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Excess returns in the EMS : do "weak" currencies still exit after the widening of the fluctuation bands?
Caporale, Guglielmo Maria; Hassapis, Christis; Pittis, … - 1994
Persistent link: https://www.econbiz.de/10000914037
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Modelling the Sterling-Deutschemark exchange rate : non-linear dependence and thick tails
Caporale, Guglielmo Maria; Pittis, Nikitas - 1994
Persistent link: https://www.econbiz.de/10000914052
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Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria; Hassapis, Christis; Pittis, … - 1994
Persistent link: https://www.econbiz.de/10000897287
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Parameter instability, superexogeneity and the monetary model of the exchange rate
Caporale, Guglielmo Maria; Pittis, Nikitas - 1998
Persistent link: https://www.econbiz.de/10000978635
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Cointegration and predictability of asset prices
Caporale, Guglielmo Maria; Pittis, Nikitas - 1998
Persistent link: https://www.econbiz.de/10000978641
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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
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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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Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria - In: Journal of policy modeling : JPMOD ; a social science … 20 (1998) 5, pp. 581-601
Persistent link: https://www.econbiz.de/10001246740
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Excess returns in the EMS : do "weak" currencies still exist after the widening of the fluctuation bands?
Caporale, Guglielmo Maria - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 131 (1995) 2, pp. 326-338
Persistent link: https://www.econbiz.de/10001182588
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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