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accessRights:"restricted"
subject:"United Kingdom"
~person:"Caporale, Guglielmo Maria"
~person:"Miller, Stephen M."
~subject:"Fractional integration"
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United Kingdom
Fractional integration
Estimation
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14
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8
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Caporale, Guglielmo Maria
Miller, Stephen M.
Gil-Alaña, Luis A.
37
Gupta, Rangan
16
Wieladek, Tomasz
7
Blundell, Richard W.
5
Carcel, Hector
5
Griffith, Rachel
5
Meghir, Costas
5
Minford, Patrick
5
Wright, Greg C.
5
Canarella, Giorgio
4
Kleymenova, Anya
4
Overman, Henry G.
4
Rose, Andrew
4
Van Reenen, John
4
Wickens, Michael R.
4
Wohar, Mark E.
4
Yaya, OlaOluwa S.
4
Abakah, Emmanuel Joel Aikins
3
Balcilar, Mehmet
3
Berisha, Edmond
3
Binner, Jane M.
3
Dustmann, Christian
3
Emmerson, Carl
3
Fan, Jingwen
3
Foucault, Thierry
3
Hamori, Shigeyuki
3
Haskel, Jonathan
3
Hudson, Robert
3
Kozhan, Roman
3
O'Connell, Martin
3
Ottaviano, Gianmarco I. P.
3
Ou, Zhirong
3
Peri, Giovanni
3
Poza, Carlos
3
Scharf, Kimberly A.
3
Schrimpf, Andreas
3
Sephton, Peter S.
3
Sibbertsen, Philipp
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Finance research letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Research in international business and finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied economics
1
Eastern economic journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International journal of finance & economics : IJFE
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International review of economics & finance : IREF
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1
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
2
Globalization, long memory, and real interest rate convergence : a historical perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2331-2355
Persistent link: https://www.econbiz.de/10013440481
Saved in:
3
Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
Saved in:
4
Does real U.K. GDP have a unit root? : evidence from a multi-century perspective
Canarella, Giorgio
;
Gupta, Rangan
;
Miller, Stephen M.
; …
- In:
Applied economics
52
(
2020
)
10
,
pp. 1070-1087
Persistent link: https://www.econbiz.de/10012197516
Saved in:
5
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
Saved in:
6
High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
Saved in:
7
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 170-178
Persistent link: https://www.econbiz.de/10012205401
Saved in:
8
Testing the Fisher hypothesis in the G-7 countries using I(d) techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International economics : a journal published by CEPII …
159
(
2019
),
pp. 140-150
Persistent link: https://www.econbiz.de/10012318834
Saved in:
9
The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Finance research letters
24
(
2018
),
pp. 34-41
Persistent link: https://www.econbiz.de/10011982450
Saved in:
10
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
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