Guglielmo Maria Caporale
Names
| first: |
Guglielmo Maria |
| last: |
Caporale |
Identifer
Contact
Affiliations
-
Brunel University London
/ Department of Economics and Finance
Research profile
author of:
- Forecasting the Spanish Stock Market Returns with Fractional and Non-Fractional Models (RePEc:abk:jajeba:ajebasp.2011.586.588)
by Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana - Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour (RePEc:adb:adbadr:2117)
by Carlos Barros & Guglielmo Maria Caporale & Luis Gil-Alana - Modelling Economic Policy Responses with an Application to the G3 (RePEc:adr:anecst:y:2002:i:67-68:p:415-433)
by Guglielmo Maria Caporale & Michael Chui & Stephen G. Hall & S. G. B. Henry - Non-Linearities and Fractional Integration in the US Unemployment Rate (RePEc:ags:hwwadp:26232)
by Caporale, Guglielmo Maria & Gil-Alana, Luis A. - Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour (RePEc:bla:afrdev:v:26:y:2014:i:1:p:59-73)
by Carlos P. Barros & Guglielmo Maria Caporale & Luis A. Gil-Alana - Testing PPP for the South African Rand/US Dollar Real Exchange Rate at Different Data Frequencies (RePEc:bla:afrdev:v:27:y:2015:i:2:p:161-170)
by Guglielmo Maria Caporale & Luis A. Gil‐Alana - The Measurement of Productivity and Market Structure in the UK (RePEc:bla:buecrs:v:46:y:1994:i:1:p:61-70)
by Caporale, Guglielmo Maria - How Do Fiscal Consolidation And Fiscal Stimuli Impact On The Synchronization Of Business Cycles? (RePEc:bla:buecrs:v:69:y:2017:i:4:p:309-329)
by Luca Agnello & Guglielmo Maria Caporale & Ricardo M. Sousa - Trends and cycles in macro series: The case of US real GDP (RePEc:bla:buecrs:v:74:y:2022:i:1:p:123-134)
by Guglielmo Maria Caporale & Luis Alberiko Gil‐Alana - Fractional Integration and the Persistence of UK Inflation, 1210–2016 (RePEc:bla:econpa:v:39:y:2020:i:2:p:162-166)
by Guglielmo Maria Caporale & Luis Alberiko Gil‐Alana - Testing for Seasonal Fractional Roots in German Real Output (RePEc:bla:germec:v:5:y:2004:i:3:p:319-333)
by Guglielmo M. Caporale & Luis A. Gil‐Alana - Efficient Estimation Of Cointegrating Vectors and Testing for Causality in Vector Autoregressions (RePEc:bla:jecsur:v:13:y:1999:i:1:p:1-35)
by Nikitas Pittis - Modelling long-run trends and cycles in financial time series data (RePEc:bla:jtsera:v:34:y:2013:i:3:p:405-421)
by Guglielmo Maria Caporale & Juncal Cuñado & Luis A. Gil-Alana - Unknown item RePEc:bla:manchs:v:70:y:2002:i:4:p:528-45 (article)
- Does Inflation Targeting Affect the Trade–off Between Output Gap and Inflation Variability? (RePEc:bla:manchs:v:70:y:2002:i:4:p:528-545)
by Philip Arestis & Guglielmo Maria Caporale & Andrea Cipollini - Fractional Cointegration And Aggregate Money Demand Functions (RePEc:bla:manchs:v:73:y:2005:i:6:p:737-753)
by Guglielmo Maria Caporale & Luis A. Gil‐Alana - Are The Baltic Countries Ready To Adopt The Euro? A Generalized Purchasing Power Parity Approach (RePEc:bla:manchs:v:79:y:2011:i:3:p:429-454)
by Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi - Liquidity Risk, Credit Risk And The Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach (RePEc:bla:manchs:v:81:y:2013:i:6:p:925-940)
by John Beirne & Guglielmo Maria Caporale & Nicola Spagnolo - Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts (RePEc:bla:manchs:v:91:y:2023:i:3:p:171-232)
by Christina Anderl & Guglielmo Maria Caporale - Unit Root Testing Using Covariates: Some Theory and Evidence (RePEc:bla:obuest:v:61:y:1999:i:4:p:583-595)
by Guglielmo Maria Caporale & Nikitas Pittis - Unknown item RePEc:bla:obuest:v:61:y:1999:i:4:p:583-95 (article)
- Nonlinearities and Fractional Integration in the US Unemployment Rate (RePEc:bla:obuest:v:69:y:2007:i:4:p:521-544)
by Guglielmo Maria Caporale & Luis A. Gil‐Alana - Competitive devaluations in commodity†based economies: Colombia and the Pacific Alliance Group (RePEc:bla:rdevec:v:22:y:2018:i:2:p:558-572)
by Guglielmo Maria Caporale & Rodrigo Costamagna & Gustavo Rossini - Endogenous Growth Models and Stock Market Development: Evidence from Four Countries (RePEc:bla:rdevec:v:9:y:2005:i:2:p:166-176)
by Guglielmo Maria Caporale & Peter Howells & Alaa M. Soliman - Can the Consumption–Wealth Ratio Predict Housing Returns? Evidence from OECD Countries (RePEc:bla:reesec:v:47:y:2019:i:4:p:935-976)
by Guglielmo Maria Caporale & Ricardo M. Sousa & Mark E. Wohar - Black Market and Official Exchange Rates: Long‐run Equilibrium and Short‐run Dynamics (RePEc:bla:reviec:v:16:y:2008:i:3:p:401-412)
by Guglielmo Maria Caporale & Mario Cerrato - Stock Market Integration between Three CEECs, Russia, and the UK (RePEc:bla:reviec:v:19:y:2011:i:1:p:158-169)
by Guglielmo Maria Caporale & Nicola Spagnolo - EU Banks Rating Assignments: Is There Heterogeneity between New and Old Member Countries? (RePEc:bla:reviec:v:19:y:2011:i:1:p:189-206)
by Guglielmo Maria Caporale & Roman Matousek & Chris Stewart - Introduction (RePEc:bla:reviec:v:19:y:2011:i:1:p:46-48)
by Guglielmo Maria Caporale & Roman Matousek - Volatility Spillovers and Contagion from Mature to Emerging Stock Markets (RePEc:bla:reviec:v:21:y:2013:i:5:p:1060-1075)
by John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo - Estimating Income and Price Elasticities of Trade in a Cointegration Framework (RePEc:bla:reviec:v:7:y:1999:i:2:p:254-64)
by Caporale, Guglielmo Maria & Chui, Michael K F - Testing the Marshall–Lerner Condition in Kenya (RePEc:bla:sajeco:v:83:y:2015:i:2:p:253-268)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Robert Mudida - Unemployment in Africa: A Fractional Integration Approach (RePEc:bla:sajeco:v:86:y:2018:i:1:p:76-81)
by Guglielmo Maria Caporale & Luis Alberiko Gil‐Alana - Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence (RePEc:bla:sajeco:v:88:y:2020:i:2:p:174-185)
by Guglielmo Maria Caporale & Luis Gil‐Alana - Money, Credit and Spending: Drawing Causal Inferences (RePEc:bla:scotjp:v:48:y:2001:i:5:p:547-557)
by Guglielmo Maria Caporale & Peter Howells - Unknown item RePEc:bla:scotjp:v:48:y:2001:i:5:p:547-57 (article)
- Time-Varying Spot and Futures Oil Price Dynamics (RePEc:bla:scotjp:v:61:y:2014:i:1:p:78-97)
by Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi - Shadow rates as a measure of the monetary policy stance: Some international evidence (RePEc:bla:scotjp:v:70:y:2023:i:5:p:399-422)
by Christina Anderl & Guglielmo Maria Caporale - Unknown item RePEc:bof:bofrdp:2016_020 (paper)
- Testing for Seasonal Fractional Roots in German Real Output (RePEc:bpj:germec:v:5:y:2004:i:3:p:319-333)
by Caporale Guglielmo M. & Gil-Alana Luis A. - Measuring Half-Lives Using A Non-Parametric Bootstrap Approach (RePEc:bru:bruedp:04-13)
by Guglielmo Maria Caporale & Mario Cerrato & Nicola Spagnolo - The Bds Test As A Test For The Adequacy Of A Garch(1,1) Specification: A Monte Carlo Study (RePEc:bru:bruedp:04-14)
by Guglielmo Maria Caporale & Christos Ntantamis & Theologos Pantelidis & Nikitas Pittis - The Stochastic Unit Root Model And Fractional Integration: An Extension To The Seasonal Case (RePEc:bru:bruedp:04-15)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Nelson And Plosser Revisited: Evidence From Fractional Arima Models (RePEc:bru:bruedp:04-16)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Non-Linearities And Fractional Integration In The Us Unemployment Rate (RePEc:bru:bruedp:04-17)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Panel Data Tests Of Ppp: A Critical Overview (RePEc:bru:bruedp:04-18)
by Guglielmo Maria Caporale & Mario Cerrato - Testing Of Nonstationarities In The Unit Circle,Long Memory Processes And Day Of The Week Effects In Financial Data (RePEc:bru:bruedp:04-20)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski - Long Memory At The Long Run And At The Cyclical Frequencies: Modelling Real Wages In England, 1260 -1994 (RePEc:bru:bruedp:04-21)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Fractional Cointegration And Aggregate Money Demand Functions (RePEc:bru:bruedp:05-01)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Valuing American Put Options Using Chebyshev Polynomial Approximation (RePEc:bru:bruedp:05-03)
by Guglielmo Maria Caporale & Mario Cerrato - Black Market And Official Exchange Rates:Long-Run Equilibrium And Short-Run Dynamics (RePEc:bru:bruedp:05-04)
by Guglielmo Maria Caporale & Mario Cerrato - Testing For Financial Contagion Between Developed And Emerging Markets During The 1997 East Asian Crisis (RePEc:bru:bruedp:05-08)
by Philip Arestis & Guglielmo Maria Caporale & Andrea Cipollini & Nicola Spagnolo - Long Run And Cyclical Dynamics In The Us Stock Market (RePEc:bru:bruedp:05-09)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Modelling Stochastic Volatility In Asset Returns Using Fractionally Integrated Semiparametric Techniques (RePEc:bru:bruedp:05-10)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Testing For Deterministic And Stochastic Cycles In Macroeconomic Time Series (RePEc:bru:bruedp:05-11)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Long Memory At The Long-Run And The Seasonal Monthly Frequencies In The Us Money Stock (RePEc:bru:bruedp:05-16)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Non-Linearities And Fractional Integration In The Us Unemployment Rate (RePEc:bru:bruedp:05-17)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - The Asymmetric Effects Of A Common Monetary Policy In Europe (RePEc:bru:bruedp:05-20)
by Guglielmo Maria Caporale & Alaa M. Soliman - The Euro And Inflation Uncertainty In The European Monetary Union (RePEc:bru:bruedp:06-01)
by Guglielmo Maria Caporale & Alexandros Kontonikas - Eta Terrorism:Police Action, Political Measures And The Influence Of Violence On Economic Activity In The Basque Country (RePEc:bru:bruedp:06-03)
by Carlos P. Barros & Guglielmo Maria Caporale & Luis A. Gil-Alana - A Comparison Between Tests For Changes In The Adjustment Coefficients In Cointegrated Systems (RePEc:bru:bruedp:06-04)
by Marco R. Barassi & Guglielmo Maria Caporale & Stephen G. Hall - Modelling Structural Breaks In The Us, Uk And Japanese Unemployment Rates (RePEc:bru:bruedp:06-10)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Testing For Unit And Fractional Orders Of Integration In The Trend And Seasonal Components Of Us Monetary Aggregates (RePEc:bru:bruedp:06-13)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Cointegration Tests Of Ppp:Do They Also Exhibit Erratic Behaviour? (RePEc:bru:bruedp:06-18)
by Guglielmo Maria Caporale & Christoph Hanck - Are PPP Tests Erratically Behaved? Some Panel Evidence (RePEc:bru:bruedp:06-22)
by Guglielmo Maria Caporale & Christoph Hanck - Fractional Integration And Impulse Responses: A Bivariate Application To Real Output In The Us And The Scandinavian Countries (RePEc:bru:bruedp:06-25)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Measuring Half-Lives Using A Non-Parametric Bootstrap Approach (RePEc:bru:bruppp:04-13)
by Guglielmo Maria Caporale & Mario Cerrato & Nicola Spagnolo - The Bds Test As A Test For The Adequacy Of A Garch(1,1) Specification: A Monte Carlo Study (RePEc:bru:bruppp:04-14)
by Guglielmo Maria Caporale & Christos Ntantamis & Theologos Pantelidis & Nikitas Pittis - The Stochastic Unit Root Model And Fractional Integration: An Extension To The Seasonal Case (RePEc:bru:bruppp:04-15)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Nelson And Plosser Revisited: Evidence From Fractional Arima Models (RePEc:bru:bruppp:04-16)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Non-Linearities And Fractional Integration In The Us Unemployment Rate (RePEc:bru:bruppp:04-17)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Panel Data Tests Of Ppp: A Critical Overview (RePEc:bru:bruppp:04-18)
by Guglielmo Maria Caporale & Mario Cerrato - Testing Of Nonstationarities In The Unit Circle,Long Memory Processes And Day Of The Week Effects In Financial Data (RePEc:bru:bruppp:04-20)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski - Long Memory At The Long Run And At The Cyclical Frequencies: Modelling Real Wages In England, 1260 -1994 (RePEc:bru:bruppp:04-21)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Fractional Cointegration And Aggregate Money Demand Functions (RePEc:bru:bruppp:05-01)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Valuing American Put Options Using Chebyshev Polynomial Approximation (RePEc:bru:bruppp:05-03)
by Guglielmo Maria Caporale & Mario Cerrato - Black Market And Official Exchange Rates:Long-Run Equilibrium And Short-Run Dynamics (RePEc:bru:bruppp:05-04)
by Guglielmo Maria Caporale & Mario Cerrato - Banking Consolidation in Nigeria (RePEc:cav:cavwpp:wp99)
by Carlos Barros & Guglielmo Caporale - Testing unemployment theories: A multivariate long memory approach (RePEc:cem:jaecon:v:19:y:2016:n:1:p:95-112)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha - Tourism Persistence in the Southeastern European Countries: The Impact of Covid-19 (RePEc:ces:ceswps:_10006)
by Guglielmo Maria Caporale & Amir Imeri & Luis A. Gil-Alana - Nominal and Real Wages in the UK, 1750 - 2015: Mean Reversion, Persistence and Structural Breaks (RePEc:ces:ceswps:_10018)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Persistence in High Frequency Financial Data (RePEc:ces:ceswps:_10045)
by Guglielmo Maria Caporale & Alex Plastun - Small and Medium Sized European Firms and Energy Efficiency Measures: A Probit Analysis (RePEc:ces:ceswps:_10066)
by Guglielmo Maria Caporale & Cristiana Donati & Nicola Spagnolo - Inflation Persistence in Europe: The Effects of the Covid-19 Pandemic and of the Russia-Ukraine War (RePEc:ces:ceswps:_10071)
by Guglielmo Maria Caporale & Juan Infante & Luis A. Gil-Alana & Raquel Ayestaran - Gold and Silver as Safe Havens: A Fractional Integration and Cointegration Analysis (RePEc:ces:ceswps:_10084)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - The Covid-19 Pandemic and European Trade Patterns: A Sectoral Analysis (RePEc:ces:ceswps:_10115)
by Guglielmo Maria Caporale & Anamaria Diana Sova & Robert Sova - US House Prices by Census Division: Persistence, Trends and Structural Breaks (RePEc:ces:ceswps:_10143)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana - Atmospheric Pollution in Chinese Cities: Trends and Persistence (RePEc:ces:ceswps:_10161)
by Guglielmo Maria Caporale & Nieves Carmona-González & Luis Alberiko Gil-Alana - Seven Pitfalls of Technical Analysis (RePEc:ces:ceswps:_10213)
by Guglielmo Maria Caporale & Alex Plastun - Financial Integration and European Tourism Stocks (RePEc:ces:ceswps:_10269)
