1. Brunel University Research Archive

Browsing by Author Caporale, GM

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Showing results 128 to 147 of 281 < previous   next >
Issue DateTitleAuthor(s)
2005Long Memory At The Long-Run And The Seasonal Monthly Frequencies In The Us Money StockCaporale, GM; Gil-Alana, LA
2012Long memory in Angolan macroeconomic series: Mean reversion versus explosive behaviourBarros, CP; Caporale, GM; Gil-Alana, LA
2012Long memory in German energy price indicesBarros, CP; Caporale, GM; Gil-Alana, LA
2013Long memory in the Ukrainian stock marketCaporale, GM; Gil-Alana, LA
1-Jan-2018Long Memory in UK Real GDP, 1851-2013: an ARFIMA-FIGARCH AnalysisCaporale, GM; Skare, M
2009Long memory in US real output per capitaCaporale, GM; Gil-Alana, LA
2005Long Run And Cyclical Dynamics In The Us Stock MarketCaporale, GM; Gil-Alana, LA
2014Long run and cyclical dynamics in the US stock marketCaporale, GM; Gil-Alana, LA
13-Mar-2024Long-run linkages between US stock prices and cryptocurrencies: a fractional cointegration analysisCaporale, GM; de Dios Mazariegos, JJ; Gil-Alana, LA
8-Feb-2019Long-term interest rates in Europe: a fractional cointegration analysisCaporale, GM; Gil-Alana, LA
2018Long-term price overreactions: are markets inefficient?Caporale, GM; Gil-Alana, L; Plastun, A
2017Macro news and bond yield spreads in the Euro areaCaporale, GM; Spagnolo, F; Spagnolo, N
2017Macro news and commodity returnsCaporale, GM; Spagnolo, F; Spagnolo, N
13-Dec-2016Macro news and exchange rates in the BRICSCaporale, GM; Spagnolo, F; Spagnolo, N
2016Macro news and stock returns in the euro area: a VAR-GARCH-in-mean analysisCaporale, GM; Spagnolo, F; Spagnolo, N
23-Dec-2022Macro-financial linkages in the high-frequency domain: Economic fundamentals and the Covid-induced uncertainty channel in US and UK financial marketsCaporale, GM; Karanasos, M; Yfanti, S
2007Mean Reversion in the Nikkei, Standard & Poor and Dow Jones indicesCaporale, GM; Gil-Alana, LA
2007Mean Reversion in the US Treasury Constant Maturity RatesCaporale, GM; Gil-Alana, LA
2004Measuring Half-Lives Using A Non-Parametric Bootstrap ApproachCaporale, GM; Cerrato, M; Spagnolo, N
2024Measuring persistence of the world population: a fractional integration approachCaporale, GM; Infante, J; del Rio, M; Gil-Alana, LA
Showing results 128 to 147 of 281 < previous   next >