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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
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Loan loss provisions and macroeconomic shocks : some empirical evidence for italian banks during the crisis
Caporale, Guglielmo Maria; Alessi, Matteo; Di Colli, Stefano - In: Finance research letters 25 (2018), pp. 239-243
Persistent link: https://www.econbiz.de/10012003547
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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