Similar Search Results - EconBiz

Testing for convergence in stock markets: a non-linear factor approach

Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, … - 2009

This paper applies the Phillips and Sul (2007) method to test for convergence in stock returns to an extensive dataset including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as the US over the period 1973-2008. We carry out the...

Persistent link: https://www.econbiz.de/10010274513

Testing for convergence in stock markets : a non-linear factor approach

Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, … - 2009

This paper applies the Phillips and Sul (2007) method to test for convergence in stock returns to an extensive dataset including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as the US over the period 1973-2008. We carry out the...

Persistent link: https://www.econbiz.de/10010274514

Aggregate money demand functions in five industrial countries : are they cointegrated?

Caporale, Guglielmo Maria (contributor) - 1997

Persistent link: https://www.econbiz.de/10000964959

A comment on "the stability of long-run money demand in five industrial countries"

Caporale, Guglielmo Maria; Hall, Stephen G.; Urga, Giovanni - 1996

Persistent link: https://www.econbiz.de/10000561693

Parameter instability, superexogeneity and the monetary model of the exchange rate

Caporale, Guglielmo Maria; Pittis, Nikitas - 1998

Persistent link: https://www.econbiz.de/10000650908

Sterling's relationship with the Deutschmark : a probabilistic reduction approach

Caporale, Guglielmo Maria - In: Exchange rate policy in Europe, (pp. 45-59). 1997

Persistent link: https://www.econbiz.de/10001298342

Testing for superexogeneity of wage equations

Caporale, Guglielmo Maria - In: Applied economics 28 (1996) 4, pp. 663-672

Persistent link: https://www.econbiz.de/10001202667

Unit roots and long-run causality : investigating the relationship between output, money and interest rates

Caporale, Guglielmo Maria - In: Economic modelling 15 (1998) 1, pp. 91-112

Persistent link: https://www.econbiz.de/10001247848

A comment on "the stability of long-run money demand in five industrial countries"

Caporale, Guglielmo Maria; Hall, Stephen G.; Urga, Giovanni - 1996

Persistent link: https://www.econbiz.de/10000927955

Long-term interest rates in Europe : a fractional cointegration analysis

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: International review of economics & finance : IREF 61 (2019), pp. 170-178

Persistent link: https://www.econbiz.de/10012205401

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