Browsing by Author Caporale, GM

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Issue DateTitleAuthor(s)
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
2008Productivity drivers in European banking: Country effects, legal tradition and market dynamicsBarros, CP; Caporale, GM; Abreu, M
13-Apr-2020Prospects for a monetary union in the East Africa Community: some empirical evidenceCaporale, GM; Gil-Alana, L
2010Quoted spreads and trade imbalance dynamics in the European treasury bond marketCaporale, GM; Girardi, A; Paesani, P
2009Rating assignments: Lessons from international banksCaporale, GM; Matousek, R; Stewart, C
2012Re-examining the decline in the US saving rate: The impact of mortgage equity withdrawalCaporale, GM; Costantini, M; Paradiso, A
2008Real exchange rates in latin america: The ppp hypothesis and fractional integrationCaporale, GM
2017The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysisCaporale, GM; Cunado, J; Gil-Alana, L; Gupta, R
9-May-2022The relationship between prices and output in the UK and the USCaporale, GM; Claudio-Quiroga, G; Gil-Alana, L