Brunel University Research Archive(BURA) preserves and enables easy and open access to all
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Browsing by Subject fractional cointegration
Showing results 1 to 4 of 4
| Issue Date | Title | Author(s) |
|---|---|---|
| 1-Jun-2021 | Economic policy uncertainty: Persistence and cross-country linkages | Abakah, EJA; Caporale, GM; Gil-Alana, LA |
| 8-Feb-2019 | Long-term interest rates in Europe: a fractional cointegration analysis | Caporale, GM; Gil-Alana, LA |
| 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 |
| 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 |