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Issue Date | Title | Author(s) |
---|---|---|
24-Jul-2020 | Cycles and long-range behaviour in the European stock markets | Caporale, GM; Gil-Alana, L; Poza, C |
1-Sep-2020 | Persistence in the market risk premium: evidence across countries | Caporale, GM; Gil-Alana, L; Martin-Valmayor, M |
4-Mar-2020 | Persistence, non-linearities and structural breaks in European stock market indices | Caporale, GM; Gil-Alana, LA; Poza, C |
23-Sep-2020 | GDP per capita in Europe: time trends and persistence | Caporale, GM; Gil-Alana, LA; Monge, M |
5-Aug-2020 | On the persistence of UK inflation: A long-range dependence approach | Caporale, GM; Gil-Alana, LA; Trani, T |
30-Jan-2020 | Fractional integration and the persistence of UK inflation, 1210-2016 | Caporale, GM; Gil-Alana, L |