by Guglielmo Maria Caporale & Stavroula Yfanti & Menelaos Karanasos & Jiaying Wu - The Asymmetric Impact of Economic Policy and Oil Price Uncertainty on Inflation: Evidence from Developed and Emerging Economies (RePEc:ces:ceswps:_10276)
by Christina Anderl & Guglielmo Maria Caporale - Measuring Persistence of the World Population: A Fractional Integration Approach (RePEc:ces:ceswps:_10286)
by Guglielmo Maria Caporale & Juan Infante & Marta del Rio & Luis A. Gil-Alana - Persistence in UK Historical Data on Life Expectancy (RePEc:ces:ceswps:_10287)
by Guglielmo Maria Caporale & Juan Infante & Marta del Rio & Luis A. Gil-Alana - US Municipal Green Bonds and Financial Integration (RePEc:ces:ceswps:_10323)
by Guglielmo Maria Caporale & Nicola Spagnolo - Time-Varying Parameters in Monetary Policy Rules: A GMM Approach (RePEc:ces:ceswps:_10451)
by Christina Anderl & Guglielmo Maria Caporale - Aggregate Insider Trading and Stock Market Volatility in the UK (RePEc:ces:ceswps:_10511)
by Guglielmo Maria Caporale & Kyriacos Kyriacou & Nicola Spagnolo - Trends and Persistence in the Greenland Ice Sheet Mass (RePEc:ces:ceswps:_10556)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Laura Sauci - Financial Integration and Economic Growth in Europe (RePEc:ces:ceswps:_10563)
by Guglielmo Maria Caporale & Anamaria Diana Sova & Robert Sova - Functional Shocks to Inflation Expectations and Real Interest Rates and Their Macroeconomic Effects (RePEc:ces:ceswps:_10656)
by Christina Anderl & Guglielmo Maria Caporale - Persistence in Tax Revenues: Evidence from Some OECD Countries (RePEc:ces:ceswps:_10682)
by Guglielmo Maria Caporale & Silvia García Tapia & Luis Alberiko Gil-Alana - Long-Run Trends and Cycles in US House Prices (RePEc:ces:ceswps:_10751)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana - Persistence and Seasonality in the US Industrial Production Index (RePEc:ces:ceswps:_10756)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Carlos Poza & Alvaro Baños Izquierdo - Exponential Time Trends in a Fractional Integration Model (RePEc:ces:ceswps:_10774)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana - Shipping Cost Uncertainty, Endogenous Regime Switching and the Global Drivers of Inflation (RePEc:ces:ceswps:_10798)
by Christina Anderl & Guglielmo Maria Caporale - European SMEs and Resource Efficiency Measures: Firm Characteristics and Contextual Factors (RePEc:ces:ceswps:_10799)
by Guglielmo Maria Caporale & Cristiana Donati & Nicola Spagnolo - A Long-Memory Model for Multiple Cycles with an Application to the S&P500 (RePEc:ces:ceswps:_10947)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana - Cooperative Credit Banks and Economic Fluctuations: The Italian Case (RePEc:ces:ceswps:_10958)
by Guglielmo Maria Caporale & Matteo Alessi - Global Food Prices and Inflation (RePEc:ces:ceswps:_10992)
by Christina Anderl & Guglielmo Maria Caporale - Functional Oil Price Expectations Shocks and Inflation (RePEc:ces:ceswps:_10998)
by Christina Anderl & Guglielmo Maria Caporale - Polar Amplification: A Fractional Integration Analysis (RePEc:ces:ceswps:_11073)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Nieves Carmona-González - The Effects of Physical and Transition Climate Risk on Stock Markets: Some Multi-Country Evidence (RePEc:ces:ceswps:_11184)
by Marina Albanese & Guglielmo Maria Caporale & Ida Colella & Nicola Spagnolo - Testing for Persistence in German Green and Brown Stock Market Indices (RePEc:ces:ceswps:_11207)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Sakiru A. Solarin & OlaOluwa S. Yaya - Climate Physical Risk and Asian Stock Market Returns (RePEc:ces:ceswps:_11222)
by Marina Albanese & Guglielmo Maria Caporale & Ida Colella & Nicola Spagnolo - Geopolitical Risk and Cross-Border Portfolio Flows: Effects and Channels (RePEc:ces:ceswps:_11337)
by Guglielmo Maria Caporale & Faek Menla-Ali - Expectations and Speculation in the Natural Gas Markets (RePEc:ces:ceswps:_11341)
by Christina Anderl & Guglielmo Maria Caporale - Persistence of the Sovereign Debt Components and Debt Sustainability: Some Evidence for the US and Europe (RePEc:ces:ceswps:_11409)
by Guglielmo Maria Caporale & Miguel A. Martin-Valmayor & Luis A. Gil-Alana & Nieves Carmona-González - Trends in the Sea Ice and Snow Cover Extent: A Fractional Integration Analysis (RePEc:ces:ceswps:_11475)
by Guglielmo Maria Caporale & Maria Fatima Romero-Rojo & Luis Alberiko Gil-Alana - Dynamic Factor Models and Fractional Integration – With an Application to US Real Economic Activity (RePEc:ces:ceswps:_11486)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Pedro José Piqueras Martínez - Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates (RePEc:ces:ceswps:_1734)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Cointegration Tests of PPP: Do they also Exhibit Erratic Behaviour? (RePEc:ces:ceswps:_1811)
by Guglielmo Maria Caporale & Christoph Hanck - The Euro and Inflation Uncertainty in the European Monetary Union (RePEc:ces:ceswps:_1842)
by Guglielmo Maria Caporale & Alexandros Kontonikas - Black Market and Official Exchange Rates: Long-Run Equilibrium and Short-Run Dynamics (RePEc:ces:ceswps:_1851)
by Guglielmo Maria Caporale & Mario Cerrato - A Multivariate Long-Memory Model with Structural Breaks (RePEc:ces:ceswps:_1950)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks (RePEc:ces:ceswps:_1989)
by Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana - Long Run and Cyclical Dynamics in the US Stock Market (RePEc:ces:ceswps:_2046)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Identification of Segments of European Banks with a Latent Class Frontier Model (RePEc:ces:ceswps:_2110)
by Carlos Pestana Barros & Guglielmo Maria Caporale & Luis A. Gil-Alana - Income and Happiness across Europe: Do Reference Values Matter? (RePEc:ces:ceswps:_2146)
by Guglielmo Maria Caporale & Yannis Georgellis & Nicholas Tsitsianis & Ya Ping Yin - Fiscal Shocks and Real Exchange Rate Dynamics: Some Evidence for Latin America (RePEc:ces:ceswps:_2228)
by Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi - Using Chebyshev Polynomials to Approximate Partial Differential Equations (RePEc:ces:ceswps:_2308)
by Guglielmo Maria Caporale & Mario Cerrato - Modelling Long-Run Trends and Cycles in Financial Time Series Data (RePEc:ces:ceswps:_2330)
by Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana - Are the Baltic Countries Ready to Adopt the Euro? A Generalised Purchasing Power Parity Approach (RePEc:ces:ceswps:_2359)
by Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi - On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries (RePEc:ces:ceswps:_2419)
by Guglielmo Maria Caporale & Christophe Rault & Robert Sova & Ana Maria Sova - Financial Contagion: Evolutionary Optimisation of a Multinational Agent-Based Model (RePEc:ces:ceswps:_2444)
by Guglielmo Maria Caporale & Antoaneta Serguieva & Hao Wu - Volatility Spillovers and Contagion from Mature to Emerging Stock Markets (RePEc:ces:ceswps:_2545)
by John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo - Selectivity, Market Timing and the Morningstar Star-Rating System (RePEc:ces:ceswps:_2580)
by Antonios Antypas & Guglielmo Maria Caporale & Nikolaos Kourogenis & Nikitas Pittis - Rating Assignments: Lessons from International Banks (RePEc:ces:ceswps:_2618)
by Guglielmo Maria Caporale & Roman Matousek & Chris Stewart - Multi-Factor Gegenbauer Processes and European Inflation Rates (RePEc:ces:ceswps:_2648)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Long Memory in US Real Output per Capita (RePEc:ces:ceswps:_2671)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Inflation and Inflation Uncertainty in the Euro Area (RePEc:ces:ceswps:_2720)
by Guglielmo Maria Caporale & Luca Onorante & Paolo Paesani - Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-mean Analysis (RePEc:ces:ceswps:_2794)
by John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo - International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence (RePEc:ces:ceswps:_2819)
by Guglielmo Maria Caporale & Thouraya Hadj Amor & Christophe Rault - Testing for Convergence in Stock Markets: A Non-Linear Factor Approach (RePEc:ces:ceswps:_2845)
by Guglielmo Maria Caporale & Burcu Erdogan & Vladimir Kuzin - Price Formation on the EuroMTS Platform (RePEc:ces:ceswps:_2938)
by Guglielmo Maria Caporale & Alessandro Girardi - Stock Market Integration between three CEECs, Russia and the UK (RePEc:ces:ceswps:_2978)
by Guglielmo Maria Caporale & Nicola Spagnolo - Time-Varying Spot and Futures Oil Price Dynamics (RePEc:ces:ceswps:_3015)
by Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi - EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries? (RePEc:ces:ceswps:_3074)
by Guglielmo Maria Caporale & Roman Matousek & Chris Stewart - Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach (RePEc:ces:ceswps:_3115)
by John Beirne & Guglielmo Maria Caporale & Nicola Spagnolo - US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis (RePEc:ces:ceswps:_3208)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - The Weekly Structure of US Stock Prices (RePEc:ces:ceswps:_3245)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Determinants of Pollution Abatement and Control Expenditure in Romania: A Multilevel Analysis (RePEc:ces:ceswps:_3255)
by Guglielmo Maria Caporale & Christophe Rault & Robert Sova & Anamaria Sova - Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market (RePEc:ces:ceswps:_3281)
by Guglielmo Maria Caporale & Alessandro Girardi & Paolo Paesani - Europe Agreements and Trade Balance: Evidence from Four New EU Members (RePEc:ces:ceswps:_3340)
by Guglielmo Maria Caporale & Christophe Rault & Robert Sova & Anamaria Sova - The Euro Changeover and Price Adjustments in Italy (RePEc:ces:ceswps:_3386)
by Guglielmo Maria Caporale & Alessandro Girardi & Marco Ventura - Fractional Integration and Cointegration in US Financial Time Series Data (RePEc:ces:ceswps:_3416)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Employment Growth, Inflation and Output Growth: Was Phillips Right? Evidence from a Dynamic Panel (RePEc:ces:ceswps:_3502)
by Guglielmo Maria Caporale & Marinko Škare - Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System (RePEc:ces:ceswps:_3525)
by Guglielmo Maria Caporale & Alessandro Girardi - Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets (RePEc:ces:ceswps:_3601)
by Guglielmo Maria Caporale & Ricardo M. Sousa - Are Stock and Housing Returns Complements or Substitutes? Evidence from OECD Countries (RePEc:ces:ceswps:_3621)
by Guglielmo Maria Caporale & Ricardo M. Sousa - Sources of Real Exchange Rate Volatility and International Financial Integration: A Dynamic GMM Panel Approach (RePEc:ces:ceswps:_3645)
by Guglielmo Maria Caporale & Thouraya Hadj Amor & Christophe Rault - Persistence and Cyclical Dependence in the Monthly Euribor Rate (RePEc:ces:ceswps:_3653)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Fiscal Spillovers in the Euro Area (RePEc:ces:ceswps:_3693)
by Guglielmo Maria Caporale & Alessandro Girardi - Persistence and Cycles in US Hours Worked (RePEc:ces:ceswps:_3767)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal (RePEc:ces:ceswps:_3897)
by Guglielmo Maria Caporale & Mauro Costantini & Antonio Paradiso - Environmental Regulation and Competitiveness: Evidence from Romania (RePEc:ces:ceswps:_3916)
by Mohamed El Hedi Arouri & Guglielmo Maria Caporale & Christophe Rault & Robert Sova & Anamaria Sova - Long Memory in German Energy Price Indices (RePEc:ces:ceswps:_3935)
by Carlos Pestana Barros & Guglielmo Maria Caporale & Luis A. Gil-Alana - Persistence in Youth Unemployment (RePEc:ces:ceswps:_3961)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Business Cycles, International Trade and Capital Flows: Evidence from Latin America (RePEc:ces:ceswps:_4006)
by Guglielmo Maria Caporale & Alessandro Girardi - Persistence and Cycles in the US Federal Funds Rate (RePEc:ces:ceswps:_4035)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Trade Intensity and Output Synchronisation: On the Endogeneity Properties of EMU (RePEc:ces:ceswps:_4172)
by Guglielmo Maria Caporale & Roberta De Santis & Alessandro Girardi - On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010 (RePEc:ces:ceswps:_4189)
by Guglielmo Maria Caporale & John Hunter & Faek Menla Ali - Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate (RePEc:ces:ceswps:_4224)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Exchange Rate Uncertainty and International Portfolio Flows (RePEc:ces:ceswps:_4234)
by Guglielmo Maria Caporale & Faek Menla Ali & Nicola Spagnolo - Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better? (RePEc:ces:ceswps:_4275)
by Vassilios Babalos & Guglielmo Maria Caporale & Nikolaos Philippas - Fiscal Adjustments and Business Cycle Synchronization (RePEc:ces:ceswps:_4505)
by Luca Agnello & Guglielmo Maria Caporale & Ricardo M. Sousa - Testing Unemployment Theories: A Multivariate Long Memory Approach (RePEc:ces:ceswps:_4570)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha - International Capital Markets Structure, Preferences and Puzzles: The US-China Case (RePEc:ces:ceswps:_4669)
by Guglielmo Maria Caporale & Michael Donadelli & Alessia Varani - Youth Unemployment in Europe: Persistence and Macroeconomic Determinants (RePEc:ces:ceswps:_4696)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Intraday Anomalies and Market Efficiency: A Trading Robot Analysis (RePEc:ces:ceswps:_4752)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko - The Weekend Effect: A Trading Robot and Fractional Integration Analysis (RePEc:ces:ceswps:_4849)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko - Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach (RePEc:ces:ceswps:_4881)
by Guglielmo Maria Caporale & Faek Menla Ali & Nicola Spagnolo - Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Means Analysis (RePEc:ces:ceswps:_4912)
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - Macro News and Bond Yield Spreads in the Euro Area (RePEc:ces:ceswps:_5008)
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - Short-Term Price Overreactions: Identification, Testing, Exploitation (RePEc:ces:ceswps:_5066)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun - Trade Flows and Trade Specialisation: The Case of China (RePEc:ces:ceswps:_5217)
by Guglielmo Maria Caporale & Anamaria Sova & Robert Sova - Loan Loss Provision: Some Empirical Evidence for Italian Banks (RePEc:ces:ceswps:_5253)
