilios; Caporale, Guglielmo Maria; … - 2007

Persistent link: https://www.econbiz.de/10003410801

Volatility transmission and financial crises

Caporale, Guglielmo Maria; Pittis, Nikitas; Spagnolo, Nicola - In: Journal of economics and finance 30 (2006) 3, pp. 376-390

Persistent link: https://www.econbiz.de/10003413566

Non-normality and recursive unit root tests for PPP : solving the PPP puzzle?

Caporale, Guglielmo Maria (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003434214

Testing for deterministic and stochastic cycles in macroeconomic time series

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Empirica : journal of european economics 34 (2007) 2, pp. 155-169

Persistent link: https://www.econbiz.de/10003441948

A multivariate long-memory model with structural breaks

Caporale, Guglielmo Maria (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003428263

Mean reversion in the US treasury constant maturity rates

Caporale, Guglielmo Maria (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003428293

Mean reversion in the Nikkei, Standard & Poor and Dow Jones stock market indices

Caporale, Guglielmo Maria (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003428295

Deterministic versus stochastic seasonal fractional integration and structural breaks

Caporale, Guglielmo Maria (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003428302

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