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Testing the Marshall-Lerner condition in Kenya
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Mudida, … - In: The South African journal of economics 83 (2015) 2, pp. 253-268
Persistent link: https://www.econbiz.de/10011439870
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The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria; Carcel, Hector; Gil-Alaña, … - In: Finance research letters 24 (2018), pp. 34-41
Persistent link: https://www.econbiz.de/10011982450
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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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Interest rate dynamics in Kenya : commercial banks' rates and the 91-day treasury bill rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Journal of international development : the journal of … 28 (2016) 2, pp. 214-232
Persistent link: https://www.econbiz.de/10011552186
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Testing unemployment theories : a multivariate long memory approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Lovcha, … - In: Journal of applied economics 19 (2016) 1, pp. 95-112
Persistent link: https://www.econbiz.de/10011555191
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Persistence and cyclical dependence in the monthly euribor rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Journal of economics and finance 40 (2016) 1, pp. 157-171
Persistent link: https://www.econbiz.de/10011589974
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Persistence and cycles in US hours worked
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Economic modelling 38 (2014), pp. 504-511
Persistent link: https://www.econbiz.de/10010418982
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Testing PPP for the South African rand/US dollar real exchange rate at different data frequencies
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: African development review 27 (2015) 2, pp. 161-170
Persistent link: https://www.econbiz.de/10011334636
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Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 47 (2014) 4, pp. 1389-1410
Persistent link: https://www.econbiz.de/10010461103
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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