Showing results 234 to 253 of 281
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| Issue Date | Title | Author(s) |
| 2016 | Spillovers between food and energy prices and structural breaks | Al-Maadid, A; Caporale, GM; Spagnolo, F; Spagnolo, N |
| 2004 | The Stochastic Unit Root Model And Fractional Integration: An Extension To The Seasonal Case | Caporale, GM; Gil-Alana, LA |
| 2004 | The stochastic unit root model and fractional integration: An extension to the seasonal case | Caporale, GM; Gil-Alana, LA |
| 2011 | Stock market and economic growth: Evidence from three CEECs | Caporale, GM; Spagnolo, N |
| 23-Feb-2024 | Stock market indices and interest rates in the US and Europe: persistence and long-run linkages | Caporale, GM; Gil-Alana, LA; Melnicenco, E |
| 2010 | Stock market integration between three CEECs | Caporale, GM; Spagnolo, N |
| 2010 | Stock market integration between three CEECs, Russia and the UK | Caporale, GM; Spagnolo, N |
| 2-Apr-2021 | Stock market linkages between the ASEAN countries, China and the US: A fractional integration/cointegration approach | Caporale, GM; Gil-Alana, LA; You, K |
| 2010 | Stock prices and monetary policy: An impulse response analysis | Caporale, GM; Soliman, AM |
| 2009 | Testing for convergence in stock markets: A non-linear factor approach | Caporale, GM; Erdogan, B; Kuzin, V |
| 2005 | Testing For Deterministic And Stochastic Cycles In Macroeconomic Time Series | Caporale, GM; Gil-Alana, LA |
| 2005 | Testing For Financial Contagion Between Developed And Emerging Markets During The 1997 East Asian Crisis | Arestis, P; Caporale, GM; Cipollini, A; Spagnolo, N |
| 2007 | Testing for persistence in mutual fund performance and the ex post verification problem: Evidence from the Greek market | Babalos, V; Caporale, GM; Kostakis, A; Philippas, N |
| 14-Feb-2022 | Testing for UIP-type relationships: nonlinearities, monetary announcements and interest rate expectations | Anderl, C; Caporale, GM |
| 2006 | Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates | Caporale, GM; Gil-Alana, LA |
| 2004 | Testing Of Nonstationarities In The Unit Circle,Long Memory Processes And Day Of The Week Effects In Financial Data | Caporale, GM; Gil-Alana, LA; Nazarski, M |
| 2010 | Testing PPP for the South African Rand/US Dollar exchange rate at different frequencies | Caporale, GM; Gil-Alana, LA |
| 2015 | Testing PPP for the South African rand/US dollar real exchange rate at different frequencies | Caporale, GM; Gil-Alana, L |
| 2015 | Testing stock market convergence: a non-linear factor approach | Caporale, GM; Erdogan, B; Kuzin, V |
| 16-Jul-2019 | Testing the Fisher hypothesis in the G-7 countries using I(d) techniques | Caporale, GM; Gil-Alana, L |
