Similar Search Results - EconBiz

Estimating persistence in the volatility of asset returns with signal plus noise models

Caporale, Guglielmo Maria; Gil‐Alana, Luis A. - In: International journal of finance & economics : IJFE 17 (2012) 1, pp. 23-31

Persistent link: https://www.econbiz.de/10009820945

Volatility Spillovers and Contagion From Mature to Emerging Stock Markets

Caporale, Guglielmo Maria - 2008

This paper examines volatility spillovers from mature to emerging stock markets and tests for changes in the transmission mechanism-contagion-during turbulences in mature markets. Tri-variate GARCH-BEKK models of returns in global (mature), regional, and local markets are estimated for 41...

Persistent link: https://www.econbiz.de/10014401286

The term structure as a predictor of real economic activity : some empirical evidence

Caporale, Guglielmo Maria - 1994

Persistent link: https://www.econbiz.de/10000890558

International economic policy coordination : a brief survey of the literature

Caporale, Guglielmo Maria - 1996

Persistent link: https://www.econbiz.de/10000609476

Some stochastic implications of the government's budget constraint : an empirical analysis

Caporale, Guglielmo Maria - In: Budgetary policy modelling : public expenditure, (pp. 78-101). 1997

Persistent link: https://www.econbiz.de/10001300538

Sectoral shocks and business cycles : a disaggregated analysis of output fluctuations in the UK

Caporale, Guglielmo Maria - In: Applied economics 29 (1997) 11, pp. 1477-1482

Persistent link: https://www.econbiz.de/10001233228

Common features and output fluctuations in the United Kingdom

Caporale, Guglielmo Maria - In: Economic modelling 14 (1997) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10001241620

Bubble finance and debt sustainability : a test of the government's intertemporal budget constraint

Caporale, Guglielmo Maria - In: Applied economics 27 (1995) 12, pp. 1135-1143

Persistent link: https://www.econbiz.de/10001193035

Testing for superexogeneity of wage equations

Caporale, Guglielmo Maria - In: Applied economics 28 (1996) 4, pp. 663-672

Persistent link: https://www.econbiz.de/10001202667

The measurement of productivity and market structure in the UK

Caporale, Guglielmo Maria - In: Bulletin of economic research 46 (1994) 1, pp. 61-70

Persistent link: https://www.econbiz.de/10001154008

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