Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Search
Add filters:
Use filters to refine the search results.
Results 1-6 of 6 (Search time: 0.015 seconds).
- previous
- 1
- next
Item hits:
| Issue Date | Title | Author(s) |
|---|---|---|
| 15-Jan-2024 | Persistence in high frequency financial data: the case of the Eurostoxx 50 futures prices | Caporale, GM; Plastun, A |
| 19-Feb-2024 | Persistence in tax revenues: evidence from some OECD countries | Caporale, GM; Garcia Tapia, S; Gil-Alana, LA |
| 23-Feb-2024 | Stock market indices and interest rates in the US and Europe: persistence and long-run linkages | Caporale, GM; Gil-Alana, LA; Melnicenco, E |
| 13-Mar-2024 | Long-run linkages between US stock prices and cryptocurrencies: a fractional cointegration analysis | Caporale, GM; de Dios Mazariegos, JJ; Gil-Alana, LA |
| 22-Mar-2024 | Persistence in European Stock Market Returns and Volatility | Caporale, GM; Rubio-Bezares, A; Gil-Alana, LA |
| 7-Apr-2024 | Persistence in the realized betas: some evidence from the stock market | Caporale, GM; Gil-Alana, LA; Martin-Valmayor, MA |