Showing results 6 to 25 of 25
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| Issue Date | Title | Author(s) |
| 30-Jan-2020 | Fractional integration and the persistence of UK inflation, 1210-2016 | Caporale, GM; Gil-Alana, L |
| 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 |
| 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 |
| 2018 | Long-term price overreactions: are markets inefficient? | Caporale, GM; Gil-Alana, L; Plastun, A |
| 2017 | Persistence in the cryptocurrency market | Caporale, GM; Gil-Alana, L; Plastun, A |
| 1-Sep-2020 | Persistence in the market risk premium: evidence across countries | Caporale, GM; Gil-Alana, L; Martin-Valmayor, M |
| 2018 | The PPP Hypothesis Revisited: Evidence using a Multivariate Long-Memory Model | Caporale, GM; Gil-Alana, L; Lovcha, Y |
| 13-Apr-2020 | Prospects for a monetary union in the East Africa Community: some empirical evidence | Caporale, GM; Gil-Alana, L |
| 2017 | The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis | Caporale, GM; Cunado, J; Gil-Alana, L; Gupta, R |
| 9-May-2022 | The relationship between prices and output in the UK and the US | Caporale, GM; Claudio-Quiroga, G; Gil-Alana, L |
| 2016 | Searching for inefficiencies in exchange rate dynamics | Caporale, GM; Gil-Alana, L; Plastun, A |
| 2017 | Short-term price overreactions: identification, testing, exploitation | Caporale, GM; Gil-Alana, L; Plastun, A |
| 2015 | Testing PPP for the South African rand/US dollar real exchange rate at different frequencies | Caporale, GM; Gil-Alana, L |
| 16-Jul-2019 | Testing the Fisher hypothesis in the G-7 countries using I(d) techniques | Caporale, GM; Gil-Alana, L |
| 2018 | UK overseas visitors: seasonality and persistence | Caporale, GM; Gil-Alana, L |
| 2017 | Unemployment in Africa: A Fractional Integration Approach | Caporale, GM; Gil-Alana, L |
| 2-Feb-2022 | Unemployment persistence in Europe: evidence from the 27 EU countries | Caporale, GM; Gil-Alana, L; Trejo, PV |
| 2016 | The weekend effect: an exploitable anomaly in the Ukrainian stock market? | Caporale, GM; Gil-Alana, L; Plastun, A |