by Guglielmo Maria Caporale & Matteo Alessi & Stefano Di Colli & Juan Sergio Lopez - Spillovers between Food and Energy Prices and Structural Breaks (RePEc:ces:ceswps:_5282)
by Alanoud Al-Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - How Has the Global Financial Crisis Affected Syndicated Loan Terms in Emerging Markets? Evidence from China (RePEc:ces:ceswps:_5353)
by Guglielmo Maria Caporale & Suman Lodh & Monomita Nandy - The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis (RePEc:ces:ceswps:_5407)
by Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta - Linkages between the US and European Stock Markets: A Fractional Cointegration Approach (RePEc:ces:ceswps:_5523)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & C. James Orlando - Macro News and Commodity Returns (RePEc:ces:ceswps:_5551)
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - International Portfolio Flows and Exchange Rate Volatility for Emerging Markets (RePEc:ces:ceswps:_5615)
by Guglielmo Maria Caporale & Faek Menla Ali & Fabio Spagnolo & Nicola Spagnolo - The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks (RePEc:ces:ceswps:_5630)
by Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana - Islamic Banking, Credit and Economic Growth: Some Empirical Evidence (RePEc:ces:ceswps:_5716)
by Guglielmo Maria Caporale & Mohamad Husam Helmi - Macro News and Exchange Rates in the BRICS (RePEc:ces:ceswps:_5748)
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - The Bank Lending Channel in a Dual Banking System: Evidence from Malaysia (RePEc:ces:ceswps:_5807)
by Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Menla Ali & Mohammad Tajik - Exchange Rates and Macro News in Emerging Markets (RePEc:ces:ceswps:_5816)
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - Calendar Anomalies in the Ukrainian Stock Market (RePEc:ces:ceswps:_5877)
by Guglielmo Maria Caporale & Alex Plastun - Competitive Devaluations in Commodity-Based Economies: Colombia and the Pacific Alliance Group (RePEc:ces:ceswps:_5907)
by Guglielmo Maria Caporale & Rodrigo Costamagna & Gustavo Rossini - The Performance of Banks in the MENA Region During the Global Financial Crisis (RePEc:ces:ceswps:_5921)
by Guglielmo Maria Caporale & Suman Lodh & Monomita Nandy - Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-in-mean Analysis (RePEc:ces:ceswps:_5932)
by Vassilios Babalos & Guglielmo Maria Caporale & Nicola Spagnolo - Monetary Policy Rules in Emerging Countries: Is there an Augmented Nonlinear Taylor Rule? (RePEc:ces:ceswps:_5965)
by Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Nemla Ali & Coskun Akdeniz - Analysing the Determinants of Credit Risk for General Insurance Firms in the UK (RePEc:ces:ceswps:_5971)
by Guglielmo Maria Caporale & Mario Cerrato & Xuan Zhang - Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB (RePEc:ces:ceswps:_5995)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You - Central Bank Policy Rates: Are they Cointegrated? (RePEc:ces:ceswps:_6389)
by Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana - Long Memory and Data Frequency in Financial Markets (RePEc:ces:ceswps:_6396)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun - Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets (RePEc:ces:ceswps:_6477)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You - Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques (RePEc:ces:ceswps:_6482)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests (RePEc:ces:ceswps:_6494)
by Guglielmo Maria Caporale & Kefei You - Is Market Fear Persistent? A Long-Memory Analysis (RePEc:ces:ceswps:_6534)
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun - The Day of the Week Effect in the Crypto Currency Market (RePEc:ces:ceswps:_6716)
by Guglielmo Maria Caporale & Alex Plastun - Trends and Cycles in Macro Series: The Case of US Real GDP (RePEc:ces:ceswps:_6728)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Persistence in the Cryptocurrency Market (RePEc:ces:ceswps:_6811)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun - Price Overreactions in the Cryptocurrency Market (RePEc:ces:ceswps:_6861)
by Guglielmo Maria Caporale & Alex Plastun - Brexit and Uncertainty in Financial Markets (RePEc:ces:ceswps:_6874)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Tommaso Trani - On the Persistence of UK Inflation: A Long-Range Dependence Approach (RePEc:ces:ceswps:_6968)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Tommaso Trani - On the Frequency of Price Overreactions (RePEc:ces:ceswps:_7011)
by Guglielmo Maria Caporale & Alex Plastun - Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence (RePEc:ces:ceswps:_7073)
by Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana - Modelling Volatility of Cryptocurrencies Using Markov-Switching Garch Models (RePEc:ces:ceswps:_7167)
by Guglielmo Maria Caporale & Timur Zekokh - Persistence in the Russian Stock Market Volatility Indices (RePEc:ces:ceswps:_7243)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Trilochan Tripathy - Bitcoin Fluctuations and the Frequency of Price Overreactions (RePEc:ces:ceswps:_7280)
by Guglielmo Maria Caporale & Alex Plastun & Viktor Oliinyk - Political Tension and Stock Markets in the Arabian Peninsula (RePEc:ces:ceswps:_7341)
by Alanoud Al-Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - The Impact of Business and Political News on the GCC Stock Markets (RePEc:ces:ceswps:_7353)
by Alanoud Al-Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - Energy Consumption in the GCC Countries: Evidence on Persistence (RePEc:ces:ceswps:_7470)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Manuel Monge - Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approach (RePEc:ces:ceswps:_7537)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You - On the preferences of CoCo bond buyers and sellers (RePEc:ces:ceswps:_7551)
by Guglielmo Maria Caporale & Woo-Young Kang - Style consistency and mutual fund returns: the case of Russia (RePEc:ces:ceswps:_7605)
by Adiya Bayarmaa & Guglielmo Maria Caporale - Volatility forecasts for the RTS stock index: option-implied volatility versus alternative methods (RePEc:ces:ceswps:_7612)
by Guglielmo Maria Caporale & Daria Teterkina - High and low prices and the range in the European stock markets: a long-memory approach (RePEc:ces:ceswps:_7652)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza - Persistence, non-linearities and structural breaks in European stock market indices (RePEc:ces:ceswps:_7667)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza - Financial integration in the GCC region: market size versus national effects (RePEc:ces:ceswps:_7686)
by Kerim Peren Arin & Guglielmo Maria Caporale & Kyriacos Kyriacou & Nicola Spagnolo - Non-Linearities, Cyber Attacks and Cryptocurrencies (RePEc:ces:ceswps:_7692)
by Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo - CO2 Emissions and GDP: Evidence from China (RePEc:ces:ceswps:_7881)
by Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis A. Gil-Alana - Momentum Effects in the Cryptocurrency Market After One-Day Abnormal Returns (RePEc:ces:ceswps:_7917)
by Guglielmo Maria Caporale & Alex Plastun - Cycles and Long-Range Behaviour in the European Stock Market (RePEc:ces:ceswps:_7943)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza - Estimation of Conditional Asset Pricing Models with Integrated Variables in the Beta Specification (RePEc:ces:ceswps:_7969)
by Antonios Antypas & Guglielmo Maria Caporale & Nikolaos Kourogenis & Nikitas Pittis - Investors' Trading Behaviour and Stock Market Volatility during Crisis Periods: A Dual Long-Memory Model for the Korean Stock Exchange (RePEc:ces:ceswps:_7984)
by Guglielmo Maria Caporale & Menelaos Karanasos & Stavroula Yfanti & Aris Kartsaklas - Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility (RePEc:ces:ceswps:_8000)
by Guglielmo Maria Caporale & Menelaos Karanasos & Stavroula Yfanti - Bitcoin Price Co-Movements and Culture (RePEc:ces:ceswps:_8076)
by Guglielmo Maria Caporale & Woo-Young Kang - Cross-Border Portfolio Flows and News Media Coverage (RePEc:ces:ceswps:_8112)
by Guglielmo Maria Caporale & Faek Menla Ali & Fabio Spagnolo & Nicola Spagnolo - Cyber-Attacks, Cryptocurrencies, and Cyber Security (RePEc:ces:ceswps:_8124)
by Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo - Persistence in the Realized Betas: Some Evidence for the Spanish Stock Market (RePEc:ces:ceswps:_8171)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor - The Frequency of One-Day Abnormal Returns and Price Fluctuations in the FOREX (RePEc:ces:ceswps:_8196)
by Guglielmo Maria Caporale & Alex Plastun & Viktor Oliinyk - Persistence in the Market Risk Premium: Evidence across Countries (RePEc:ces:ceswps:_8211)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor - US Sea Level Data: Time Trends and Persistence (RePEc:ces:ceswps:_8274)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Laura Sauci - Economic Policy Uncertainty: Persistence and Cross-Country Linkages (RePEc:ces:ceswps:_8289)
by Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana - Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets (RePEc:ces:ceswps:_8324)
by Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo - Inflation in the G7 Countries: Persistence and Structural Breaks (RePEc:ces:ceswps:_8349)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza - Particulate Matter 10 (PM10): Persistence and Trends in Eight European Capitals (RePEc:ces:ceswps:_8402)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Nieves Carmona-González - Gold and Oil Prices: Abnormal Returns, Momentum and Contrarian Effects (RePEc:ces:ceswps:_8445)
by Guglielmo Maria Caporale & Alex Plastun - The Direct and Indirect Effects of Financial Development on International Trade: Evidence from the CEEC-6 (RePEc:ces:ceswps:_8585)
by Guglielmo Maria Caporale & Anamaria Sova & Robert Sova - Persistence and Long Memory in Monetary Policy Spreads (RePEc:ces:ceswps:_8664)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach (RePEc:ces:ceswps:_8674)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Non-Linearities and Persistence in US Long-Run Interest Rates (RePEc:ces:ceswps:_8744)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor - Abnormal Returns and Stock Price Movements: Some Evidence from Developed and Emerging Markets (RePEc:ces:ceswps:_8783)
by Guglielmo Maria Caporale & Alex Plastun - Persistence in the Private Debt-to-GDP Ratio: Evidence from 43 OECD Countries (RePEc:ces:ceswps:_8889)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Maria Malmierca - Nonlinearities and Asymmetric Adjustment to PPP in an Exchange Rate Model with Inflation Expectations (RePEc:ces:ceswps:_8921)
by Christina Anderl & Guglielmo Maria Caporale - Exchange Rate Parities and Taylor Rule Deviations (RePEc:ces:ceswps:_8961)
by Christina Anderl & Guglielmo Maria Caporale - The Relationship between Prices and Output in the UK and the US (RePEc:ces:ceswps:_8970)
by Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis A. Gil-Alana - The Covid-19 Pandemic and the Degree of Persistence of US Stock Prices and Bond Yields (RePEc:ces:ceswps:_8976)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza - Testing for UIP: Nonlinearities, Monetary Announcements and Interest Rate Expectations (RePEc:ces:ceswps:_9027)
by Christina Anderl & Guglielmo Maria Caporale - The Short-Run and Long-Run Effects of Trade Openness on Financial Development: Some Panel Evidence for Europe (RePEc:ces:ceswps:_9082)
by Guglielmo Maria Caporale & Anamaria Sova & Robert Sova - Persistence in ESG and Conventional Stock Market Indices (RePEc:ces:ceswps:_9098)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko - The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic (RePEc:ces:ceswps:_9163)
by Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana - The Covid-19 Pandemic, Policy Responses and Stock Markets in the G20 (RePEc:ces:ceswps:_9299)
by Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo - The Effects of the Covid-19 Pandemic on Stock Markets, CDS and Economic Activity: Time-Varying Evidence from the US and Europe (RePEc:ces:ceswps:_9316)
by Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Coskun Akdeniz & Ali Ilhan - Oil Prices, Exchange Rates and Sectoral Stock Returns in the BRICS-T Countries: A Time-Varying Approach (RePEc:ces:ceswps:_9322)
by Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Gül Serife Huyugüzel Kisla & Mohamad Husam Helmi & Coskun Akdeniz - Witching Days and Abnormal Profits in the US Stock Market (RePEc:ces:ceswps:_9360)
by Guglielmo Maria Caporale & Alex Plastun - The Impact of the Covid-19 Pandemic on Persistence in the European Stock Markets (RePEc:ces:ceswps:_9382)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Isabel Arrese Lasaosa - US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach (RePEc:ces:ceswps:_9386)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Emmanuel Joel Aikins Abakah - Unemployment Persistence in Europe: Evidence from the 27 EU Countries (RePEc:ces:ceswps:_9392)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Pablo Vicente Trejo - Trade Flows, Private Credit and the Covid-19-Pandemic: Panel Evidence from 35 OECD Countries (RePEc:ces:ceswps:_9400)
by Guglielmo Maria Caporale & Anamaria Sova & Robert Sova - Nonlinearities in the Exchange Rate Pass-Through: The Role of Inflation Expectations (RePEc:ces:ceswps:_9544)
by Christina Anderl & Guglielmo Maria Caporale - Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields (RePEc:ces:ceswps:_9554)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & OlaOluwa Simon Yaya - Persistence in the Passion Investment Market (RePEc:ces:ceswps:_9586)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Ahniia Havrylina - Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis (RePEc:ces:ceswps:_9624)
by Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana - Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts (RePEc:ces:ceswps:_9687)
by Christina Anderl & Guglielmo Maria Caporale - Fossil and Renewable Energy Stock Indices: Connectedness and the COP Meetings (RePEc:ces:ceswps:_9824)
by Guglielmo Maria Caporale & Nicola Spagnolo & Awon Almajali - Shadow Rates as a Measure of the Monetary Policy Stance: Some International Evidence (RePEc:ces:ceswps:_9839)
