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EU-South Korea FTA : economic impact for the EU and Austria
Breuss, Fritz; Francois, Joseph F. - 2011
Das Freihandelsabkommen zwischen der EU und Südkorea (EU-Südkorea FHA) ist das erste einer neuen Generation von FHA … Rahmen der WTO erreicht werden können. In diesem Sinne ist das EU-Südkorea FHA das umfassendste Freihandelsabkommen, das die … EU jemals verhandelt hat. Wir evaluieren die wirtschaftlichen Auswirkungen dieses Freihandelsabkommen für die EU und für …
Persistent link: https://www.econbiz.de/10011374371
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High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - 2019
This paper uses fractional integration techniques to examine the stochastic behaviour of high and low stock prices in Europe and then to test for the possible existence of long-run linkages between them by looking at the range, i.e., the difference between the two logged series. Specifically,...
Persistent link: https://www.econbiz.de/10012022262
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Brexit and uncertainty in financial markets
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Trani, … - 2018
Persistent link: https://www.econbiz.de/10011995622
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Cycles and long-range behaviour in the European stock markets
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - 2019
This paper uses a modelling framework which includes two singularities (or poles) in the spectral density function, one corresponding to the long-run (zero) frequency and the other to the cyclical (non-zero) frequency. The adopted specification is very general, since it allows for fractional...
Persistent link: https://www.econbiz.de/10012123055
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Macro news and stock returns in the Euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola - In: International review of financial analysis 45 (2016), pp. 180-188
Persistent link: https://www.econbiz.de/10011581967
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Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: International journal of finance & economics : IJFE 21 (2016) 2, pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
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Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2015
Persistent link: https://www.econbiz.de/10010520824
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Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2015
This paper analyses the long-memory properties of US and European stock indices, as well as their linkages, using fractional integration and fractional cointegration techniques. These methods are more general and have higher power than the standard ones usually employed in the literature. The...
Persistent link: https://www.econbiz.de/10011334455
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25 years of Austria's EU membership : quantifying the economic benefits with a DSGE model
Breuss, Fritz - 2020
Austria's EU accession 25 years ago, alongside Finland and Sweden, was preceded by an extended period of convergence … toward the EU: via the free trade agreement concluded with the EC in 1973, and the participation in the European Economic … Area (EEA) in 1994. Although the COVID-19 crisis in 2020 seems to overshadow the overall positive balance of 25 years of EU …
Persistent link: https://www.econbiz.de/10012234530
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Brexit and uncertainty in financial markets
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Trani, … - 2018
persistence has declined after Brexit. These findings highlight the importance of completing swiftly the negotiations with the EU …
Persistent link: https://www.econbiz.de/10011793915