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Testing for unbiasedness of term structure and interest differentials as predictors of future inflation changes and inflation differentials
Caporale, Guglielmo M.; Pittis, Nikitas - 1993
Persistent link: https://www.econbiz.de/10000142703
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Persistence in real variables under alternative exchange rate regimes
Caporale, Guglielmo M.; Kalyvitis, Sarantis; Pittis, Nikitas - 1993
Persistent link: https://www.econbiz.de/10000142706
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Excess returns in the EMS : Do "weak" currencies still exist after the widening of the fluctuation bands?
Caporale, Guglielmo; Hassapis, Christis; Pittis, Nikitas - 1994
Persistent link: https://www.econbiz.de/10000147718
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Modelling the Sterling-Deutschmark exchange rate : non-linear dependence and thick tails
Caporale, Guglielmo M.; Pittis, Nikitas - 1994
Persistent link: https://www.econbiz.de/10000147725
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Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo M.; Hassapis, Christis; Pittis, Nikitas - 1994
Persistent link: https://www.econbiz.de/10000147732
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Domestic and external factors in interest rate determination
Caporale, Guglielmo M.; Pittis, Nikitas - 1994
Persistent link: https://www.econbiz.de/10000147735
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Unit roots and long-run causality : the case of output and financial variables
Caporale, Guglielmo M.; Hassapis, Christis; Pittis, Nikitas - 1995
Persistent link: https://www.econbiz.de/10000151423
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Causality inference in bivariate and trivariate systems : some more results
Caporale, Guglielmo M.; Pittis, Nikitas - 1995
Persistent link: https://www.econbiz.de/10000151424
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The Fisher hypothesis, fiscal theories of inflation and debt neutrality : a cointegration and causality analysis
Caporale, Guglielmo M.; Pittis, Nikitas - 1995
Persistent link: https://www.econbiz.de/10000151425
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Interest rate convergence, capital controls, risk premia and foreign exchange market efficiency in the EMS
Caporale, Guglielmo M.; Kalyvitis, Sarantis; Pittis, Nikitas - 1995
Persistent link: https://www.econbiz.de/10000151426