by Christina Anderl & Guglielmo Maria Caporale - Modelling Profitability of Private Equity: A Fractional Integration Approach (RePEc:ces:ceswps:_9843)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Francisco Puertolas - The Covid-19 Pandemic and European Trade Flows: Evidence from a Dynamic Panel Model (RePEc:ces:ceswps:_9848)
by Guglielmo Maria Caporale & Anamaria Diana Sova & Robert Sova - Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis (RePEc:ces:ceswps:_9950)
by Guglielmo Maria Caporale & José Javier de Dios Mazariegos & Luis A. Gil-Alana - Spillovers between food and energy prices and structural breaks (RePEc:cii:cepiie:2017-q2-150-1)
by Alanoud Al-Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - Central bank policy rates: Are they cointegrated? (RePEc:cii:cepiie:2017-q4-152-9)
by Guglielmo Maria Caporale & Hector Carcel & Luis Gil-Alana - Testing the Fisher hypothesis in the G-7 countries using I(d) techniques (RePEc:cii:cepiie:2019-q3-159-12)
by Guglielmo Maria Caporale & Luis Gil-Alaña - The COVID-19 pandemic, policy responses and stock markets in the G20 (RePEc:cii:cepiie:2022-q3-172-5)
by Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo - Testing for Unbiasedness of Term Structure and Interest Differentials as Predictors of Future Inflation Changes and Inflation Differentials (RePEc:cje:issued:v:29:y:1996:i:s1:p:565-69)
by Guglielmo Maria Caporale & Nikitas Pittis - Exogeneity and measurement of persistence (RePEc:col:000151:002690)
by Guglielmo Maria Caporale & Nikitas Pittis - Persistence in macroeconomic time series: Is it a model invariant property? (RePEc:col:000151:003323)
by Guglielmo Maria Caporale & Nikitas Pittis - The World Economy (RePEc:cup:nierev:v:139:y:1992:i::p:27-45_3)
by Anderton, R. & Barrell, R. & Caporale, G. - Fiscal Solvency in Europe: Budget Deficits and Government Debt under European Monetary Union (RePEc:cup:nierev:v:140:y:1992:i::p:69-77_6)
by Caporale, Guglielmo Maria - The World Economy (RePEc:cup:nierev:v:142:y:1992:i::p:34-62_3)
by Barrell, R. & Anderton, R. & Caporale, GM & in't Veld, JW - The World Economy (RePEc:cup:nierev:v:143:y:1993:i::p:27-53_3)
by Barrell, R. & Anderton, R. & Caporale, GM & in't Veld, JW - Is Europe an optimum currency area?∗ (RePEc:cup:nierev:v:144:y:1993:i::p:95-113_7)
by Caporale, Guglielmo Maria - The World Economy (RePEc:cup:nierev:v:145:y:1993:i::p:43-63_6)
by Barrell, R. & Anderton, R. & Caporale, G.M. & in't Veld, J.W. - Trade Specialisation and Economic Convergence: Evidence from two Eastern European Countries (RePEc:deg:conpap:c016_071)
by Guglielmo Maria Caporale & Christophe Rault & Robert Sova & Anamaria Sova - Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models (RePEc:diw:diwwpp:dp1006)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries? (RePEc:diw:diwwpp:dp1009)
by Guglielmo Maria Caporale & Roman Matousek & Chris Stewart - Long Memory and Fractional Integration in High Frequency Financial Time Series (RePEc:diw:diwwpp:dp1016)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach (RePEc:diw:diwwpp:dp1029)
by John Beirne & Guglielmo Maria Caporale & Nicola Spagnolo - US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis (RePEc:diw:diwwpp:dp1070)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - The Weekly Structure of US Stock Prices (RePEc:diw:diwwpp:dp1077)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market (RePEc:diw:diwwpp:dp1080)
by Guglielmo Maria Caporale & Alessandro Girardi & Paolo Paesani - The Euro Changeover and Price Adjustments in Italy (RePEc:diw:diwwpp:dp1114)
by Guglielmo Maria Caporale & Alessandro Girardi & Marco Ventura - Fractional Integration and Cointegration in US Financial Time Series Data (RePEc:diw:diwwpp:dp1116)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Employment Growth, Inflation and Output Growth: Was Phillips Right?: Evidence from a Dynamic Panel (RePEc:diw:diwwpp:dp1138)
by Guglielmo Maria Caporale & Marinko Skare - Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System (RePEc:diw:diwwpp:dp1139)
by Guglielmo Maria Caporale & Alessandro Girardi - Are Stock and Housing Returns Complements or Substitutes?: Evidence from OECD Countries (RePEc:diw:diwwpp:dp1158)
by Guglielmo Maria Caporale & Ricardo M. Souza - Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets (RePEc:diw:diwwpp:dp1159)
by Guglielmo Maria Caporale & Ricardo M. Souza - Fiscal Spillovers in the Euro Area (RePEc:diw:diwwpp:dp1164)
by Guglielmo Maria Caporale & Alessandro Girardi - Persistence and Cyclical Dependence in the Monthly Euribor Rate (RePEc:diw:diwwpp:dp1165)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Long Memory in German Energy Price Indices (RePEc:diw:diwwpp:dp1186)
by Carlos P. Barros & Guglielmo Maria Caporale & Luis A. Gil-Alana - Persistence and Cycles in US Hours Worked (RePEc:diw:diwwpp:dp1200)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal (RePEc:diw:diwwpp:dp1232)
by Guglielmo Maria Caporale & Mauro Costantini & Antonio Paradiso - Testing the Marshall-Lerner Condition in Kenya (RePEc:diw:diwwpp:dp1247)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Robert Mudida - Persistence in Youth Unemployment (RePEc:diw:diwwpp:dp1248)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Business Cycles, International Trade and Capital Flows: Evidence from Latin America (RePEc:diw:diwwpp:dp1254)
by Guglielmo Maria Caporale & Alessandro Girardi - Persistence and Cycles in the US Federal Funds Rate (RePEc:diw:diwwpp:dp1255)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Trade Intensity and Output Synchronisation: On the Endogeneity Properties of EMU (RePEc:diw:diwwpp:dp1277)
by Guglielmo Maria Caporale & Roberta De Santis & Alessandro Girardi - Long Memory in the Ukrainian Stock Market (RePEc:diw:diwwpp:dp1279)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model (RePEc:diw:diwwpp:dp1288)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha - On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010 (RePEc:diw:diwwpp:dp1289)
by Guglielmo Maria Caporale & John Hunter & Faek Menla Ali - Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate (RePEc:diw:diwwpp:dp1294)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Exchange Rate Uncertainty and International Portfolio Flows (RePEc:diw:diwwpp:dp1296)
by Guglielmo Maria Caporale & Faek Menla Ali & Nicola Spagnolo - Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better? (RePEc:diw:diwwpp:dp1300)
by Vassilios Babalos & Guglielmo Maria Caporale & Nikolaos Philippas - Bank Lending Procyclicality and Credit Quality during Financial Crises (RePEc:diw:diwwpp:dp1309)
by Guglielmo Maria Caporale & Stefano Di Colli & Juan Sergio Lopez - Fiscal Adjustment and Business Cycle Synchronization (RePEc:diw:diwwpp:dp1339)
by Luca Agnello & Guglielmo Maria Caporale & Ricardo M. Sousa - Testing Unemployment Theories: A Multivariate Long Memory Approach (RePEc:diw:diwwpp:dp1345)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha - International Capital Markets Structure, Preferences and Puzzles: The US-China Case (RePEc:diw:diwwpp:dp1362)
by Guglielmo Maria Caporale & Michael Donadelli & Alessia Varani - Intraday Anomalies and Market Efficiency: A Trading Robot Analysis (RePEc:diw:diwwpp:dp1377)
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko - The Weekend Effect: A Trading Robot and Fractional Integration Analysis (RePEc:diw:diwwpp:dp1386)
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko - Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach (RePEc:diw:diwwpp:dp1394)
by Guglielmo Maria Caporale & Faek Menla Ali & Nicola Spagnolo - Long Memory in UK Real GDP, 1851-2013: An ARFIMA-FIGARCH Analysis (RePEc:diw:diwwpp:dp1395)
by Guglielmo Maria Caporale & Marinko Skare - Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis (RePEc:diw:diwwpp:dp1399)
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - Local Banking and Local Economic Growth in Italy: Some Panel Evidence (RePEc:diw:diwwpp:dp1409)
by Guglielmo Maria Caporale & Stefano Di Colli & Roberto Di Salvo & Juan Sergio Lopez - Macro News and Bond Yield Spreads in the Euro Area (RePEc:diw:diwwpp:dp1413)
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - Short-Term Price Overreaction: Identification, Testing, Exploitation (RePEc:diw:diwwpp:dp1423)
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun - Long-Term Price Overreactions: Are Markets Inefficient? (RePEc:diw:diwwpp:dp1444)
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun - Trade Flows and Trade Specialisation: The Case of China (RePEc:diw:diwwpp:dp1453)
by Guglielmo Maria Caporale & Anamaria Sova & Robert Sova - The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market? (RePEc:diw:diwwpp:dp1458)
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun - Loan Loss Provision: Some Empirical Evidence for Italian Banks (RePEc:diw:diwwpp:dp1459)
by Guglielmo Maria Caporale & Matteo Alessi & Stefano Di Colli & Juan Sergio Lopez - Spillovers between Food and Energy Prices and Structural Breaks (RePEc:diw:diwwpp:dp1466)
by Alanoud Al-Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - How Has the Global Financial Crisis Affected Syndicated Loan Terms in Emerging Markets? Evidence from China (RePEc:diw:diwwpp:dp1481)
by Guglielmo Maria Caporale & Suman Lodh & Monomita Nandy - The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis (RePEc:diw:diwwpp:dp1486)
by Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta - Linkages between the US and European Stock Markets: A Fractional Cointegration Approach (RePEc:diw:diwwpp:dp1505)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & C. James Orlando - Macro News and Commodity Returns (RePEc:diw:diwwpp:dp1508)
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - International Portfolio Flows and Exchange Rate Volatility for Emerging Markets (RePEc:diw:diwwpp:dp1519)
by Guglielmo Maria Caporale & Faek Menla Ali & Fabio Spagnolo & Nicola Spagnolo - The EMBI in Latin America: Fractional Integration, Non-linearities and Breaks (RePEc:diw:diwwpp:dp1524)
by Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana - Islamic Banking, Credit and Economic Growth: Some Empirical Evidence (RePEc:diw:diwwpp:dp1541)
by Guglielmo Maria Caporale & Mohamad Husam Helmi - Macro News and Exchange Rates in the BRICS (RePEc:diw:diwwpp:dp1545)
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - The Bank Lending Channel in a Dual Banking System: Evidence from Malaysia (RePEc:diw:diwwpp:dp1557)
by Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Menla Ali & Mohammad Tajik - Exchange Rates and Macro News in Emerging Markets (RePEc:diw:diwwpp:dp1558)
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - Calendar Anomalies in the Ukrainian Stock Market (RePEc:diw:diwwpp:dp1573)
by Guglielmo Maria Caporale & Alex Plastun - The Performance of Banks in the MENA Region during the Global Financial Crisis (RePEc:diw:diwwpp:dp1580)
by Guglielmo Maria Caporale & Suman Lodh & Monomita Nandy - Competitive Devaluations in Commodity-Based Economies: Colombia and the Pacific Alliance Group (RePEc:diw:diwwpp:dp1581)
by Guglielmo Maria Caporale & Rodrigo Costamagna & Gustavo Rossini - Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-In-Mean Analysis (RePEc:diw:diwwpp:dp1583)
by Vassilios Babalos & Guglielmo Maria Caporale & Nicola Spagnolo - Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule? (RePEc:diw:diwwpp:dp1588)
by Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Menla Ali & Coskun Akdeniz - Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB (RePEc:diw:diwwpp:dp1590)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You - Analysing the Determinants of Credit Risk for General Insurance Firms in the UK (RePEc:diw:diwwpp:dp1591)
by Guglielmo Maria Caporale & Mario Cerrato & Xuan Zhang - Long Memory and Data Frequency in Financial Markets (RePEc:diw:diwwpp:dp1647)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun - Central Bank Policy Rates: Are They Cointegrated? (RePEc:diw:diwwpp:dp1648)
by Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana - Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques (RePEc:diw:diwwpp:dp1667)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets (RePEc:diw:diwwpp:dp1668)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You - Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests (RePEc:diw:diwwpp:dp1669)
by Guglielmo Maria Caporale & Kefei You - Is Market Fear Persistent? A Long-Memory Analysis (RePEc:diw:diwwpp:dp1670)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun - The Day of the Week Effect in the Crypto Currency Market (RePEc:diw:diwwpp:dp1694)
by Guglielmo Maria Caporale & Alex Plastun - Trends and Cycles in Macro Series: The Case of US Real GDP (RePEc:diw:diwwpp:dp1695)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Persistence in the Cryptocurrency Market (RePEc:diw:diwwpp:dp1703)
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun - Price Overreactions in the Cryptocurrency Market (RePEc:diw:diwwpp:dp1718)
by Guglielmo Maria Caporale & Alex Plastun - Brexit and Uncertainty in Financial Markets (RePEc:diw:diwwpp:dp1719)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Tommaso Trani - On the Persistence of UK Inflation: A Long-Range Dependence Approach (RePEc:diw:diwwpp:dp1731)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Tommaso Trani - Rating Assignments: Lessons from International Banks (RePEc:diw:diwwpp:dp868)
by Guglielmo Maria Caporale & Roman Matousek & Chris Stewart - Volatility Spillovers and Contagion from Mature to Emerging Stock Markets (RePEc:diw:diwwpp:dp873)
by John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo - Selectivity, Market Timing and the Morningstar Star-Rating System (RePEc:diw:diwwpp:dp874)
by Antonios Antypas & Guglielmo Maria Caporale & Nikolaos Kourogenis & Nikitas Pittis - Trade Specialisation and Economic Convergence: Evidence from Two Eastern European Countries (RePEc:diw:diwwpp:dp875)
by Guglielmo Maria Caporale & Christophe Rault & Robert Sova & Anamaria Sova - Multi-Factor Gegenbauer Processes and European Inflation Rates (RePEc:diw:diwwpp:dp879)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Long Memory in US Real Output per Capita (RePEc:diw:diwwpp:dp891)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Evaluating Greek Equity Funds Using Data Envelopment Analysis (RePEc:diw:diwwpp:dp906)
by Vassilios Babalos & Guglielmo Maria Caporale & Nikolaos Philippas - Inflation and Inflation Uncertainty in the Euro Area (RePEc:diw:diwwpp:dp909)
by Guglielmo Maria Caporale & Luca Onorante & Paolo Paesani - Testing for Convergence in Stock Markets: A Non-linear Factor Approach (RePEc:diw:diwwpp:dp932)
