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Exchange rate uncertainty and international portfolio flows : a multivariate GARCH-in-mean approach
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Nicola - In: Journal of international money and finance 54 (2015), pp. 70-92
Persistent link: https://www.econbiz.de/10011476078
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International portfolio flows and exchange rate volatility in emerging Asian markets
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Fabio - In: Journal of international money and finance 76 (2017), pp. 1-15
Persistent link: https://www.econbiz.de/10011788040
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Cross-border portfolio flows and news media coverage
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Fabio - In: Journal of international money and finance 126 (2022), pp. 1-28
Persistent link: https://www.econbiz.de/10013435479
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The Feldstein#8211Horioka puzzle revisited: A Monte Carlo study
Caporale, Guglielmo Maria; Panopoulou, Ekaterini; … - In: Journal of international money and finance 24 (2005) 7, pp. 1143-1149
Persistent link: https://www.econbiz.de/10006874174
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Nominal exchange rate regimes and the stochastic behavior of real variables
Caporale, Guglielmo Maria; Pittis, Nikitas - In: Journal of international money and finance 14 (1995) 3, pp. 395-416
Persistent link: https://www.econbiz.de/10006937607
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Cointegration and predictability of asset prices
Caporale, Guglielmo Maria - In: Journal of international money and finance 17 (1998) 3, pp. 441-453
Persistent link: https://www.econbiz.de/10001246598
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Nominal exchange rate regimes and the stochastic behavior of real variables
Caporale, Guglielmo Maria - In: Journal of international money and finance 14 (1995) 3, pp. 395-415
Persistent link: https://www.econbiz.de/10001187521
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Ratings assignments: Lessons from international banks
Caporale, Guglielmo Maria; Matousek, Roman; Stewart, Chris - In: Journal of international money and finance 31 (2012) 6, pp. 1593-1607
Persistent link: https://www.econbiz.de/10009981173
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Fiscal shocks and real exchange rate dynamics: Some evidence for Latin America
Caporale, Guglielmo Maria; Ciferri, Davide; Girardi, … - In: Journal of international money and finance 30 (2011) 5, pp. 709-724
Persistent link: https://www.econbiz.de/10009177930
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The Euro and inflation uncertainty in the European Monetary Union
Caporale, Guglielmo Maria; Kontonikas, Alexandros - In: Journal of international money and finance 28 (2009) 6, pp. 954-972
Persistent link: https://www.econbiz.de/10008900431