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Irrelevant but highly persistent instruments in stationary regressions with endogeneous variables containing near-to-unit roots
Panopulu, Aikaterinē; Kourogenis, Nicolaos; Pittis, Nikitas - 2006
Persistent link: https://www.econbiz.de/10003292260
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The Feldstein-Horioka puzzle revisited : a Monte Carlo study
Caporale, Guglielmo Maria; Panopulu, Aikaterinē; … - In: Journal of international money and finance 24 (2005) 7, pp. 1143-1149
Persistent link: https://www.econbiz.de/10003210065
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The BDS test as a test for the adequacy of a GARCH (1,1) specification : a Monte Carlo study
Caporale, Guglielmo Maria; Ntantamis, Christos; … - In: Journal of financial econometrics : official journal of … 3 (2005) 2, pp. 282-309
Persistent link: https://www.econbiz.de/10002811388
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Revisiting the long-run relationship between real exchange rates and real interest differentials : a productivity differential approach
Caporale, Guglielmo Maria; Pittis, Nikitas - In: Ekonomia : the journal of the Cyprus Economic Society 5 (2001) 2, pp. 155-177
Persistent link: https://www.econbiz.de/10002150483
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Feedbacks between mutual fund flows and security returns : evidence from the Greek capital market
Caporale, Guglielmo Maria; Philippas, Nikolaos; Pittis, … - In: Applied financial economics 14 (2004) 14, pp. 981-989
Persistent link: https://www.econbiz.de/10002377735
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A comparison of autoregressive distributed lag and dynamics OLS cointegration estimators in the case of serially correlated cointegration error
Panopulu, Aikaterinē; Pittis, Nikitas - In: The econometrics journal 7 (2004) 2, pp. 585-617
Persistent link: https://www.econbiz.de/10002463690
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Parameter instability and forecasting performance : a Monte Carlo study
Anyfantakis, Costas; Caporale, Guglielmo Maria; Pittis, … - 2004
Persistent link: https://www.econbiz.de/10002139996
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The EMS interest rates : German dominance or else?
Hassapis, Christis - In: European Union at the crossroads : a critical analysis …, (pp. 32-54). 1998
Persistent link: https://www.econbiz.de/10001302695
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Interest rate convergence, capital controls, risk premia and foreign exchange market efficiency in the EMS
Caporale, Guglielmo Maria - In: Journal of macroeconomics 18 (1996) 4, pp. 693-714
Persistent link: https://www.econbiz.de/10001209254
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Unit roots versus other types of time heterogeneity, parameter time dependence and superexogeneity
Caporale, Guglielmo Maria; Pittis, Nikitas - In: Journal of forecasting 21 (2002) 3, pp. 207-223
Persistent link: https://www.econbiz.de/10001662956