1. Brunel University Research Archive

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Results 71-80 of 105 (Search time: 0.009 seconds).
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Issue DateTitleAuthor(s)
7-Jun-2021Persistence in the private debt-to-GDP ratio: evidence from 43 OECD countriesCaporale, GM; Gil-Alana, LA; Malmierca, M
7-Apr-2022Time trends and persistence in US sea level data: an investigation using fractional integration methodsCaporale, GM; Gil-Alana, LA; Sauci, L
3-Jul-2022The Covid-19 pandemic and the degree of persistence of US stock prices and bond yieldsCaporale, GM; Gil-Alana, LA; Poza, C
2005Fractional Cointegration And Aggregate Money Demand FunctionsCaporale, GM; Gil-Alana, LA
20-Dec-2022The effects of us covid-19 policy responses on cryptocurrencies, fintech and artificial intelligence stocks: A fractional integration analysisAbakah, EJA; Caporale, GM; Gil-Alana, LA
26-Dec-2022Persistence in the passion investment marketCaporale, GM; Gil-Alana, LA; Alex, P
5-Jul-2023Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaksCaporale, GM; Gil-Alana, LA
7-Sep-2023Modelling profitability of private equity: A fractional integration approachCaporale, GM; Gil-Alana, LA; Puertolas, F
21-Jul-2023Persistence in UK historical data on life expectancyCaporale, GM; Infante, J; del Rio, M; Gil-Alana, LA
7-May-2022Persistence in ESG and conventional stock market indicesCaporale, GM; Gil-Alana, LA; Plastun, A; Makarenko, I

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