1. Brunel University Research Archive

Browsing by Author Caporale, GM

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Showing results 194 to 213 of 281 < previous   next >
Issue DateTitleAuthor(s)
15-Jan-2024Persistence in high frequency financial data: the case of the Eurostoxx 50 futures pricesCaporale, GM; Plastun, A
19-Feb-2024Persistence in tax revenues: evidence from some OECD countriesCaporale, GM; Garcia Tapia, S; Gil-Alana, LA
2017Persistence in the cryptocurrency marketCaporale, GM; Gil-Alana, L; Plastun, A
28-Dec-2023Persistence in the cryptocurrency market: the impact of the Covid-19 pandemic and of the Russia-Ukraine warCaporale, GM; Imeri, A; Gil-Alana, LA
1-Sep-2020Persistence in the market risk premium: evidence across countriesCaporale, GM; Gil-Alana, L; Martin-Valmayor, M
26-Dec-2022Persistence in the passion investment marketCaporale, GM; Gil-Alana, LA; Alex, P
7-Jun-2021Persistence in the private debt-to-GDP ratio: evidence from 43 OECD countriesCaporale, GM; Gil-Alana, LA; Malmierca, M
7-Apr-2024Persistence in the realized betas: some evidence from the stock marketCaporale, GM; Gil-Alana, LA; Martin-Valmayor, MA
21-Jul-2023Persistence in UK historical data on life expectancyCaporale, GM; Infante, J; del Rio, M; Gil-Alana, LA
2008Persistence in us interest rates: Is it stable over time?Caporale, GM; Gil-Alana, LA
2012Persistence in youth unemploymentCaporale, GM; Gil-Alana, LA
4-Mar-2020Persistence, non-linearities and structural breaks in European stock market indicesCaporale, GM; Gil-Alana, LA; Poza, C
3-Jan-2020Political Tension and Stock Markets in the Arabian PeninsulaAl-Maadid, A; Caporale, GM; Spagnolo, F; Spagnolo, N
2013The PPP hypothesis revisited: Evidence using a multivariate long-memory modelCaporale, GM; Gil-Alana, LA; Lovcha, Y
2018The PPP Hypothesis Revisited: Evidence using a Multivariate Long-Memory ModelCaporale, GM; Gil-Alana, L; Lovcha, Y
2011Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS systemCaporale, GM; Girardi, A
2009Price formation on the EuroMTS platformCaporale, GM; Girardi, A
2-Jul-2017Price gaps: another market anomaly?Caporale, GM; Plastun, A
2023Price gaps: another market anomaly?Caporale, GM; Plastun, A
29-Aug-2019Price overreactions in the cryptocurrency marketCaporale, GM; Plastun, A
Showing results 194 to 213 of 281 < previous   next >