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~subject:"fractional integration and cointegration"
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fractional integration and cointegration
fractional integration
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Fractional integration
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long memory
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Caporale, Guglielmo Maria
13
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1
Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis
Caporale, Guglielmo Maria
;
de Dios Mazariegos, José Javier
-
2022
This paper applies
fractional
integration
and cointegration methods to examine respectively the univariate properties …
Persistent link: https://www.econbiz.de/10013427736
Saved in:
2
Gold and Silver as Safe Havens: A
Fractional
Integration
and Cointegration Analysis
Caporale, Guglielmo Maria
;
Gil-Alana, Luis A.
-
2022
22 stock indices are analysed applying
fractional
integration
/cointegration methods to daily data, first for a sample …
Persistent link: https://www.econbiz.de/10013470342
Saved in:
3
Long-run linkages between US stock prices and cryptocurrencies : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Dios Mazariegos, José Javier
; …
-
2022
This paper applies
fractional
integration
and cointegration methods to examine respectively the univariate properties …
Persistent link: https://www.econbiz.de/10013368898
Saved in:
4
Gold and silver as safe havens : a
fractional
integration
and cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2022
22 stock indices are analysed applying
fractional
integration
/cointegration methods to daily data, first for a sample …
Persistent link: https://www.econbiz.de/10013445596
Saved in:
5
Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2020
This paper uses
fractional
integration
and cointegration methods to analyse the determinants of the amount of loans …
Persistent link: https://www.econbiz.de/10012425580
Saved in:
6
Modelling loans to non-financial corporations within the Eurozone : a long-memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2020
This paper uses
fractional
integration
and cointegration methods to analyse the determinants of the amount of loans …
Persistent link: https://www.econbiz.de/10012310523
Saved in:
7
Does tourism promote economic growth? : a fractionally integrated heterogeneous panel data analysis
Pérez Rodríguez, Jorge V.
;
Rachinger, Heiko
; …
- In:
Tourism economics : the business and finance of tourism …
28
(
2022
)
5
,
pp. 1355-1376
Persistent link: https://www.econbiz.de/10013392318
Saved in:
8
Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2018
prospects for a monetary union. The univariate
fractional
integration
analysis shows that the individual series exhibit unit …
Persistent link: https://www.econbiz.de/10011872130
Saved in:
9
Prospects for a monetary union in the East Africa community : some empirical evidence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2018
prospects for a monetary union. The univariate
fractional
integration
analysis shows that the individual series exhibit unit …
Persistent link: https://www.econbiz.de/10011859481
Saved in:
10
Prospects for a monetary union in the East Africa community : some empirical evidence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2018
Persistent link: https://www.econbiz.de/10011995640
Saved in:
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