Showing results 9 to 28 of 95
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Issue Date | Title | Author(s) |
2016 | The fisher relationship in Nigeria | Balparda, B; Caporale, GM; Gil-Alana, LA |
2011 | Forecasting the Spanish stock market returns with fractional and non-fractional models | Caporale, GM; Cunado, J; Gil-Alana, LA |
2005 | Fractional Cointegration And Aggregate Money Demand Functions | Caporale, GM; Gil-Alana, LA |
2010 | Fractional cointegration in US term spreads | Caporale, GM; Gil-Alana, LA |
2014 | Fractional integration and cointegration in US financial time series data | Caporale, GM; Gil-Alana, LA |
2011 | Fractional integration and cointegration in US financial time series data | Caporale, GM; Gil-Alana, LA |
2006 | Fractional integration and impulse responses: A bivariate application to real output in the US and the Scandinavian countries | Caporale, GM; Gil-Alana, LA |
23-Sep-2020 | GDP per capita in Europe: time trends and persistence | Caporale, GM; Gil-Alana, LA; Monge, M |
1-Jun-2021 | Global and regional financial integration in emerging Asia: evidence from stock markets | Caporale, GM; Gil-Alana, LA; You, K |
2007 | Identification of segments of European banks with a latent class frontier model | Barros, CP; Caporale, GM; Gil-Alana, LA |
2-Apr-2023 | The impact of containment measures and monetary and fiscal responses on US financial markets during the COVID-19 pandemic | Caporale, GM; Abakah, EJA; Gil-Alana, LA |
2011 | Infant mortality rates: Time trends and fractional integration | Caporale, GM; Gil-Alana, LA |
5-Apr-2022 | Inflation in the G7 countries: persistence and structural breaks | Caporale, GM; Gil-Alana, LA; Poza, C |
2023 | Inflation persistence in Europe: the effects of the Covid-19 pandemic and of the Russia-Ukraine war | Caporale, GM; Infante, J; Gil-Alana, LA; Ayestaran, R |
2016 | Interest rate dynamics in Kenya: Commercial Banks' Rates and the 91-Day Treasury Bill Rate | Caporale, GM; Gil-Alana, LA |
2010 | Interest rate dynamics in Kenya: Commercial banks’ rates and the 91-Day Treasury bill rate | Caporale, GM; Gil-Alana, LA |
2016 | Intraday anomalies and market efficiency: A trading robot analysis | Caporale, GM; Gil-Alana, LA; Plastun, A |
2016 | Linkages between the US and European stock markets: A fractional cointegration approach | Caporale, GM; Gil-Alana, LA; Orlando, CJ |
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 |