by Guglielmo Maria Caporale & Burcu Erdogan & Vladimir Kuzin - Financial Development and Economic Growth: Evidence from Ten New EU Members (RePEc:diw:diwwpp:dp940)
by Guglielmo Maria Caporale & Christophe Rault & Robert Sova & Anamaria Sova - International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence (RePEc:diw:diwwpp:dp941)
by Guglielmo Maria Caporale & Thouraya Hadj Amor & Christophe Rault - Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-Mean Analysis (RePEc:diw:diwwpp:dp942)
by John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo - Long Memory and Volatility Dynamics in the US Dollar Exchange Rate (RePEc:diw:diwwpp:dp975)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Price Formation on the EuroMTS Platform (RePEc:diw:diwwpp:dp977)
by Guglielmo Maria Caporale & Alessandro Girardi - Fractional Cointegration in US Term Spreads (RePEc:diw:diwwpp:dp981)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Time-Varying Spot and Futures Oil Price Dynamics (RePEc:diw:diwwpp:dp988)
by Guglielmo Maria Caporale & Davide Ciferri & Allessandro Girardi - Herding behaviour in extreme market conditions: the case of the Athens Stock Exchange (RePEc:ebl:ecbull:eb-08g10021)
by Guglielmo Maria Caporale & Nikolaos Philippas & Fotini Economou - The asymmetric behaviour of spanish unemployment persistence (RePEc:ebl:ecbull:eb-17-00970)
by Guglielmo Maria Caporale & Luis Gil-Alana - Modeling persistence and non-linearities in the US treasury 10-year bond yields (RePEc:ebl:ecbull:eb-22-00161)
by Guglielmo Maria Caporale & Luis A Gil-Alana & Olaoluwa Simon Yaya - Inflation persistence in Europe: The effects of the Covid-19 pandemic and of the Russia-Ukraine war (RePEc:ebl:ecbull:eb-22-00789)
by Guglielmo Maria Caporale & Juan Infante & Luis Gil-Alana & Raquel Ayestaran - Volatility spillovers and contagion from mature to emerging stock markets (RePEc:ecb:ecbwps:20091113)
by Beirne, John & Caporale, Guglielmo Maria & Schulze-Ghattas, Marianne & Spagnolo, Nicola - Inflation and inflation uncertainty in the euro area (RePEc:ecb:ecbwps:20101229)
by Caporale, Guglielmo Maria & Onorante, Luca & Paesani, Paolo - Long-run and Cyclical Dynamics in the US Stock Market (RePEc:ecm:latm04:344)
by L.A. Gil-Alana & G.M. caporale - Stock Prices and Monetary Policy: An Impulse Response Analysis (RePEc:eco:journ1:2013-03-13)
by Guglielmo Maria Caporale & Alaa M. Soliman - Chebyshev polynomial approximation to approximate partial differential equations (RePEc:edn:sirdps:28)
by Caporale, Guglielmo Maria & Cerrato, Mario - Trade flows and trade specialisation: The case of China (RePEc:eee:chieco:v:34:y:2015:i:c:p:261-273)
by Caporale, Guglielmo Maria & Sova, Anamaria & Sova, Robert - Oil price uncertainty and sectoral stock returns in China: A time-varying approach (RePEc:eee:chieco:v:34:y:2015:i:c:p:311-321)
by Caporale, Guglielmo Maria & Menla Ali, Faek & Spagnolo, Nicola - Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks (RePEc:eee:csdana:v:52:y:2008:i:11:p:4998-5013)
by Caporale, Guglielmo Maria & Gil-Alana, Luis A. - Connectedness between fossil and renewable energy stock indices: The impact of the COP policies (RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000858)
by Caporale, Guglielmo Maria & Spagnolo, Nicola & Almajali, Awon - Modelling the sterling-deutschmark exchange rate: Non-linear dependence and thick tails (RePEc:eee:ecmode:v:13:y:1996:i:1:p:1-14)
by Caporale, Guglielmo Maria & Pittis, Nikitas - Common features and output fluctuations in the United Kingdom (RePEc:eee:ecmode:v:14:y:1997:i:1:p:1-9)
by Caporale, Guglielmo Maria - Unit roots and long-run causality: investigating the relationship between output, money and interest rates (RePEc:eee:ecmode:v:15:y:1998:i:1:p:91-112)
by Caporale, Guglielmo Maria & Hassapis, Christis & Pittis, Nikitas - Coordination and price shocks: an empirical analysis (RePEc:eee:ecmode:v:18:y:2001:i:4:p:569-584)
by Caporale, Guglielmo Maria & Chui, Michael & Hall, Stephen G. & Henry, Brian - Interest rate linkages: a Kalman filter approach to detecting structural change (RePEc:eee:ecmode:v:22:y:2005:i:2:p:253-284)
by Barassi, Marco R. & Caporale, Guglielmo Maria & Hall, Stephen G. - Persistence and cycles in US hours worked (RePEc:eee:ecmode:v:38:y:2014:i:c:p:504-511)
by Caporale, Guglielmo Maria & Gil-Alana, Luis A. - Bank lending procyclicality and credit quality during financial crises (RePEc:eee:ecmode:v:43:y:2014:i:c:p:142-157)
by Caporale, Guglielmo Maria & Di Colli, Stefano & Lopez, Juan Sergio - Monetary policy rules in emerging countries: Is there an augmented nonlinear taylor rule? (RePEc:eee:ecmode:v:72:y:2018:i:c:p:306-319)
by Caporale, Guglielmo Maria & Helmi, Mohamad Husam & Çatık, Abdurrahman Nazif & Menla Ali, Faek & Akdeniz, Coşkun - Environmental Regulation and Competitiveness: Evidence from Romania (RePEc:eee:ecolec:v:81:y:2012:i:c:p:130-139)
by Arouri, Mohamed El Hedi & Caporale, Guglielmo Maria & Rault, Christophe & Sova, Robert & Sova, Anamaria - Persistence in real variables under alternative exchange rate regimes : Some multi-country evidence (RePEc:eee:ecolet:v:45:y:1994:i:1:p:93-102)
by Caporale, Guglielmo Maria & Kalyvitis, Sarantis & Pittis, Nikitas - Asset prices and output growth volatility: the effects of financial crises (RePEc:eee:ecolet:v:79:y:2003:i:1:p:69-74)
by Caporale, Guglielmo Maria & Spagnolo, Nicola - Testing for PPP: the erratic behaviour of unit root tests (RePEc:eee:ecolet:v:80:y:2003:i:2:p:277-284)
by Caporale, Guglielmo Maria & Pittis, Nikitas & Sakellis, Panayiotis - Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis (RePEc:eee:ememar:v:11:y:2010:i:3:p:250-260)
by Beirne, John & Caporale, Guglielmo Maria & Schulze-Ghattas, Marianne & Spagnolo, Nicola - Testing for contagion: a conditional correlation analysis (RePEc:eee:empfin:v:12:y:2005:i:3:p:476-489)
by Caporale, Guglielmo Maria & Cipollini, Andrea & Spagnolo, Nicola - Small and medium sized European firms and energy saving measures: The role of financing (RePEc:eee:enepol:v:179:y:2023:i:c:s0301421523001982)
by Caporale, Guglielmo Maria & Donati, Cristiana & Spagnolo, Nicola - Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate (RePEc:eee:finana:v:29:y:2013:i:c:p:1-9)
by Caporale, Guglielmo Maria & Gil-Alana, Luis A. - On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010 (RePEc:eee:finana:v:33:y:2014:i:c:p:87-103)
by Caporale, Guglielmo Maria & Hunter, John & Menla Ali, Faek - Macro news and stock returns in the Euro area: A VAR-GARCH-in-mean analysis (RePEc:eee:finana:v:45:y:2016:i:c:p:180-188)
by Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola - Persistence and cycles in the us federal funds rate (RePEc:eee:finana:v:52:y:2017:i:c:p:1-8)
by Caporale, Guglielmo Maria & Gil-Alana, Luis A. - Global and regional stock market integration in Asia: A panel convergence approach (RePEc:eee:finana:v:65:y:2019:i:c:s1057521918306665)
by Caporale, Guglielmo Maria & You, Kefei & Chen, Lei - Macro news and exchange rates in the BRICS (RePEc:eee:finlet:v:21:y:2017:i:c:p:140-143)
by Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola - The EMBI in Latin America: Fractional integration, non-linearities and breaks (RePEc:eee:finlet:v:24:y:2018:i:c:p:34-41)
by Caporale, Guglielmo Maria & Carcel, Hector & Gil-Alana, Luis - Loan loss provisions and macroeconomic shocks: Some empirical evidence for italian banks during the crisis (RePEc:eee:finlet:v:25:y:2018:i:c:p:239-243)
by Caporale, Guglielmo Maria & Alessi, Matteo & Di Colli, Stefano & Lopez, Juan Sergio - Is market fear persistent? A long-memory analysis (RePEc:eee:finlet:v:27:y:2018:i:c:p:140-147)
by Caporale, Guglielmo Maria & Gil-Alana, Luis & Plastun, Alex - The day of the week effect in the cryptocurrency market (RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318304240)
by Caporale, Guglielmo Maria & Plastun, Alex - Volatility persistence in the Russian stock market (RePEc:eee:finlet:v:32:y:2020:i:c:s154461231830624x)
by Caporale, Guglielmo Maria & Gil-Alana, Luis A. & Tripathy, Trilochan - Non-linearities, cyber attacks and cryptocurrencies (RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319309377)
by Caporale, Guglielmo Maria & Kang, Woo-Young & Spagnolo, Fabio & Spagnolo, Nicola - Trade intensity and output synchronisation: On the endogeneity properties of EMU (RePEc:eee:finsta:v:16:y:2015:i:c:p:154-163)
by Caporale, Guglielmo Maria & De Santis, Roberta & Girardi, Alessandro - The bank lending channel in the Malaysian Islamic and conventional banking system (RePEc:eee:glofin:v:45:y:2020:i:c:s1044028318301790)
by Caporale, Guglielmo Maria & Çatık, Abdurrahman Nazif & Helmi, Mohamad Husam & Menla Ali, Faek & Tajik, Mohammad - Spillovers between food and energy prices and structural breaks (RePEc:eee:inteco:v:150:y:2017:i:c:p:1-18)
by Al-Maadid, Alanoud & Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola - Central bank policy rates: Are they cointegrated? (RePEc:eee:inteco:v:152:y:2017:i:c:p:116-123)
by Caporale, Guglielmo Maria & Carcel, Hector & Gil-Alana, Luis - Testing the Fisher hypothesis in the G-7 countries using I(d) techniques (RePEc:eee:inteco:v:159:y:2019:i:c:p:140-150)
by Caporale, Guglielmo Maria & Gil-Alaña, Luis - The COVID-19 pandemic, policy responses and stock markets in the G20 (RePEc:eee:inteco:v:172:y:2022:i:c:p:77-90)
by Caporale, Guglielmo Maria & Kang, Woo-Young & Spagnolo, Fabio & Spagnolo, Nicola - Nonlinearities in the exchange rate pass-through: The role of inflation expectations (RePEc:eee:inteco:v:173:y:2023:i:c:p:86-101)
by Anderl, Christina & Caporale, Guglielmo Maria - Shipping cost uncertainty, endogenous regime switching and the global drivers of inflation (RePEc:eee:inteco:v:178:y:2024:i:c:s2110701724000234)
by Anderl, Christina & Caporale, Guglielmo Maria - Re-examining the decline in the US saving rate: The impact of mortgage equity withdrawal (RePEc:eee:intfin:v:26:y:2013:i:c:p:215-225)
by Caporale, Guglielmo Maria & Costantini, Mauro & Paradiso, Antonio - International capital markets structure, preferences and puzzles: A “US–China World” (RePEc:eee:intfin:v:36:y:2015:i:c:p:85-99)
by Caporale, Guglielmo Maria & Donadelli, Michael & Varani, Alessia - On the preferences of CoCo bond buyers and sellers (RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000330)
by Caporale, Guglielmo Maria & Kang, Woo-Young - Cyber-attacks, spillovers and contagion in the cryptocurrency markets (RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000172)
by Caporale, Guglielmo Maria & Kang, Woo-Young & Spagnolo, Fabio & Spagnolo, Nicola - The direct and indirect effects of financial development on international trade: Evidence from the CEEC-6 (RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000403)
by Caporale, Guglielmo Maria & Sova, Anamaria Diana & Sova, Robert - Aggregate insider trading and stock market volatility in the UK (RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001294)
by Caporale, Guglielmo Maria & Kyriacou, Kyriacos & Spagnolo, Nicola - Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system (RePEc:eee:jbfina:v:37:y:2013:i:2:p:227-240)
by Caporale, Guglielmo Maria & Girardi, Alessandro - Analysing the determinants of insolvency risk for general insurance firms in the UK (RePEc:eee:jbfina:v:84:y:2017:i:c:p:107-122)
by Caporale, Guglielmo Maria & Cerrato, Mario & Zhang, Xuan - Cross-border portfolio flows and news media coverage (RePEc:eee:jimfin:v:126:y:2022:i:c:s0261560622000419)
by Caporale, Guglielmo Maria & Menla Ali, Faek & Spagnolo, Fabio & Spagnolo, Nicola - Nominal exchange rate regimes and the stochastic behavior of real variables (RePEc:eee:jimfin:v:14:y:1995:i:3:p:395-415)
by Caporale, Guglielmo Maria & Pittis, Nikitas - Cointegration and predictability of asset prices1 (RePEc:eee:jimfin:v:17:y:1998:i:3:p:441-453)
by Caporale, G. M. & Pittis, N. - Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity (RePEc:eee:jimfin:v:24:y:2005:i:1:p:39-53)
by Caporale, Guglielmo Maria & Cipollini, Andrea & Demetriades, Panicos O. - The Feldstein-Horioka puzzle revisited: A Monte Carlo study (RePEc:eee:jimfin:v:24:y:2005:i:7:p:1143-1149)
by Caporale, Guglielmo Maria & Panopoulou, Ekaterini & Pittis, Nikitas - The Euro and inflation uncertainty in the European Monetary Union (RePEc:eee:jimfin:v:28:y:2009:i:6:p:954-971)
by Caporale, Guglielmo Maria & Kontonikas, Alexandros - Fiscal shocks and real exchange rate dynamics: Some evidence for Latin America (RePEc:eee:jimfin:v:30:y:2011:i:5:p:709-723)
by Caporale, Guglielmo Maria & Ciferri, Davide & Girardi, Alessandro - Ratings assignments: Lessons from international banks (RePEc:eee:jimfin:v:31:y:2012:i:6:p:1593-1606)
by Caporale, Guglielmo Maria & Matousek, Roman & Stewart, Chris - Fiscal spillovers in the Euro area (RePEc:eee:jimfin:v:38:y:2013:i:c:p:84.e1-84.e16)
by Caporale, Guglielmo Maria & Girardi, Alessandro - Exchange rate uncertainty and international portfolio flows: A multivariate GARCH-in-mean approach (RePEc:eee:jimfin:v:54:y:2015:i:c:p:70-92)
by Caporale, Guglielmo Maria & Menla Ali, Faek & Spagnolo, Nicola - International portfolio flows and exchange rate volatility in emerging Asian markets (RePEc:eee:jimfin:v:76:y:2017:i:c:p:1-15)
by Caporale, Guglielmo Maria & Menla Ali, Faek & Spagnolo, Fabio & Spagnolo, Nicola - Interest rate convergence, capital controls, risk premia and foreign exchange market efficiency in the EMS (RePEc:eee:jmacro:v:18:y:1996:i:4:p:693-714)
by Caporale, Guglielmo Maria & Kalyvitis, Sarantis & Pittis, Nikitas - Monetary Policy and Financial Liberalization: The Case of United Kingdom Consumption (RePEc:eee:jmacro:v:23:y:2001:i:2:p:177-197)
by Caporale, Guglielmo Maria & Williams, Geoffrey - Income and happiness across Europe: Do reference values matter? (RePEc:eee:joepsy:v:30:y:2009:i:1:p:42-51)
by Caporale, Guglielmo Maria & Georgellis, Yannis & Tsitsianis, Nicholas & Yin, Ya Ping - Learning about monetary union: An analysis of bounded rational learning in European labor markets (RePEc:eee:jpolmo:v:19:y:1997:i:5:p:469-489)
by Barrell, Ray & Caporale, Guglielmo Maria & Hall, Stephen & Garratt, Anthony - Conditional Leptokurtosis and Non-Linear Dependence in Exchange Rate Returns (RePEc:eee:jpolmo:v:20:y:1998:i:5:p:581-601)
by Caporale, Guglielmo Maria & Hassapis, Christis & Pittis, Nikitas - Testing for PPP and UIP in an FIML framework: Some evidence for Germany and Japan (RePEc:eee:jpolmo:v:23:y:2001:i:6:p:637-650)
