Showing results 108 to 127 of 281
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| Issue Date | Title | Author(s) |
| 2023 | Inflation persistence in Europe: the effects of the Covid-19 pandemic and of the Russia-Ukraine war | Caporale, GM; Infante, J; Gil-Alana, LA; Ayestaran, R |
| 2008 | Interest and exchange rate risk and stock returns: A multivariate GARCH-M modelling approach | Beirne, J; Caporale, GM; Spagnolo, N |
| 2016 | Interest rate dynamics in Kenya: Commercial Banks' Rates and the 91-Day Treasury Bill Rate | Caporale, GM; Gil-Alana, LA |
| 2010 | Interest rate dynamics in Kenya: Commercial banks’ rates and the 91-Day Treasury bill rate | Caporale, GM; Gil-Alana, LA |
| 2015 | International capital markets structure, preferences and puzzles In a "US-China World" | Caporale, GM; Donadelli, M |
| 2009 | International financial integration and real exchange rate long-run dynamics in emerging countries: Some panel evidence | Caporale, GM; Amor, TH; Rault, C |
| 2017 | International portfolio flows and exchange rate volatility in emerging Asian markets | Caporale, GM; Menla Ali, F; Spagnolo, F; Spagnolo, N |
| 2016 | Intraday anomalies and market efficiency: A trading robot analysis | Caporale, GM; Gil-Alana, LA; Plastun, A |
| 18-Jun-2020 | Investors' trading behaviour and stock market volatility during crisis periods: A dual long-memory model for the Korean Stock Exchange | Caporale, GM; Karanasos, M; Yfanti, S; Kartsaklas, A |
| 23-Feb-2018 | Is market fear persistent? A long-memory analysis | Caporale, GM; Gil-Alana, L; Plastun, A |
| 2018 | Islamic banking, credit and economic growth: some empirical evidence | Caporale, GM; Helmi, MH |
| 2016 | Linkages between the US and European stock markets: A fractional cointegration approach | Caporale, GM; Gil-Alana, LA; Orlando, CJ |
| 2010 | Liquidity risk, credit risk and the overnight interest rate spread: A stochastic volatility modelling approach | Beirne, J; Caporale, GM; Spagnolo, N |
| 20-Dec-2017 | Loan loss provisions and macroeconomic shocks: some empirical evidence for Italian banks during the crisis | Caporale, GM; Alessi, M; Di Colli, S; Lopez, JS |
| 2014 | Local banking and local economic growth in Italy: some panel evidence | Caporale, GM; Di Colli, S; Di Salvo, R; Lopez, JS |
| 3-Apr-2019 | Long memory and data frequency in financial markets | Caporale, GM; Gil-Alana, L; Plastun, A |
| 2013 | Long memory and fractional integration in high frequency data on the US Dollar / British Pound spot exchange rate | Caporale, GM; Gil-Alana, LA |
| 2010 | Long memory and fractional integration in high frequency financial time series | Caporale, GM; Gil-Alana, LA |
| 2010 | Long memory and volatility dynamics in the US Dollar exchange rate | Caporale, GM; Gil-Alana, LA |
| 2004 | Long Memory at the Long Run And At The Cyclical Frequencies: Modelling Real Wages In England, 1260 -1994 | Caporale, GM; Gil-Alana, LA |
