Showing results 12 to 25 of 25
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Issue Date | Title | Author(s) |
2017 | Persistence in the cryptocurrency market | Caporale, GM; Gil-Alana, L; Plastun, A |
1-Sep-2020 | Persistence in the market risk premium: evidence across countries | Caporale, GM; Gil-Alana, L; Martin-Valmayor, M |
2018 | The PPP Hypothesis Revisited: Evidence using a Multivariate Long-Memory Model | Caporale, GM; Gil-Alana, L; Lovcha, Y |
13-Apr-2020 | Prospects for a monetary union in the East Africa Community: some empirical evidence | Caporale, GM; Gil-Alana, L |
2017 | The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis | Caporale, GM; Cunado, J; Gil-Alana, L; Gupta, R |
9-May-2022 | The relationship between prices and output in the UK and the US | Caporale, GM; Claudio-Quiroga, G; Gil-Alana, L |
2016 | Searching for inefficiencies in exchange rate dynamics | Caporale, GM; Gil-Alana, L; Plastun, A |
2017 | Short-term price overreactions: identification, testing, exploitation | Caporale, GM; Gil-Alana, L; Plastun, A |
2015 | Testing PPP for the South African rand/US dollar real exchange rate at different frequencies | Caporale, GM; Gil-Alana, L |
16-Jul-2019 | Testing the Fisher hypothesis in the G-7 countries using I(d) techniques | Caporale, GM; Gil-Alana, L |
2018 | UK overseas visitors: seasonality and persistence | Caporale, GM; Gil-Alana, L |
2017 | Unemployment in Africa: A Fractional Integration Approach | Caporale, GM; Gil-Alana, L |
2-Feb-2022 | Unemployment persistence in Europe: evidence from the 27 EU countries | Caporale, GM; Gil-Alana, L; Trejo, PV |
2016 | The weekend effect: an exploitable anomaly in the Ukrainian stock market? | Caporale, GM; Gil-Alana, L; Plastun, A |