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Issue Date | Title | Author(s) |
19-Sep-2024 | Atmospheric pollution in Chinese cities: trends and persistence | Caporale, GM; Carmona-González, N; Gil-Alana, LA |
3-Jul-2022 | The Covid-19 pandemic and the degree of persistence of US stock prices and bond yields | Caporale, GM; Gil-Alana, LA; Poza, C |
2007 | Deterministic Versus Stochastic Seasonal Fractional Integration and structural breaks | Caporale, GM; Cunado, J; Gil-Alana, LA |
1-Jun-2021 | Economic policy uncertainty: Persistence and cross-country linkages | Abakah, EJA; Caporale, GM; Gil-Alana, LA |
20-Dec-2022 | The effects of us covid-19 policy responses on cryptocurrencies, fintech and artificial intelligence stocks: A fractional integration analysis | Abakah, EJA; Caporale, GM; Gil-Alana, LA |
11-Dec-2019 | Energy consumption in the GCC countries: evidence on persistence | Caporale, GM; Gil-Alana, LA; Monge, M |
2010 | Estimating persistence in the volatility of asset returns with signal plus noise models | Caporale, GM; Gil-Alana, LA |
2006 | Eta Terrorism: Police Action, Political Measures And The Influence Of Violence On Economic Activity In The Basque Country | Barros, CP; Caporale, GM; Gil-Alana, LA |
21-Mar-2024 | Exogenous shocks and time-varying price persistence in the EU27 | Caporale, GM; Gil-Alana, LA; Imeri, A |
31-May-2024 | Exponential time trends in a fractional integration model | Caporale, GM; Gil-Alana, LA |
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 |