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Browsing by Author Caporale, G.M. (Guglielmo M.)

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Issue DateTitleTypeAuthor(s)
2018Brexit and uncertainty in financial marketsArticuloCaporale, G.M. (Guglielmo M.); Gil-Alana, L.A. (Luis A.); Trani, T. (Tommaso)
2012Fractional Integration and Cointegration in US Financial Time Series DataArticuloCaporale, G.M. (Guglielmo M.); Gil-Alana, L.A. (Luis A.)
2010Fractional integration and data frequency.ArticuloGil-Alana, L.A. (Luis A.); Caporale, G.M. (Guglielmo M.)
2020Fractional Integration and the Persistence of UK Inflation, 1210–2016*ArticuloCaporale, G.M. (Guglielmo M.); Gil-Alana, L.A. (Luis A.)
2020High and low prices and the range in the European stock markets: A long-memory approachArticuloCaporale, G.M. (Guglielmo M.); Gil-Alana, L.A. (Luis A.); Poza, C. (Carlos)
2018Is market fear persistent? A long-memory analysisArticuloCaporale, G.M. (Guglielmo M.); Gil-Alana, L.A. (Luis A.); Plastun, A. (Alex)
2019Long memory and data frequency in financial marketsArticuloCaporale, G.M. (Guglielmo M.); Gil-Alana, L.A. (Luis A.); Plastun, A. (Alex)
2011Long Memory and Fractional Integration in High-Frequency British Pound / Dollar Spot Exchange RatesArticuloCaporale, G.M. (Guglielmo M.); Gil-Alana, L.A. (Luis A.)
2011Long Memory and Volatility Dynamics in the US Dollar Exchange RateArticuloCaporale, G.M. (Guglielmo M.); Gil-Alana, L.A. (Luis A.)
2005Long Memory at the Long Run and at the Cyclical Frequencies:Modelling Real Wages in England: 1260-1994.ArticuloGil-Alana, L.A. (Luis A.); Caporale, G.M. (Guglielmo M.)
2019Long-term interest rates in Europe: A fractional cointegration analysisArticuloCaporale, G.M. (Guglielmo M.); Gil-Alana, L.A. (Luis A.)
2019Long-term price overreactions: are markets inefficient?ArticuloCaporale, G.M. (Guglielmo M.); Gil-Alana, L.A. (Luis A.); Plastun, A. (Alex)
2012Modelling Long Run Trends and Cycles in Financial Time Series DataArticuloGil-Alana, L.A. (Luis A.); Cuñado, J. (Juncal); Caporale, G.M. (Guglielmo M.)
2008Modelling the US, the UK and Japanese unemployment rates. Fractional integrationand structural breaks.ArticuloGil-Alana, L.A. (Luis A.); Caporale, G.M. (Guglielmo M.)
2007Nonlinearities and fractional integration in the US unemployment rate.ArticuloGil-Alana, L.A. (Luis A.); Caporale, G.M. (Guglielmo M.)
2018Persistence in the cryptocurrency marketArticuloCaporale, G.M. (Guglielmo M.); Gil-Alana, L.A. (Luis A.); Plastun, A. (Alex)
2023Persistence in UK historical data on life expectancyArticuloCaporale, G.M. (Guglielmo M.); Infante-Infante, J. (Juan); Río, M. (Marta) del; Gil-Alana, L.A. (Luis A.)
2020Persistence, non-linearities and structural breaks in European stock market indicesArticuloCaporale, G.M. (Guglielmo M.); Gil-Alana, L.A. (Luis A.); Poza, C. (Carlos)
2020Prospects for a monetary union in the East Africa community: Some empirical evidenceArticuloCaporale, G.M. (Guglielmo M.); Gil-Alana, L.A. (Luis A.)
2018Short-term price overreactions: Identification, testing, exploitationArticuloCaporale, G.M. (Guglielmo M.); Gil-Alana, L.A. (Luis A.); Plastun, A. (Alex)
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