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~person:"Caporale, Guglielmo Maria"
~type_genre:"Article in journal"
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Search: "Yield curve"
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Caporale, Guglielmo Maria
Rudebusch, Glenn D.
31
Jarrow, Robert A.
23
Batten, Jonathan A.
19
Christensen, Jens H. E.
18
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17
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ECONIS (ZBW)
11
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1
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:
2
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:
3
Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
The European journal of finance
24
(
2018
)
1/3
,
pp. 114-134
Persistent link: https://www.econbiz.de/10012244285
Saved in:
4
Interest rate dynamics in Kenya : commercial banks' rates and the 91-day treasury bill rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Journal of international development : the journal of …
28
(
2016
)
2
,
pp. 214-232
Persistent link: https://www.econbiz.de/10011552186
Saved in:
5
Liquidity risk, credit risk and the overknight interest rate spread : a stochastic volatility modelling approach
Beirne, John
;
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
- In:
The Manchester School
81
(
2013
)
6
,
pp. 925-940
Persistent link: https://www.econbiz.de/10010341577
Saved in:
6
Fractional cointegration in US term spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
19
(
2012
)
4/6
,
pp. 431-434
Persistent link: https://www.econbiz.de/10009630703
Saved in:
7
A sequential test for structural breaks in the causal linkages between the G7 short-term interest rates
Barassi, Marco R.
;
Caporale, Guglielmo Maria
;
Hall, …
- In:
Open economies review
16
(
2005
)
2
,
pp. 107-133
Persistent link: https://www.econbiz.de/10002756312
Saved in:
8
Long-term nominal interest rates and domestic fundamentals
Caporale, Guglielmo Maria
;
Williams, Geoffrey
- In:
Review of financial economics : RFE
11
(
2002
)
2
,
pp. 119-130
Persistent link: https://www.econbiz.de/10001720462
Saved in:
9
Bond markets and macroeconomic performance
Caporale, Guglielmo Maria
;
Williams, Geoffrey
- In:
Zagreb international review of economics & business
4
(
2001
)
1
,
pp. 27-44
Persistent link: https://www.econbiz.de/10001753637
Saved in:
10
Revisiting the long-run relationship between real exchange rates and real interest differentials : a productivity differential approach
Caporale, Guglielmo Maria
;
Pittis, Nikitas
- In:
Ekonomia : the journal of the Cyprus Economic Society
5
(
2001
)
2
,
pp. 155-177
Persistent link: https://www.econbiz.de/10002150483
Saved in:
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