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Barrell, R.; Anderton, R.; Caporale, G.M.; Veld, J.W.in't - In: National Institute economic review (1993) 144, pp. 33-54

Persistent link: https://www.econbiz.de/10006540243

The world economy

Barrell, R.; Anderton, R.; Caporale, G.M.; Veld, J.W.in't - In: National Institute economic review (1993) 143, pp. 27-53

Persistent link: https://www.econbiz.de/10006540254

Common features and output fluctuations in the United Kingdom

Caporale, G.M. - In: Economic modelling 14 (1997) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10006318065

Real Exchange Rate Effects on the Balance of Trade: Cointegration and the Marshall-Lerner Condition

Boyd, D.; Caporale, G.M.; Smith, R. - In: International journal of finance & economics : IJFE 6 (2001) 3, pp. 187-200

Persistent link: https://www.econbiz.de/10007489573

Irreducibility and Structural Cointegrating Relations: An Application to the G-7 Long-term Interest Rates

Barassi, M.R.; Caporale, G.M.; Hall, S.G. - In: International journal of finance & economics : IJFE 6 (2001) 2, pp. 127-138

Persistent link: https://www.econbiz.de/10007493392

Cointegration and predictability of asset prices1

Caporale, G. M.; Pittis, N. - In: Journal of International Money and Finance 17 (1998) 3, pp. 441-453

Persistent link: https://www.econbiz.de/10005339231

Looking far in the past:Revisiting the growth-returns nexus with non-parametric tests

Panopoulou, Ekaterini; Pittis, N.; Kalyvitis, S. - Department of Economics, National University of Ireland - 2006

In this paper we reexamine the linkages between output growth and real stock price changes for the G7 countries using a battery of non-parametric procedures to account for the impact of long-lagged observations. We find that correlation between growth and returns is detected at larger horizons...

Persistent link: https://www.econbiz.de/10005656657

Conditional leptokurtosis and non-linear dependence in exchange rate returns

Caporale, Guglielmo Maria; Hassapis, Christis; Pittis, … - 1994

Persistent link: https://www.econbiz.de/10000897287

Domestic and external factors in interest rate determination

Caporale, Guglielmo Maria; Pittis, Nikitas - 1994

Persistent link: https://www.econbiz.de/10000899880

Causality inference in bivariate and trivariate systems : some more results

Caporale, Guglielmo Maria; Pittis, Nikitas - 1995

Persistent link: https://www.econbiz.de/10000909156