Search


Current filters:

Start a new search
Add filters:

Use filters to refine the search results.


Results 1-6 of 6 (Search time: 0.007 seconds).
  • previous
  • 1
  • next
Item hits:
Issue DateTitleAuthor(s)
Jan-2019Modelling volatility of cryptocurrencies using Markov-Switching GARCH modelsCaporale, GM; Zekokh, T
2019Bitcoin fluctuations and the frequency of price overreactionsCaporale, GM; Plastun, A; Oliinyk, V
2019Long memory and data frequency in financial marketsCaporale, GM; Gil-Alana, L; Plastun, A
13-Dec-2019Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-in-mean AnalysisBabalos, V; Caporale, GM; Spagnolo, N
2019Political Tension and Stock Markets in the Arabian PeninsulaAl-Maadid, A; Caporale, GM; Spagnolo, F; Spagnolo, N
2019Energy consumption in the GCC countries: evidence on persistenceCaporale, GM; Gil-Alana, L; Monge, M