Showing results 1 to 20 of 39
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| Issue Date | Title | Author(s) |
| 1-Jun-2021 | Economic policy uncertainty: Persistence and cross-country linkages | Abakah, EJA; Caporale, GM; Gil-Alana, LA |
| 20-Dec-2022 | The effects of us covid-19 policy responses on cryptocurrencies, fintech and artificial intelligence stocks: A fractional integration analysis | Abakah, EJA; Caporale, GM; Gil-Alana, LA |
| 2017 | THE EMBI IN LATIN AMERICA: FRACTIONAL INTEGRATION, NON-LINEARITIES AND BREAKS | Carcel, H; Gil-Alana, L |
| 11-Dec-2019 | Energy consumption in the GCC countries: evidence on persistence | Caporale, GM; Gil-Alana, LA; Monge, M |
| 21-Mar-2024 | Exogenous shocks and time-varying price persistence in the EU27 | Caporale, GM; Gil-Alana, LA; Imeri, A |
| 30-Jan-2020 | Fractional integration and the persistence of UK inflation, 1210-2016 | Caporale, GM; Gil-Alana, L |
| 1-Jun-2021 | Global and regional financial integration in emerging Asia: evidence from stock markets | Caporale, GM; Gil-Alana, LA; You, K |
| 11-Nov-2022 | The impact of the Covid-19 pandemic on persistence in the European stock markets | Caporale, GM; Gil-Alana, L; Arrese Lasaosa, I |
| 23-Feb-2018 | Is market fear persistent? A long-memory analysis | Caporale, GM; Gil-Alana, L; Plastun, A |
| 3-Apr-2019 | Long memory and data frequency in financial markets | Caporale, GM; Gil-Alana, L; Plastun, A |
| 8-Feb-2019 | Long-term interest rates in Europe: a fractional cointegration analysis | Caporale, GM; Gil-Alana, LA |
| 2024 | Measuring persistence of the world population: a fractional integration approach | Caporale, GM; Infante, J; del Rio, M; Gil-Alana, LA |
| 2015 | Modelling African inflation rates: nonlinear deterministic terms and long-range dependence | Caporale, GM; Carcel, H; Gil-Alana, LA |
| 7-Sep-2023 | Modelling profitability of private equity: A fractional integration approach | Caporale, GM; Gil-Alana, LA; Puertolas, F |
| 5-Jul-2023 | Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks | Caporale, GM; Gil-Alana, LA |
| 5-Aug-2020 | On the persistence of UK inflation: A long-range dependence approach | Caporale, GM; Gil-Alana, LA; Trani, T |
| 11-Mar-2021 | Particulate matter 10 (PM10): persistence and trends in eight European capitals | Caporale, GM; Gil-Alana, LA; Carmona-Gonzales, N |
| 2017 | Persistence and cycles in the US Federal Funds rate | Caporale, GM; Gil-Alana, LA |
| 2014 | Persistence and cycles in US hours worked | Caporale, GM; Gil-Alana, LA |
| 5-Mar-2023 | Persistence and long memory in monetary policy spreads | Caporale, GM; Gil-Alana, LA |
