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~person:"Caporale, Guglielmo Maria"
~person:"Stehrer, Robert"
~subject:"Kapitaleinkommen"
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Search: ("EU" OR "FTAA" OR "Integration" OR "Regional policy") AND NOT isPartOf:Intereconomics
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Caporale, Guglielmo Maria
Stehrer, Robert
Gil-Alaña, Luis A.
28
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ECONIS (ZBW)
47
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21
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2021
This paper uses R/S analysis and fractional
integration
techniques to examine the persistence of two sets of 12 ESG and …
Persistent link: https://www.econbiz.de/10012520863
Saved in:
22
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
-
2021
prices and bond yields using fractional
integration
techniques. The model is estimated first over the period January 1966 …
Persistent link: https://www.econbiz.de/10012494826
Saved in:
23
Macro news and stock returns in the Euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
International review of financial analysis
45
(
2016
),
pp. 180-188
Persistent link: https://www.econbiz.de/10011581967
Saved in:
24
Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963286
Saved in:
25
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2020
fractional
integration
model suitable to capture both persistence and non-linearities, these being two important properties of …
Persistent link: https://www.econbiz.de/10012383724
Saved in:
26
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
27
Modelling persistence and non-linearities in the US treasury 10-year bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Yaya, …
-
2022
period 1962-2021 using two different fractional
integration
approaches including Chebyshev polynomials and Fourier functions …
Persistent link: https://www.econbiz.de/10012813850
Saved in:
28
Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields
Caporale, Guglielmo Maria
;
Gil-Alana, Luis A.
;
Yaya, …
-
2022
period 1962-2021 using two different fractional
integration
approaches including Chebyshev polynomials and Fourier functions …
Persistent link: https://www.econbiz.de/10013306037
Saved in:
29
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
30
Persistence in the Russian stock market volatility indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
This paper applies a fractional
integration
framework to analyse the stochastic behaviour of two Russian stock market …
Persistent link: https://www.econbiz.de/10011903723
Saved in:
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