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Issue Date | Title | Author(s) |
---|---|---|
2012 | Testing the Marshall-Lerner condition in Kenya | Caporale, GM; Gil-Alana, LA; Mudida, R |
2012 | Persistence in youth unemployment | Caporale, GM; Gil-Alana, LA |
2010 | Long memory and volatility dynamics in the US Dollar exchange rate | Caporale, GM; Gil-Alana, LA |
2010 | The weekly structure of US stock prices | Caporale, GM; Gil-Alana, LA |
2010 | US disposable personal income and housing price index: A fractional integration analysis | Caporale, GM; Gil-Alana, LA |
2010 | Estimating persistence in the volatility of asset returns with signal plus noise models | Caporale, GM; Gil-Alana, LA |
2010 | Testing PPP for the South African Rand/US Dollar exchange rate at different frequencies | Caporale, GM; Gil-Alana, LA |
2010 | Fractional cointegration in US term spreads | Caporale, GM; Gil-Alana, LA |
2011 | Fractional integration and cointegration in US financial time series data | Caporale, GM; Gil-Alana, LA |
2013 | Modelling long-run trends and cycles in financial time series data | Cuñado, J; Gil-Alana, LA |
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