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Introduction to the handbook of financial integration : new research developments
Caporale, Guglielmo Maria - In: Handbook of financial integration, (pp. 2-9). 2024
Persistent link: https://www.econbiz.de/10015076114
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Daily abnormal price changes and trading strategies in the FOREX
Caporale, Guglielmo Maria; Plastun, Alex - In: Journal of Economic Studies 48 (2020) 1, pp. 211-222
Purpose: This paper explores abnormal price changes in the FOREX by using both daily and intraday data on the EURUSD, USDJPY, USDCAD, AUDUSD and EURJPY exchange rates over the period 01.01.2008–31.12.2018. Design/methodology/approach: It applies a dynamic trigger approach to detect abnormal...
Persistent link: https://www.econbiz.de/10012412768
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Trends and cycles in macro series : The case of US real GDP
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Bulletin of Economic Research 74 (2021) 1, pp. 123-134
Persistent link: https://www.econbiz.de/10012536913
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Price overreactions in the cryptocurrency market
Caporale, Guglielmo Maria; Plastun, Alex - In: Journal of Economic Studies 46 (2019) 5, pp. 1137-1155
Purpose: The purpose of this paper is to examine price overreactions in the case of the following cryptocurrencies: bitcoin, litecoin, ripple and dash. Design/methodology/approach: A number of parametric (t-test, ANOVA, regression analysis with dummy variables) and non-parametric...
Persistent link: https://www.econbiz.de/10012186615
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Political tension and stock markets in the Arabian Peninsula
Al‐Maadid, Alanoud; Caporale, Guglielmo Maria; … - In: International Journal of Finance & Economics 26 (2020) 1, pp. 679-683
Persistent link: https://www.econbiz.de/10012189298
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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
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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
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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 27 (2020) 1, pp. 439-454
Persistent link: https://www.econbiz.de/10012273380
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Islamic banking, credit, and economic growth : Some empirical evidence
Caporale, Guglielmo Maria; Helmi, Mohamad Husam - In: International Journal of Finance & Economics 23 (2018) 4, pp. 456-477
Persistent link: https://www.econbiz.de/10012082635
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How has the global financial crisis affected syndicated loan terms in emerging markets? Evidence from China
Caporale, Guglielmo Maria; Lodh, Suman; Nandy, Monomita - In: International Journal of Finance & Economics 23 (2018) 4, pp. 478-491
Persistent link: https://www.econbiz.de/10012082636