by Caporale, Guglielmo Maria & Kalyvitis, Sarantis & Pittis, Nikitas - Oil prices and sectoral stock returns in the BRICS-T countries: A time-varying approach (RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004871)
by Caporale, Guglielmo Maria & Çatık, Abdurrahman Nazif & Huyuguzel Kısla, Gul Serife & Helmi, Mohamad Husam & Akdeniz, Coşkun - Fractional integration and mean reversion in stock prices (RePEc:eee:quaeco:v:42:y:2002:i:3:p:599-609)
by Caporale, Guglielmo Maria & Gil-Alana, Luis A. - Quoted spreads and trade imbalance dynamics in the European Treasury bond market (RePEc:eee:quaeco:v:52:y:2012:i:2:p:173-182)
by Caporale, Guglielmo Maria & Girardi, Alessandro & Paesani, Paolo - Persistence, non-linearities and structural breaks in European stock market indices (RePEc:eee:quaeco:v:77:y:2020:i:c:p:50-61)
by Caporale, Guglielmo Maria & Gil-Alana, Luis A. & Poza, Carlos - The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields (RePEc:eee:quaeco:v:86:y:2022:i:c:p:118-123)
by Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko & Poza, Carlos - Long-term interest rates in Europe: A fractional cointegration analysis (RePEc:eee:reveco:v:61:y:2019:i:c:p:170-178)
by Caporale, Guglielmo Maria & Gil-Alana, Luis A. - Long-term nominal interest rates and domestic fundamentals (RePEc:eee:revfin:v:11:y:2002:i:2:p:119-130)
by Caporale, Guglielmo Maria & Williams, Geoffrey - Fractional cointegration and tests of present value models (RePEc:eee:revfin:v:13:y:2004:i:3:p:245-258)
by Caporale, Guglielmo Maria & Gil-Alana, Luis A. - Fractional cointegration and real exchange rates (RePEc:eee:revfin:v:13:y:2004:i:4:p:327-340)
by Caporale, Guglielmo Maria & Gil-Alana, Luis A. - Efficiency evaluation of Greek equity funds (RePEc:eee:riibaf:v:26:y:2012:i:2:p:317-333)
by Babalos, Vassilios & Caporale, Guglielmo Maria & Philippas, Nikolaos - Gender, style diversity, and their effect on fund performance (RePEc:eee:riibaf:v:35:y:2015:i:c:p:57-74)
by Babalos, Vassilios & Caporale, Guglielmo Maria & Philippas, Nikolaos - Consumption, wealth, stock and housing returns: Evidence from emerging markets (RePEc:eee:riibaf:v:36:y:2016:i:c:p:562-578)
by Caporale, Guglielmo Maria & Sousa, Ricardo M. - The performance of banks in the MENA region during the global financial crisis (RePEc:eee:riibaf:v:42:y:2017:i:c:p:583-590)
by Caporale, Guglielmo Maria & Lodh, Suman & Nandy, Monomita - Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB (RePEc:eee:riibaf:v:44:y:2018:i:c:p:227-238)
by Caporale, Guglielmo Maria & Gil-Alana, Luis A. & You, Kefei - Persistence in the cryptocurrency market (RePEc:eee:riibaf:v:46:y:2018:i:c:p:141-148)
by Caporale, Guglielmo Maria & Gil-Alana, Luis & Plastun, Alex - Exchange rates and macro news in emerging markets (RePEc:eee:riibaf:v:46:y:2018:i:c:p:516-527)
by Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola - Modelling volatility of cryptocurrencies using Markov-Switching GARCH models (RePEc:eee:riibaf:v:48:y:2019:i:c:p:143-155)
by Caporale, Guglielmo Maria & Zekokh, Timur - Estimation of conditional asset pricing models with integrated variables in the beta specification (RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531918303490)
by Antypas, Antonios & Caporale, Guglielmo Maria & Kourogenis, Nikolaos & Pittis, Nikitas - The impact of business and political news on the GCC stock markets (RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531918310778)
by Al-Maadid, Alanoud & Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola - High and low prices and the range in the European stock markets: A long-memory approach (RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919306348)
by Caporale, Guglielmo Maria & Gil-Alana, Luis A. & Poza, Carlos - Economic policy uncertainty: Persistence and cross-country linkages (RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000635)
by Abakah, Emmanuel Joel Aikins & Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko - Modelling profitability of private equity: A fractional integration approach (RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002131)
by Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko & Puertolas, Francisco - Calendar anomalies in the Russian stock market (RePEc:eee:rujoec:v:3:y:2017:i:1:p:101-108)
by Maria Caporale, Guglielmo & Zakirova, Valentina - The Euro and Monetary Policy Transparency (RePEc:eej:eeconj:v:28:y:2002:i:1:p:59-70)
by Guglielmo Maria Caporale & Andrea Cipollini - Testing Stock Market Convergence: A Non-linear Factor Approach (RePEc:ekd:002596:259600051)
by Burcu ERDOGAN & Guglielmo MARIA CAPORALE & Vladimir KUZIN - Inflation and Inflation Uncertainty in the Euro Area (RePEc:ekd:002596:259600126)
by Luca ONORANTE & Guglielmo MARIA CAPORALE & Paolo PAESANI - Revisiting the Long-Run Relationship between Real Exchange Rates and Real Interest Differentials: A Productivity Differential Approach Patterns in Neighboring Areas (RePEc:ekn:ekonom:v:5:y:2001:i:2:p:155-177)
by Guglielmo Maria Caporale & Nikitas Pttis - The finance–growth nexus: evidence from ten new EU members (RePEc:elg:eechap:15914_13)
by Guglielmo Maria Caporale & Christophe Rault & Anamaria Sova & Robert Sova - The Banking System in Bulgaria (RePEc:elg:eechap:2095_11)
by Guglielmo Maria Caporale & Kalin Hristov & Jeffrey B. Miller & Nickolay Nenovsky & Boris Petrov - Introduction to the Handbook of Financial Integration: new research developments (RePEc:elg:eechap:21716_1)
by Guglielmo Maria Caporale - Financial integration and European tourism stocks (RePEc:elg:eechap:21716_21)
by Guglielmo Maria Caporale & Stavroula Yfanti & Menelaos Karanasos & Jiaying Wu - Financial integration and economic growth in Europe (RePEc:elg:eechap:21716_23)
by Guglielmo Maria Caporale & Anamaria Diana Sova & Robert Sova - US municipal green bonds and financial integration (RePEc:elg:eechap:21716_8)
by Guglielmo Maria Caporale & Nicola Spagnolo - Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations (RePEc:eme:jespps:jes-02-2021-0109)
by Christina Anderl & Guglielmo Maria Caporale - Time-varying parameters in monetary policy rules: a GMM approach (RePEc:eme:jespps:jes-06-2023-0289)
by Christina Anderl & Guglielmo Maria Caporale - The weekend effect: an exploitable anomaly in the Ukrainian stock market? (RePEc:eme:jespps:jes-09-2015-0167)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Alex Plastun - Price overreactions in the cryptocurrency market (RePEc:eme:jespps:jes-09-2018-0310)
by Guglielmo Maria Caporale & Alex Plastun - Daily abnormal price changes and trading strategies in the FOREX (RePEc:eme:jespps:jes-11-2019-0503)
by Guglielmo Maria Caporale & Alex Plastun - Stock market indices and interest rates in the US and Europe: persistence and long-run linkages (RePEc:eme:sefpps:sef-06-2023-0304)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Eduard Melnicenco - Exponential Time Trends in a Fractional Integration Model (RePEc:gam:jecnmx:v:12:y:2024:i:2:p:15-:d:1406442)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana - Brexit and Uncertainty in Financial Markets (RePEc:gam:jijfss:v:6:y:2018:i:1:p:21-:d:131390)
by Guglielmo Maria Caporale & Luis Gil-Alana & Tommaso Trani - Persistence in the Realized Betas: Some Evidence from the Stock Market (RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:149-:d:1371513)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor - A Long-Memory Model for Multiple Cycles with an Application to the US Stock Market (RePEc:gam:jmathe:v:12:y:2024:i:22:p:3487-:d:1516428)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana - Chebyshev polynomial approximation to approximate partial differential equations (RePEc:gla:glaewp:2008_16)
by Guglielmo Maria Caporale & Mario Cerrato - The Banking System in Bulgaria (RePEc:hal:journl:halshs-00259479)
by G. Caporale & K. Hristov & J. Miller & Nikolay Nenovsky & B. Petrov - On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries (RePEc:hal:journl:halshs-00363693)
by Guglielmo Maria Caporale & Christophe Rault & Ana Maria Sova & Robert Sova - On the Trade Balance Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries (RePEc:hal:journl:halshs-00363699)
by Guglielmo Maria Caporale & Christophe Rault & Ana Maria Sova & Robert Sova - On the Trade Balance Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries (RePEc:hal:journl:halshs-00364570)
by Guglielmo Maria Caporale & Christophe Rault & Ana Maria Sova & Robert Sova - The Kenyan stock market: inefficiency, long memory, persistence and anomalies in the NSE-20 (RePEc:ids:ajesde:v:4:y:2015:i:3:p:254-277)
by Borja Balparda & Guglielmo Maria Caporale & Luis A. Gil-Alana - The weekend effect: a fractional integration and trading robot analysis (RePEc:ids:ijbder:v:3:y:2017:i:2:p:114-131)
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko - Parameter instability and forecasting performance: a Monte Carlo study (RePEc:ids:ijbfmi:v:1:y:2008:i:1:p:1-20)
by Costas Anyfantakis & Guglielmo Maria Caporale & Nikitas Pittis - Stock market, economic growth and EU accession: evidence from three CEECs (RePEc:ids:ijmefi:v:5:y:2012:i:2:p:183-191)
by Guglielmo Maria Caporale & Nicola Spagnolo - Long-run and Cyclical Dynamics in the US Stock Market (RePEc:ihs:ihsesp:155)
by Caporale, Guglielmo Maria & Gil-Alana, Luis A. - The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification. A Monte Carlo Study (RePEc:ihs:ihsesp:156)
by Caporale, Guglielmo Maria & Ntantamis, Christos & Pantelidis, Theologos & Pittis, Nikitas - Robustness of the CUSUM and CUSUM-of-Squares Tests to Serial Correlation, Endogeneity and Lack of Structural Invariance. Some Monte Carlo Evidence (RePEc:ihs:ihsesp:157)
by Caporale, Guglielmo Maria & Pittis, Nikitas - Panel Data Tests of PPP. A Critical Overview (RePEc:ihs:ihsesp:159)
by Caporale, Guglielmo Maria & Cerrato, Mario - Parameter Instability and Forecasting Performance. A Monte Carlo Study (RePEc:ihs:ihsesp:160)
by Anyfantakis, Costas & Caporale, Guglielmo M. & Pittis, Nikitas - Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis (RePEc:ijf:ijfiec:v:10:y:2005:i:4:p:359-367)
by Philip Arestis & Guglielmo Maria Caporale & Andrea Cipollini & Nicola Spagnolo - Irreducibility and Structural Cointegrating Relations: An Application to the G-7 Long-Term Interest Rates (RePEc:ijf:ijfiec:v:6:y:2001:i:2:p:127-38)
by Barassi, Marco R & Caporale, Guglielmo Maria & Hall, Stephen G - Real Exchange Rate Effects on the Balance of Trade: Cointegration and the Marshall-Lerner Condition (RePEc:ijf:ijfiec:v:6:y:2001:i:3:p:187-200)
by Boyd, Derick & Caporale, Gugielmo Maria & Smith, Ron - Testing for Causality-in-Variance: An Application to the East Asian Markets (RePEc:ijf:ijfiec:v:7:y:2002:i:3:p:235-45)
by Caporale, Guglielmo Maria & Pittis, Nikitas & Spagnolo, Nicola - Volatility Spillovers and Contagion from Mature to Emerging Stock Markets (RePEc:imf:imfwpa:2008/286)
by Guglielmo Maria Caporale & Mrs. Marianne Schulze-Gattas & John Beirne & Nicola Spagnolo - On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries (RePEc:iza:izadps:dp3782)
by Caporale, Guglielmo Maria & Rault, Christophe & Sova, Anamaria & Sova, Robert - Determinants of Pollution Abatement and Control Expenditure: Evidence from Romania (RePEc:iza:izadps:dp3787)
by Caporale, Guglielmo Maria & Rault, Christophe & Sova, Anamaria & Sova, Robert - International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence (RePEc:iza:izadps:dp4038)
by Caporale, Guglielmo Maria & Hadj Amor Essid, Thouraya & Rault, Christophe - Environmental Regulation and Competitiveness: Evidence from Romania (RePEc:iza:izadps:dp5029)
by Caporale, Guglielmo Maria & Rault, Christophe & Sova, Robert & Sova, Anamaria - Pollution Abatement and Control Expenditure in Romania: A Multilevel Analysis (RePEc:iza:izadps:dp5041)
by Caporale, Guglielmo Maria & Rault, Christophe & Sova, Robert & Sova, Anamaria - Europe Agreements and Trade Balance: Evidence form Four New EU Members (RePEc:iza:izadps:dp5683)
by Caporale, Guglielmo Maria & Rault, Christophe & Sova, Robert & Sova, Anamaria - Financial Development and Economic Growth: Evidence from Ten New EU Members (RePEc:iza:izadps:dp8397)
by Caporale, Guglielmo Maria & Rault, Christophe & Sova, Robert & Sova, Anamaria - Stock Market Development And Economic Growth: The Causal Linkage (RePEc:jed:journl:v:29:y:2004:i:1:p:33-50)
by Guglielmo Maria Caporale & Peter G. A Howells & Alaa M. Soliman - Real Exchange Rates In Latin America: The Ppp Hypothesis And Fractional Integration (RePEc:jed:journl:v:35:y:2010:i:2:p:1-21)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Unit Roots versus Other Types of Time Heterogeneity, Parameter Time Dependence and Superexogeneity (RePEc:jof:jforec:v:21:y:2002:i:3:p:207-23)
by Caporale, Guglielmo Maria & Pittis, Nikitas - Using Chebyshev Polynomials to Approximate Partial Differential Equations (RePEc:kap:compec:v:35:y:2010:i:3:p:235-244)
by Guglielmo Caporale & Mario Cerrato - Intraday Anomalies and Market Efficiency: A Trading Robot Analysis (RePEc:kap:compec:v:47:y:2016:i:2:p:275-295)
by Guglielmo Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko - Searching for Inefficiencies in Exchange Rate Dynamics (RePEc:kap:compec:v:49:y:2017:i:3:d:10.1007_s10614-016-9567-2)
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun - Short-Term Price Overreactions: Identification, Testing, Exploitation (RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9651-2)
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun - Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis (RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-023-10510-3)
by Guglielmo Maria Caporale & José Javier de Dios Mazariegos & Luis A. Gil-Alana - Manufacturing Wage Differentials and Employment in Some Scandinavian Countries, the U.S. and the U.K.: An Analysis of Variance Approach (RePEc:kap:empiri:v:29:y:2002:i:4:p:289-304)
by Guglielmo Caporale & Mohammad Haq - Evaluating the Gains to Cooperation in the G-3 (RePEc:kap:empiri:v:30:y:2003:i:4:p:337-356)
by Guglielmo Caporale & Michael Chui & Stephen Hall & Brian Henry - Testing for deterministic and stochastic cycles in macroeconomic time series (RePEc:kap:empiri:v:34:y:2007:i:2:p:155-169)
by Guglielmo Caporale & Luis Gil-Alana - Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates (RePEc:kap:empiri:v:35:y:2008:i:3:p:241-253)
by Guglielmo Caporale & Luis Gil-Alana - Testing stock market convergence: a non-linear factor approach (RePEc:kap:empiri:v:42:y:2015:i:3:p:481-498)
