Showing results 1 to 20 of 27
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Issue Date | Title | Author(s) |
2021 | Analysing the relationship between CO2 emissions and GDP in China: a fractional integration and cointegration approach | Caporale, GM; Claudio-Quiroga, G; Gil-Alaña, L |
2010 | Estimating persistence in the volatility of asset returns with signal plus noise models | Caporale, GM; Gil-Alana, LA |
2017 | EXCHANGE RATE LINKAGES BETWEEN THE ASEAN CURRENCIES, THE US DOLLAR AND THE CHINESE RMB | Caporale, GM; Gil-Alana, L; You, K |
2016 | The fisher relationship in Nigeria | Balparda, B; Caporale, GM; Gil-Alana, LA |
2011 | Forecasting the Spanish stock market returns with fractional and non-fractional models | Caporale, GM; Cunado, J; Gil-Alana, LA |
2010 | Fractional cointegration in US term spreads | Caporale, GM; Gil-Alana, LA |
2014 | Fractional integration and cointegration in US financial time series data | Caporale, GM; Gil-Alana, LA |
2011 | Fractional integration and cointegration in US financial time series data | Caporale, GM; Gil-Alana, LA |
9-Nov-2019 | High and low prices and the range in the European stock markets: a long-memory approach | Caporale, GM; Gil-Alana, L; Poza, C |
2011 | Infant mortality rates: Time trends and fractional integration | Caporale, GM; Gil-Alana, LA |
2016 | Interest rate dynamics in Kenya: Commercial Banks' Rates and the 91-Day Treasury Bill Rate | Caporale, GM; Gil-Alana, LA |
2010 | Interest rate dynamics in Kenya: Commercial banks’ rates and the 91-Day Treasury bill rate | Caporale, GM; Gil-Alana, LA |
2016 | Linkages between the US and European stock markets: A fractional cointegration approach | Caporale, GM; Gil-Alana, LA; Orlando, CJ |
2010 | Long memory and volatility dynamics in the US Dollar exchange rate | Caporale, GM; Gil-Alana, LA |
2012 | Long memory in German energy price indices | Barros, CP; Caporale, GM; Gil-Alana, LA |
2013 | Long memory in the Ukrainian stock market | Caporale, GM; Gil-Alana, LA |
2013 | Modelling long-run trends and cycles in financial time series data | Cuñado, J; Gil-Alana, LA |
2012 | Persistence and cycles in the US Federal Funds rate | Caporale, GM; Gil-Alana, LA |
2012 | Persistence and cycles in US hours worked | Caporale, GM; Gil-Alana, LA |
2012 | Persistence in youth unemployment | Caporale, GM; Gil-Alana, LA |