1. Brunel University Research Archive

Browsing by Author Caporale, GM

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Showing results 119 to 138 of 280 < previous   next >
Issue DateTitleAuthor(s)
2016Linkages between the US and European stock markets: A fractional cointegration approachCaporale, GM; Gil-Alana, LA; Orlando, CJ
2010Liquidity risk, credit risk and the overnight interest rate spread: A stochastic volatility modelling approachBeirne, J; Caporale, GM; Spagnolo, N
20-Dec-2017Loan loss provisions and macroeconomic shocks: some empirical evidence for Italian banks during the crisisCaporale, GM; Alessi, M; Di Colli, S; Lopez, JS
2014Local banking and local economic growth in Italy: some panel evidenceCaporale, GM; Di Colli, S; Di Salvo, R; Lopez, JS
3-Apr-2019Long memory and data frequency in financial marketsCaporale, GM; Gil-Alana, L; Plastun, A
2013Long memory and fractional integration in high frequency data on the US Dollar / British Pound spot exchange rateCaporale, GM; Gil-Alana, LA
2010Long memory and fractional integration in high frequency financial time seriesCaporale, GM; Gil-Alana, LA
2010Long memory and volatility dynamics in the US Dollar exchange rateCaporale, GM; Gil-Alana, LA
2004Long Memory at the Long Run And At The Cyclical Frequencies: Modelling Real Wages In England, 1260 -1994Caporale, GM; Gil-Alana, LA
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
Showing results 119 to 138 of 280 < previous   next >