Showing results 155 to 174 of 309
< previous
next >
| Issue Date | Title | Author(s) |
| 2017 | Macro news and bond yield spreads in the Euro area | Caporale, GM; Spagnolo, F; Spagnolo, N |
| 2017 | Macro news and commodity returns | Caporale, GM; Spagnolo, F; Spagnolo, N |
| 13-Dec-2016 | Macro news and exchange rates in the BRICS | Caporale, GM; Spagnolo, F; Spagnolo, N |
| 2016 | Macro news and stock returns in the euro area: a VAR-GARCH-in-mean analysis | Caporale, GM; Spagnolo, F; Spagnolo, N |
| 23-Dec-2022 | Macro-financial linkages in the high-frequency domain: Economic fundamentals and the Covid-induced uncertainty channel in US and UK financial markets | Caporale, GM; Karanasos, M; Yfanti, S |
| 2007 | Mean Reversion in the Nikkei, Standard & Poor and Dow Jones indices | Caporale, GM; Gil-Alana, LA |
| 2007 | Mean Reversion in the US Treasury Constant Maturity Rates | Caporale, GM; Gil-Alana, LA |
| 2004 | Measuring Half-Lives Using A Non-Parametric Bootstrap Approach | Caporale, GM; Cerrato, M; Spagnolo, N |
| 20-Apr-2024 | Measuring persistence of the world population: a fractional integration approach | Gil-Alana, LA; Caporale, GM; Infante, J; del Rio, M |
| 2008 | A mixed-game agent-based model for simulating financial contagion | Caporale, GM; Serguieva, A; Wu, H |
| 2008 | A mixed-game agent-based model of financial contagion | Caporale, GM; Serguieva, A; Wu, H |
| 2015 | Modelling African inflation rates: nonlinear deterministic terms and long-range dependence | Caporale, GM; Carcel, H; Gil-Alana, LA |
| 13-Aug-2024 | Modelling Loans to Non-Financial Corporations in the Eurozone: A Long-Memory Approach | Caporale, GM; Gil-Alana, LA; Rubino, N; Vilchez, I |
| 2022 | Modelling persistence and non-linearities in the US Treasury 10-year bond yields | Caporale, GM; Gil-Alana, LA; Yaya, OS |
| 7-Sep-2023 | Modelling profitability of private equity: A fractional integration approach | Caporale, GM; Gil-Alana, LA; Puertolas, F |
| 2005 | Modelling Stochastic Volatility In Asset Returns Using Fractionally Integrated Semiparametric Techniques | Caporale, GM; Gil-Alana, LA |
| 2006 | Modelling structural breaks in the US, UK and Japanese unemployment rates | Caporale, GM; Gil-Alana, LA |
| 21-Dec-2018 | Modelling volatility of cryptocurrencies using Markov-Switching GARCH models | Caporale, GM; Zekokh, T |
| 27-May-2020 | Momentum effects in the cryptocurrency market after one-day abnormal returns | Caporale, GM; Plastun, A |
| 2018 | Monetary policy rules in emerging countries: is there an augmented nonlinear Taylor rule? | Caporale, GM; Helmi, MH; Catik, AN; Menla Ali, F; Akdeniz, C |