by Guglielmo Caporale & Burcu Erdogan & Vladimir Kuzin - Time-varying effects of the COVID-19 pandemic on stock markets and economic activity: evidence from the US and Europe (RePEc:kap:empiri:v:51:y:2024:i:2:d:10.1007_s10663-024-09608-0)
by Guglielmo Maria Caporale & Abdurrahman Nazif Çatık & Mohamad Husam Helmi & Coşkun Akdeniz & Ali İlhan - Improving Environmental Performance: A Challenge for Romania (RePEc:kap:enreec:v:57:y:2014:i:3:p:431-452)
by Robert Sova & Christophe Rault & Guglielmo Caporale & Anamaria Sova - Bitcoin fluctuations and the frequency of price overreactions (RePEc:kap:fmktpm:v:33:y:2019:i:2:d:10.1007_s11408-019-00332-5)
by Guglielmo Maria Caporale & Alex Plastun & Viktor Oliinyk - Momentum effects in the cryptocurrency market after one-day abnormal returns (RePEc:kap:fmktpm:v:34:y:2020:i:3:d:10.1007_s11408-020-00357-1)
by Guglielmo Maria Caporale & Alex Plastun - Gold and oil prices: abnormal returns, momentum and contrarian effects (RePEc:kap:fmktpm:v:35:y:2021:i:3:d:10.1007_s11408-021-00380-w)
by Guglielmo Maria Caporale & Alex Plastun - U.S. House Prices by Census Division: Persistence, Trends and Structural Breaks (RePEc:kap:iaecre:v:29:y:2023:i:1:d:10.1007_s11294-023-09868-9)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana - Modelling Loans to Non-Financial Corporations in the Eurozone: A Long-Memory Approach (RePEc:kap:iaecre:v:30:y:2024:i:3:d:10.1007_s11294-024-09909-x)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Nicola Rubino & Inmaculada Vilchez - A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates (RePEc:kap:openec:v:16:y:2005:i:2:p:107-133)
by Marco Barassi & Guglielmo Caporale & Stephen Hall - Financial Integration in the GCC Region: Market Size Versus National Effects (RePEc:kap:openec:v:31:y:2020:i:2:d:10.1007_s11079-019-09554-6)
by Kerim Peren Arin & Guglielmo Maria Caporale & Kyriacos Kyriacou & Nicola Spagnolo - Testing for UIP-Type Relationships: Nonlinearities, Monetary Announcements and Interest Rate Expectations (RePEc:kap:openec:v:33:y:2022:i:4:d:10.1007_s11079-021-09640-8)
by Christina Anderl & Guglielmo Maria Caporale - Persistence in UK Historical Data on Life Expectancy (RePEc:kap:poprpr:v:42:y:2023:i:4:d:10.1007_s11113-023-09813-y)
by Guglielmo Maria Caporale & Juan Infante & Marta Rio & Luis A. Gil-Alana - Monetary Policy and the Exchange Rate During the Asian Crisis Identification Through Heteroscedasticity (RePEc:lec:leecon:00/11)
by Guglielmo Maria Caporale & Andrea Cipollini & Panicos Demetriades - Testing for Financial Contagion between Developed and Emerging Markets during the 1997 East Asian Crisis (RePEc:lev:wrkpap:wp_370)
by Philip Arestis & Guglielmo Maria Caporale & Andrea Cipollini - Trade Intensity And Output Synchronisation: On The Endogeneity Properties Of Emu (RePEc:lui:lleewp:13105)
by Guglielmo Maria Caporale & Roberta De Santis & Alessandro Girardi - Fiscal Spillovers in the Euro Area (RePEc:lui:lleewp:13109)
by Guglielmo Maria Caporale & Alessandro Girardi - Stock Market Linkages between the Asean Countries, China and the US: A Fractional Integration/cointegration Approach (RePEc:mes:emfitr:v:58:y:2022:i:5:p:1502-1514)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You - Long Memory and Volatility Dynamics in the US Dollar Exchange Rate (RePEc:mfj:journl:v:16:y:2012:i:1-2:p:105-136)
by Guglielmo Maria Caporale & Luis Gil-Alana - Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets (RePEc:nip:nipewp:32/2011)
by Guglielmo Maria Caporale & Ricardo M. Sousa - Are Stock and Housing Returns Complements or Substitutes? Evidence from OECD Countries (RePEc:nip:nipewp:33/2011)
by Guglielmo Maria Caporale & Ricardo M. Sousa - Long memory in Angolan macroeconomic series: mean reversion versus explosive behaviour (RePEc:nva:unnvaa:wp01-2014)
by Luis Alberiko Gil-Alaña & Carlos Pestana Barros & Guglielmo Maria Caporale - Spillovers between food and energy prices and structural breaks (RePEc:nva:unnvaa:wp02-2016)
by Guglielmo Maria Caporale & Alanoud Al-Maadid & Fabio Spagnolo & Nicola Spagnolo - Trade flows and trade specialisation: the case of China (RePEc:nva:unnvaa:wp03-2016)
by Guglielmo Maria Caporale & Anamaria Sova & Robert Sova - Volatility spillovers and contagion from mature and emerging stock markets (RePEc:nva:unnvaa:wp06-2011)
by John Beirne & Guiglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo - Business Cycles, International Trade and Capital Flows: Evidence from Latin America (RePEc:nva:unnvaa:wp06-2013)
by Guglielmo Maria Caporale & Alessandro Girardi - Banking Consolidation in Nigeria, 2000-2010 (RePEc:nva:unnvaa:wp07-2013)
by Guglielmo Maria Caporale & Carlos Pestana Barros - Testing the Marshall-Lerner condition in Kenya (RePEc:nva:unnvaa:wp09-2012)
by Luis Alberiko Gil-Alaña & Guiglielmo Maria Caporale & Robert Mudida - Interest rate dynamics in Kenya (RePEc:nva:unnvaa:wp10-2011)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alaña - Foreign direct investment in the Asian economies (RePEc:nva:unnvaa:wp10-2013)
by Guglielmo Maria Caporale & Carlos Pestana Barros & Bruno Damasio - Exchange Rate Dynamics and Monetary Unions in Africa: A Fractional Integration and Cointegration Analysis (RePEc:nva:unnvaa:wp11-2015)
by Luis Alberiko Gil-Alaña & Borja Balprad & Guglielmo Maria Caporale & Hector Carcel - African Growth, Non-Linearities and Strong Dependence: An Empirical Study (RePEc:nva:unnvaa:wp12-2015)
by Luis Alberiko Gil-Alaña & Borja Balprad & Guglielmo Maria Caporale - The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification: A Monte Carlo Study (RePEc:oup:jfinec:v:3:y:2005:i:2:p:282-309)
by Guglielmo Maria Caporale - Youth Unemployment in Europe: Persistence and Macroeconomic Determinants (RePEc:pal:compes:v:56:y:2014:i:4:p:581-591)
by Guglielmo Maria Caporale & Luis Gil-alana - Time-varying spot and futures oil price dynamics (RePEc:pia:wpaper:75/2010)
by Guglielmo Caporale & Davide Ciferri & Alessandro Girardi - Efficiency evaluation of Greek equity funds (RePEc:pra:mprapa:37954)
by Vassilios, Babalos & Guglielmo-Maria, Caporale & Philippas, Nikolaos - Long memory in the ukrainian stock market and financial crises (RePEc:pra:mprapa:59061)
by Maria Caporale, Guglielmo & Gil-Alana, Luis & Plastun, Alex & Makarenko, Inna - The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis (RePEc:pre:wpaper:201532)
by Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil - Alana & Rangan Gupta - Is Europe an Optimum Currency Area? Business Cyc1es in the EU (RePEc:ris:integr:0102)
by Maria Caporale, Guglielmo & Pittis, Nikitas - Fiscal Consolidation: An Exercise in the Methodology of Coordination (RePEc:ris:integr:0303)
by Caporale, Guglielmo Maria & Chui, Michael - The Asymmetric Effects of a Common Monetary Policy in Europe (RePEc:ris:integr:0482)
by Maria Caporale, Guglielmo & M. Soliman, Alaa - Multi-Factor Gegenbauer Processes and European Inflation Rates (RePEc:ris:integr:0542)
by Maria Caporale, Guglielmo & A. Gil-Alana, Luis - Stock Market Integration Between Three CEECs (RePEc:ris:integr:0562)
by Maria Caporale, Guglielmo & Spagnolo, Nicola - Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets (RePEc:ris:integr:0824)
by Caporale, Guglielmo Maria & Gil-Alana, Luis A. & You, Kefei - Monetary Policy and the Exchange Rate During the Asian Crisis: Identification Through Heteroscedasticity (RePEc:rtv:ceisrp:23)
by Guglielmo Maria Caporale & Andrea Cipollini & Panicos Demetriades - The World Economy (RePEc:sae:niesru:v:139:y:1992:i:1:p:27-45)
by R. Anderton & R. Barrell & G. Caporale - Fiscal Solvency in Europe: Budget Deficits and Government Debt under European Monetary Union (RePEc:sae:niesru:v:140:y:1992:i:1:p:69-77)
by Guglielmo Maria Caporale - The World Economy (RePEc:sae:niesru:v:142:y:1992:i:1:p:34-62)
by R. Barrell & R. Anderton & GM Caporale & JW in't Veld - The World Economy (RePEc:sae:niesru:v:143:y:1993:i:1:p:27-53)
by R. Barrell & R. Anderton & GM Caporale & JW in't Veld - The World Economy (RePEc:sae:niesru:v:144:y:1993:i:1:p:33-54)
by R. Barrell & R. Anderton & GM Caporale & JW in't Veld - Is Europe an optimum currency area? (RePEc:sae:niesru:v:144:y:1993:i:1:p:95-113)
by Guglielmo Maria Caporale - The World Economy (RePEc:sae:niesru:v:145:y:1993:i:1:p:43-63)
by R. Barrell & R. Anderton & G.M. Caporale & J.W. in't Veld - UK overseas visitors: Seasonality and persistence (RePEc:sae:toueco:v:25:y:2019:i:5:p:827-831)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana - The Euro and Inflation Uncertainty in the European Monetary Union (RePEc:sal:celpdp:0101)
by Guglielmo Maria, Caporale & Alexandros , Kontonikas - Cycles and Long-Range Behaviour in the European Stock Markets (RePEc:spr:dymchp:978-3-030-54252-8_11)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza - Long memory at the long run and at the cyclical frequencies: modelling real wages in England, 1260–1994 (RePEc:spr:empeco:v:31:y:2006:i:1:p:83-93)
by Guglielmo Caporale & Luis Gil-Alana - Inflation and inflation uncertainty in the euro area (RePEc:spr:empeco:v:43:y:2012:i:2:p:597-615)
by Guglielmo Caporale & Luca Onorante & Paolo Paesani - Long memory in US real output per capita (RePEc:spr:empeco:v:44:y:2013:i:2:p:591-611)
by Guglielmo Caporale & Luis Gil-Alana - Fractional integration and cointegration in US financial time series data (RePEc:spr:empeco:v:47:y:2014:i:4:p:1389-1410)
by Guglielmo Caporale & Luis Gil-Alana - Business cycles, international trade and capital flows: evidence from Latin America (RePEc:spr:empeco:v:50:y:2016:i:2:d:10.1007_s00181-015-0928-9)
by Guglielmo Maria Caporale & Alessandro Girardi - The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis (RePEc:spr:empeco:v:55:y:2018:i:3:d:10.1007_s00181-017-1297-3)
by Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta - Equity fund flows and stock market returns in the USA before and after the global financial crisis: a VAR-GARCH-in-mean analysis (RePEc:spr:empeco:v:60:y:2021:i:2:d:10.1007_s00181-019-01783-5)
by Vassilios Babalos & Guglielmo Maria Caporale & Nicola Spagnolo - Exchange rate parities and Taylor rule deviations (RePEc:spr:empeco:v:63:y:2022:i:4:d:10.1007_s00181-021-02192-3)
by Christina Anderl & Guglielmo Maria Caporale - Long memory and structural breaks in hyperinflation countries (RePEc:spr:jecfin:v:27:y:2003:i:2:p:136-152)
by Guglielmo Caporale & Luis Gil-Alana - Volatility transmission and financial crises (RePEc:spr:jecfin:v:30:y:2006:i:3:p:376-390)
by Guglielmo Caporale & Nikitas Pittis & Nicola Spagnolo - Multiple shifts and fractional integration in the US and UK unemployment rates (RePEc:spr:jecfin:v:33:y:2009:i:4:p:364-375)
by Guglielmo Caporale & Luis Gil-Alana - Persistence and cyclical dependence in the monthly euribor rate (RePEc:spr:jecfin:v:40:y:2016:i:1:p:157-171)
by Guglielmo Caporale & Luis Gil-Alana - The fisher relationship in Nigeria (RePEc:spr:jecfin:v:41:y:2017:i:2:d:10.1007_s12197-016-9355-9)
by Borja Balparda & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana - Long-term price overreactions: are markets inefficient? (RePEc:spr:jecfin:v:43:y:2019:i:4:d:10.1007_s12197-018-9464-8)
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun - Persistence in the market risk premium: evidence across countries (RePEc:spr:jecfin:v:45:y:2021:i:3:d:10.1007_s12197-020-09519-3)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor - Inflation in the G7 countries: persistence and structural breaks (RePEc:spr:jecfin:v:46:y:2022:i:3:d:10.1007_s12197-022-09576-w)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Carlos Poza - Persistence in ESG and conventional stock market indices (RePEc:spr:jecfin:v:46:y:2022:i:4:d:10.1007_s12197-022-09580-0)
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko - Asymmetries, uncertainty and inflation: evidence from developed and emerging economies (RePEc:spr:jecfin:v:47:y:2023:i:4:d:10.1007_s12197-023-09639-6)
by Christina Anderl & Guglielmo Maria Caporale - Analysing the relationship between CO2 emissions and GDP in China: a fractional integration and cointegration approach (RePEc:spr:joiaen:v:10:y:2021:i:1:d:10.1186_s13731-021-00173-5)
by Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis A. Gil-Alana - Persistence in Tax Revenues: Evidence from Some OECD Countries (RePEc:spr:jqecon:v:22:y:2024:i:2:d:10.1007_s40953-024-00386-x)
by Guglielmo Maria Caporale & Silvia García Tapia & Luis Alberiko Gil-Alana - The relationship between prices and output in the UK and the US (RePEc:spr:snbeco:v:2:y:2022:i:6:d:10.1007_s43546-022-00231-4)
by Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis Alberiko Gil-Alana - Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks (RePEc:spr:snbeco:v:3:y:2023:i:8:d:10.1007_s43546-023-00516-2)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Common stochastic trends and inflation convergence in the EMS (RePEc:spr:weltar:v:129:y:1993:i:2:p:207-215)
by Guglielmo Caporale & Nikitas Pittis - Inflation convergence in the EMS: Some additional evidence. A reply (RePEc:spr:weltar:v:131:y:1995:i:3:p:587-593)
by Guglielmo Caporale & Nikitas Pittis - Parameter instability, superexogeneity, and the monetary model of the exchange rate (RePEc:spr:weltar:v:137:y:2001:i:3:p:501-524)
by Guglielmo Caporale & Nikitas Pittis - On the bilateral trade effects of free trade agreements between the EU-15 and the CEEC-4 countries (RePEc:spr:weltar:v:145:y:2009:i:2:p:189-206)
by Guglielmo Caporale & Christophe Rault & Robert Sova & Anamaria Sova - On the bilateral trade effects of free trade agreements between the EU-15 and the CEEC-4 countries (RePEc:spr:weltar:v:145:y:2009:i:3:p:573-573)
by Guglielmo Caporale & Christophe Rault & Robert Sova & Anamaria Sova - IGARCH models and structural breaks (RePEc:taf:apeclt:v:10:y:2003:i:12:p:765-768)
by Guglielmo Maria Caporale & Nikitas Pittis & Nicola Spagnolo - Long memory at the long-run and the seasonal monthly frequencies in the US money stock (RePEc:taf:apeclt:v:13:y:2006:i:15:p:965-968)
by Guglielmo Maria Caporale & Luis Gil-Alana - Cointegration tests of PPP: do they also exhibit erratic behaviour? (RePEc:taf:apeclt:v:16:y:2009:i:1:p:9-15)
by Guglielmo Maria Caporale & Christoph Hanck - Non-normality, heteroscedasticity and recursive unit root tests of PPP: solving the PPP puzzle? (RePEc:taf:apeclt:v:16:y:2009:i:3:p:223-226)
by Guglielmo Maria Caporale & Andros Gregoriou - Multiple cyclical fractional structures in financial time series (RePEc:taf:apeclt:v:17:y:2010:i:11:p:1079-1081)
