Search Results - economics

On the persistence of UK inflation : a long-range dependence approach

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Trani, … - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 439-454

Persistent link: https://www.econbiz.de/10012814596

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

Persistence in the private debt-t- GDP ratio : evidence from 43 OECD countries

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Applied economics 53 (2021) 43, pp. 5018-5027

Persistent link: https://www.econbiz.de/10012609922

Persistence in the market risk premium : evidence across countries

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Journal of economics and finance : JEF 45 (2021) 3, pp. 413-427

Persistent link: https://www.econbiz.de/10012547070

Equity fund flows and stock market returns in the USA before and after the global financial crisis : a VAR-GARCH-in-mean analysis

Babalos, Vassilios; Caporale, Guglielmo Maria; … - In: Empirical economics : a quarterly journal of the … 60 (2021) 2, pp. 539-555

Persistent link: https://www.econbiz.de/10012490280

The frequency of one-day abnormal returns and price fluctuations in the FOREX

Caporale, Guglielmo Maria; Plastun, Alex; Oliinyk, Viktor - In: Journal of applied economics 24 (2021) 1, pp. 401-415

This paper analyses the explanatory power of the frequency of abnormal returns in the FOREX over the period 1994-2019. The following hypotheses are tested: frequency of abnormal returns is asignificant driver of price movements (H1); it does not exhibit seasonal patterns (H2); it is stable over...

Persistent link: https://www.econbiz.de/10013174306

Fractional Integration and the Persistence of UK Inflation, 1210–2016

Caporale, Guglielmo Maria; Gil‐Alana, Luis Alberiko - In: Economic Papers: A journal of applied economics and policy 39 (2020) 2, pp. 162-166

Persistent link: https://www.econbiz.de/10012190360

Investors' trading behaviour and stock market volatility during crisis periods : A dual long‐memory model for the Korean Stock Exchange

Caporale, Guglielmo Maria; Karanasos, Menelaos; Yfanti, … - In: International Journal of Finance & Economics 26 (2020) 3, pp. 4441-4461

Persistent link: https://www.econbiz.de/10012273307

On the persistence of UK inflation : A long‐range dependence approach

Caporale, Guglielmo Maria; Gil‐Alana, Luis Alberiko; … - In: International Journal of Finance & Economics 27 (2020) 1, pp. 439-454

Persistent link: https://www.econbiz.de/10012273380

Prospects for a Monetary Union in the East Africa Community : Some Empirical Evidence

Caporale, Guglielmo Maria; Gil-Alana, Luis - In: South African Journal of Economics 88 (2020) 2, pp. 174-185

Persistent link: https://www.econbiz.de/10012284236

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