Showing results 121 to 140 of 284
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Issue Date | Title | Author(s) |
2016 | Linkages between the US and European stock markets: A fractional cointegration approach | Caporale, GM; Gil-Alana, LA; Orlando, CJ |
2010 | Liquidity risk, credit risk and the overnight interest rate spread: A stochastic volatility modelling approach | Beirne, J; Caporale, GM; Spagnolo, N |
20-Dec-2017 | Loan loss provisions and macroeconomic shocks: some empirical evidence for Italian banks during the crisis | Caporale, GM; Alessi, M; Di Colli, S; Lopez, JS |
2014 | Local banking and local economic growth in Italy: some panel evidence | Caporale, GM; Di Colli, S; Di Salvo, R; Lopez, JS |
3-Apr-2019 | Long memory and data frequency in financial markets | Caporale, GM; Gil-Alana, L; Plastun, A |
2013 | Long memory and fractional integration in high frequency data on the US Dollar / British Pound spot exchange rate | Caporale, GM; Gil-Alana, LA |
2010 | Long memory and fractional integration in high frequency financial time series | Caporale, GM; Gil-Alana, LA |
2010 | Long memory and volatility dynamics in the US Dollar exchange rate | Caporale, GM; Gil-Alana, LA |
2004 | Long Memory at the Long Run And At The Cyclical Frequencies: Modelling Real Wages In England, 1260 -1994 | Caporale, GM; Gil-Alana, LA |
2005 | Long Memory At The Long-Run And The Seasonal Monthly Frequencies In The Us Money Stock | Caporale, GM; Gil-Alana, LA |
2012 | Long memory in Angolan macroeconomic series: Mean reversion versus explosive behaviour | Barros, CP; 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 |
1-Jan-2018 | Long Memory in UK Real GDP, 1851-2013: an ARFIMA-FIGARCH Analysis | Caporale, GM; Skare, M |
2009 | Long memory in US real output per capita | Caporale, GM; Gil-Alana, LA |
2005 | Long Run And Cyclical Dynamics In The Us Stock Market | Caporale, GM; Gil-Alana, LA |
2014 | Long run and cyclical dynamics in the US stock market | Caporale, GM; Gil-Alana, LA |
13-Mar-2024 | Long-run linkages between US stock prices and cryptocurrencies: a fractional cointegration analysis | Caporale, GM; de Dios Mazariegos, JJ; Gil-Alana, LA |
8-Feb-2019 | Long-term interest rates in Europe: a fractional cointegration analysis | Caporale, GM; Gil-Alana, LA |
2018 | Long-term price overreactions: are markets inefficient? | Caporale, GM; Gil-Alana, L; Plastun, A |