by Guglielmo Maria Caporale & Luis Gil-Alana - Price formation on the EuroMTS platform (RePEc:taf:apeclt:v:18:y:2011:i:3:p:229-233)
by Guglielmo Maria Caporale & Alessandro Girardi - The euro changeover and price adjustments in Italy (RePEc:taf:apeclt:v:19:y:2012:i:4:p:379-382)
by Guglielmo Maria Caporale & Alessandro Girardi & Marco Ventura - Fractional cointegration in US term spreads (RePEc:taf:apeclt:v:19:y:2012:i:5:p:431-434)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana - Interest rate linkages within the European Monetary System: an alternative interpretation (RePEc:taf:apeclt:v:2:y:1995:i:2:p:45-47)
by Guglielmo Maria Caporale & Nikitas Pittis - Modelling African inflation rates: nonlinear deterministic terms and long-range dependence (RePEc:taf:apeclt:v:22:y:2015:i:5:p:421-424)
by Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana - Non-linearities and persistence in US long-run interest rates (RePEc:taf:apeclt:v:29:y:2022:i:4:p:366-370)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Miguel Ángel Martin-Valmayor - Unemployment and input prices: a fractional cointegration approach (RePEc:taf:apeclt:v:9:y:2002:i:6:p:347-351)
by Guglielmo Maria Caporale & Luis Gil-Alana - Unknown item RePEc:taf:apfelt:v:1:y:2005:i:1:p:1-4 (article)
- Unknown item RePEc:taf:apfelt:v:2:y:2006:i:1:p:9-12 (article)
- Unknown item RePEc:taf:apfiec:v:14:y:2004:i:14:p:981-989 (article)
- Unknown item RePEc:taf:apfiec:v:14:y:2004:i:4:p:233-242 (article)
- Unknown item RePEc:taf:apfiec:v:14:y:2004:i:6:p:375-383 (article)
- Unknown item RePEc:taf:apfiec:v:15:y:2005:i:14:p:977-986 (article)
- Unknown item RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:73-91 (article)
- Unknown item RePEc:taf:apfiec:v:21:y:2011:i:23:p:1757-1764 (article)
- Unknown item RePEc:taf:apfiec:v:7:y:1997:i:5:p:465-471 (article)
- Unknown item RePEc:taf:apfiec:v:8:y:1998:i:6:p:615-625 (article)
- Sectoral shocks and business cycles: a disaggregated analysis of output fluctuations in the UK (RePEc:taf:applec:v:29:y:1997:i:11:p:1477-1482)
by Guglielmo Maria Caporale - Local banking and local economic growth in Italy: some panel evidence (RePEc:taf:applec:v:48:y:2016:i:28:p:2665-2674)
by Guglielmo Maria Caporale & Stefano Di Colli & Roberto Di Salvo & Juan Sergio Lopez - Persistence in the private debt-t -GDP ratio: evidence from 43 OECD countries (RePEc:taf:applec:v:53:y:2021:i:43:p:5018-5027)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Maria Malmierca - US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach (RePEc:taf:applec:v:55:y:2023:i:3:p:283-292)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Emmanuel Joel Aikins Abakah - Persistence and long memory in monetary policy spreads (RePEc:taf:applec:v:56:y:2024:i:20:p:2422-2433)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana - Basque Terrorism: Police Action, Political Measures And The Influence Of Violence On The Stock Market In The Basque Country (RePEc:taf:defpea:v:20:y:2009:i:4:p:287-301)
by Carlos Barros & Guglielmo Maria Caporale & Luis Gil-Alana - Estimator Choice and Fisher's Paradox: A Monte Carlo Study (RePEc:taf:emetrv:v:23:y:2004:i:1:p:25-52)
by Guglielmo Maria Caporale & Nikitas Pittis - Testing for persistence in mutual fund performance and the ex-post verification problem: evidence from the Greek market (RePEc:taf:eurjfi:v:14:y:2008:i:8:p:735-753)
by Vassilios Babalos & Guglielmo Maria Caporale & Alexandros Kostakis & Nikolaos Philippas - Macro news and bond yield spreads in the euro area (RePEc:taf:eurjfi:v:24:y:2018:i:2:p:114-134)
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - Are PPP tests erratically behaved? Some panel evidence (RePEc:taf:irapec:v:24:y:2010:i:2:p:203-221)
by Guglielmo Maria Caporale & Christoph Hanck - Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries (RePEc:taf:japsta:v:38:y:2011:i:1:p:71-85)
by Guglielmo Maria Caporale & Luis Gil-Alana - Infant mortality rates: time trends and fractional integration (RePEc:taf:japsta:v:42:y:2015:i:3:p:589-602)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - The nexus between prices, employment and output growth: a global and national evidence (RePEc:taf:jbemgt:v:15:y:2014:i:2:p:197-211)
by Guglielmo Maria Caporale & Marinko Škare - International financial integration and real exchange rate long-run dynamics in emerging countries: Some panel evidence (RePEc:taf:jitecd:v:20:y:2011:i:6:p:789-808)
by Guglielmo Maria Caporale & Thouraya Hadj Amor & Christophe Rault - European free trade agreements and trade balance: Evidence from four new European Union members (RePEc:taf:jitecd:v:21:y:2012:i:6:p:839-863)
by Guglielmo Maria Caporale & Christophe Rault & Robert Sova & Anamaria Sova - The effects of us covid-19 policy responses on cryptocurrencies, fintech and artificial intelligence stocks: A fractional integration analysis (RePEc:taf:oaefxx:v:10:y:2022:i:1:p:2159736)
by Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana - Witching days and abnormal profits in the us stock market (RePEc:taf:oaefxx:v:11:y:2023:i:1:p:2182016)
by Guglielmo Maria Caporale & Alex Plastun - Tourism persistence in the Southeastern European countries: The impact of covid-19 (RePEc:taf:oaefxx:v:11:y:2023:i:2:p:2280349)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Amir Imeri - Testing Unemployment Theories: A Multivariate Long Memory Approach (RePEc:taf:recsxx:v:19:y:2016:i:1:p:95-112)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha - On stock price overreactions: frequency, seasonality and information content (RePEc:taf:recsxx:v:22:y:2019:i:1:p:602-621)
by Guglielmo Maria Caporale & Alex Plastun - The frequency of one-day abnormal returns and price fluctuations in the forex (RePEc:taf:recsxx:v:24:y:2021:i:1:p:401-415)
by Guglielmo Maria Caporale & Alex Plastun & Viktor Oliinyk - Exogenous shocks and time-varying price persistence in the EU27 (RePEc:taf:recsxx:v:27:y:2024:i:1:p:2329857)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Amir Imeri - U.S. Disposable Personal Income and a Housing Price Index: A Fractional Integration Analysis (RePEc:taf:rjrhxx:v:24:y:2015:i:1:p:73-86)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Long Memory and Fractional Integration in High-Frequency British Pound / Dollar Spot Exchange Rates (RePEc:una:unccee:wp0211)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis (RePEc:una:unccee:wp0311)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Long Memory and Volatility Dynamics in the US Dollar Exchange Rate (RePEc:una:unccee:wp0411)
by Guglielmo Maria Caporale & Luis A. Gil-Alana - Fractional integration and data frequency (RePEc:una:unccee:wp1008)
by Luis A. Gil-Alana & Guglielmo M. Caporale - Modelling the US, the UK and Japanese unemployment rates. Fractional integrationand structural breaks (RePEc:una:unccee:wp1108)
by Luis A. Gil-Alana & Guglielmo M. Caporale - Fractional Integration and Cointegration in US Financial Time Series Data (RePEc:una:unccee:wp1212)
by Luis A. Gil-Alana & Guglielmo Maria Caporale - Modelling Long Run Trends and Cycles in Financial Time Series Data (RePEc:una:unccee:wp1312)
by Luis A. Gil-Alana & Juncal Cuñado & Guglielmo Maria Caporale - Long Memory at the Long Run and at the Cyclical Frequencies:Modelling Real Wages in England: 1260-1994 (RePEc:una:unccee:wp1805)
by Luis Alberiko Gil-Alana & Guglielmo M.Caporale - Nonlinearities and fractional integration in the US unemployment rate (RePEc:una:unccee:wp1806)
by Luis A. Gil-Alana & Guglielmo M. Caporale - Endogenous growth and Stock Market Development (RePEc:uwe:wpaper:0302)
by Guglielmo Maria Caporale, & Peter G. A Howells, & Alaa M. Soliman, - On The Trade Balance Effects Of Free Trade Agreements Between The Eu-15 And The Ceec-4 Countries (RePEc:wdi:papers:2008-912)
by Guglielmo Maria CAPORALE, & Christophe Rault & Robert SOVA & Ana Maria SOVA - Determinants Of Pollution Abatement And Control Expenditure: Evidence From Romania (RePEc:wdi:papers:2009-945)
by Guglielmo Caporale & Christophe Rault & Robert Sova & Anamaria Sova - Trade Specialisation And Economic Convergence: Evidence From Two Eastern European Countries (RePEc:wdi:papers:2009-959)
by Christophe Rault & Guglielmo Maria Caporale & Robert Sova & Anamaria Sova - International Financial Integration And Real Exchange Rate Long-Run Dynamics In Emerging Countries (RePEc:wdi:papers:2009-970)
by Christophe RAULT & Guglielmo Maria CAPORALE & Thouraya HADJ AMOR - Pollution Abatement And Control Expenditure In Romania: A Multilevel Analysis (RePEc:wdi:papers:2010-994)
by Guglielmo Caporale & Christophe Rault & Robert Sova & Anamaria Sova - Environmental Regulation and Competitiveness: Evidence from Romania (RePEc:wdi:papers:2010-995)
by Guglielmo Caporale & Christophe Rault & Robert Sova & Anamaria Sova - The stochastic unit root model and fractional integration: An extension to the seasonal case (RePEc:wly:apsmbi:v:23:y:2007:i:5:p:439-453)
by Guglielmo Maria Caporale & Luis A. Gil‐Alana - Estimating persistence in the volatility of asset returns with signal plus noise models (RePEc:wly:ijfiec:v:17:y:2012:i:1:p:23-30)
by Guglielmo Maria Caporale & Luis A. Gil‐Alana - Financial Development and Economic Growth: Evidence from 10 New European Union Members (RePEc:wly:ijfiec:v:20:y:2015:i:1:p:48-60)
by Guglielmo Maria Caporale & Christophe Rault & Anamaria Diana Sova & Robert Sova - Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach (RePEc:wly:ijfiec:v:21:y:2016:i:2:p:143-153)
by Guglielmo Maria Caporale & Luis A. Gil‐Alana & James C. Orlando - Macro News and Commodity Returns (RePEc:wly:ijfiec:v:22:y:2017:i:1:p:68-80)
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - Islamic banking, credit, and economic growth: Some empirical evidence (RePEc:wly:ijfiec:v:23:y:2018:i:4:p:456-477)
by Guglielmo Maria Caporale & Mohamad Husam Helmi - How has the global financial crisis affected syndicated loan terms in emerging markets? Evidence from China (RePEc:wly:ijfiec:v:23:y:2018:i:4:p:478-491)
by Guglielmo Maria Caporale & Suman Lodh & Monomita Nandy - Political tension and stock markets in the Arabian Peninsula (RePEc:wly:ijfiec:v:26:y:2021:i:1:p:679-683)
by Alanoud Al‐Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - Investors' trading behaviour and stock market volatility during crisis periods: A dual long‐memory model for the Korean Stock Exchange (RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4441-4461)
by Guglielmo Maria Caporale & Menelaos Karanasos & Stavroula Yfanti & Aris Kartsaklas - On the persistence of UK inflation: A long‐range dependence approach (RePEc:wly:ijfiec:v:27:y:2022:i:1:p:439-454)
by Guglielmo Maria Caporale & Luis Alberiko Gil‐Alana & Tommaso Trani - The short‐run and long‐run effects of trade openness on financial development: Some panel evidence for Europe (RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3891-3901)
by Guglielmo Maria Caporale & Anamaria Diana Sova & Robert Sova - Macro‐financial linkages in the high‐frequency domain: Economic fundamentals and the Covid‐induced uncertainty channel in US and UK financial markets (RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1581-1608)
by Guglielmo Maria Caporale & Menelaos Karanasos & Stavroula Yfanti - The Covid‐19 pandemic and European trade flows: Evidence from a dynamic panel model (RePEc:wly:ijfiec:v:29:y:2024:i:3:p:2563-2580)
by Guglielmo Maria Caporale & Anamaria Diana Sova & Robert Sova - Risk analysis in complex systems: intelligent systems in finance (RePEc:wly:isacfm:v:16:y:2009:i:1-2:p:1-3)
by Antoaneta Serguieva & Guglielmo Maria Caporale & Edward Tsang & Ronald Yager - Financial contagion: evolutionary optimization of a multinational agent‐based model (RePEc:wly:isacfm:v:16:y:2009:i:1-2:p:111-125)
by Guglielmo Maria Caporale & Antoaneta Serguieva & Hao Wu - Long‐Run and Cyclical Dynamics in the US Stock Market (RePEc:wly:jforec:v:33:y:2014:i:2:p:147-161)
by Guglielmo Maria Caporale & Luis Gil‐Alana - Sources Of Real Exchange Rate Volatility And International Financial Integration: A Dynamic Generalised Method Of Moments Panel Approach (RePEc:wly:jintdv:v:26:y:2014:i:6:p:810-820)
by Guglielmo Maria Caporale & Thouraya Hadj Amor & Christophe Rault - Interest Rate Dynamics in Kenya: Commercial Banks' Rates and the 91‐Day Treasury Bill Rate (RePEc:wly:jintdv:v:28:y:2016:i:2:p:214-232)
by Guglielmo Maria Caporale & Luis A. Gil‐Alana - Long‐term nominal interest rates and domestic fundamentals (RePEc:wly:revfec:v:11:y:2002:i:2:p:119-130)
by Guglielmo Maria Caporale & Geoffrey Williams - Fractional cointegration and tests of present value models (RePEc:wly:revfec:v:13:y:2004:i:3:p:245-258)
by Guglielmo Maria Caporale & Luis A. Gil‐Alana - Fractional cointegration and real exchange rates (RePEc:wly:revfec:v:13:y:2004:i:4:p:327-340)
by Guglielmo Maria Caporale & Luis A. Gil‐Alana - Causality Links between Consumer and Producer Prices: Some Empirical Evidence (RePEc:wly:soecon:v:68:y:2002:i:3:p:703-711)
by Guglielmo Maria Caporale & Margarita Katsimi & Nikitas Pittis - Testing For Contagion: A Conditional Correlation Analysis (RePEc:wpa:wuwpif:0406003)
by gulielmo maria caporale & rea cipollini & nicola spagnolo - Testing of Nonstationarities in the Unit Circle, Long Memory Processes, and Day of the Week Effects in Financial Data (RePEc:wsi:wschap:9789812772213_0002)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski - International Linkages in Short- and Long-Term Interest Rates (RePEc:zag:zirebs:v:3:y:2000:i:2:p:39-61)
by Guglielmo Maria Caporale & Geoffrey Williams - Bond Markets and Macroeconomic Performance (RePEc:zag:zirebs:v:4:y:2001:i:1:p:27-44)
by Guglielmo Maria Caporale & Geoffrey Williams - Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB (RePEc:zbw:bofrdp:rdp2016_020)
by Caporale, Guglielmo Maria & Gil-Alana, Luis A. & You, Kefei - Non-linearities and fractional integration in the US unemployment rate (RePEc:zbw:hwwadp:26232)
by Caporale, Guglielmo Maria & Gil-Alana, Luis A. - Fractional cointegration and tests of present value models (RePEc:zbw:sfb373:200015)
by Caporale, Guglielmo Maria & Gil-Alaña, Luis A. - Fractional cointegration and real exchange rates (RePEc:zbw:sfb373:200069)
by Caporale, Guglielmo Maria & Gil-Alaña, Luis A. - Unemployment and input prices: A fractional cointegration approach (RePEc:zbw:sfb373:200156)
by Caporale, Guglielmo Maria & Gil-Alaña, Luis A. - Are PPP Tests Erratically Behaved? Some Panel Evidence (RePEc:zbw:sfb475:200643)
by Caporale, Guglielmo Maria & Hanck, Christoph