Showing results 13 to 27 of 27
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| Issue Date | Title | Author(s) |
| 2016 | Linkages between the US and European stock markets: A fractional cointegration approach | Caporale, GM; Gil-Alana, LA; Orlando, CJ |
| 2010 | Long memory and volatility dynamics in the US Dollar exchange rate | Caporale, GM; Gil-Alana, LA |
| 2012 | Long memory in German energy price indices | Barros, CP; Caporale, GM; Gil-Alana, LA |
| 2013 | Long memory in the Ukrainian stock market | Caporale, GM; Gil-Alana, LA |
| 2013 | Modelling long-run trends and cycles in financial time series data | Cuñado, J; Gil-Alana, LA |
| 2012 | Persistence and cycles in the US Federal Funds rate | Caporale, GM; Gil-Alana, LA |
| 2012 | Persistence and cycles in US hours worked | Caporale, GM; Gil-Alana, LA |
| 2012 | Persistence in youth unemployment | Caporale, GM; Gil-Alana, LA |
| 2017 | The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis | Caporale, GM; Cunado, J; Gil-Alana, L; Gupta, R |
| 2012 | Testing the Marshall-Lerner condition in Kenya | Caporale, GM; Gil-Alana, LA; Mudida, R |
| 2012 | Testing the PPP hypothesis in the sub-Saharan countries | Caporale, GM; Gil-Alana, LA |
| 2016 | Testing unemployment theories: a multivariate long memory approach | Caporale, GM; Gil-Alana, LA; Lovcha, Y |
| 2017 | Unemployment in Africa: A Fractional Integration Approach | Caporale, GM; Gil-Alana, L |
| 2010 | US disposable personal income and housing price index: A fractional integration analysis | Caporale, GM; Gil-Alana, LA |
| 2010 | The weekly structure of US stock prices | Caporale, GM; Gil-Alana, LA |
