Caporale, Guglielmo Maria; Gil-Alana, Luis; Trani, Tommaso - 2018
persistence has declined after Brexit. These findings highlight the importance of completing swiftly the negotiations with the EU …This paper applies long-memory techniques (both parametric and semi-parametric) to examine whether Brexit has led to … Brexit referendum, and find an increase in the degree of persistence in all cases except for the British pound-yen IV, whose …