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The euro exchange rate efficiency and risk premium : an ECM model
Napolitano, Oreste - 2002
Persistent link: https://www.econbiz.de/10001730318
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La faiblesse de l'euro : une explication monétaire
Girardin, Eric; Boinet, Virginie - In: Revue économique : revue bimestrielle 52 (2001) 3, pp. 563-572
Persistent link: https://www.econbiz.de/10001699439
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Non-linear and non symmetric exchange rate adjustment : evidence from medium- and high-inflation countries
Arghyrou, Michael Georgiou; Boinet, Virginie; Martin, … - In: Journal of economics and finance 30 (2006) 1, pp. 38-56
Persistent link: https://www.econbiz.de/10003383160
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The stability of money demand in the long-run: Italy 1861-2011
Daniele, Vittorio; Foresti, Pasquale; Napolitano, Oreste - In: Cliometrica : journal of historical economics and … 11 (2017) 2, pp. 217-244
Persistent link: https://www.econbiz.de/10011862208
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Feedbacks between stock prices and exchange rates in the East Asian markets
Caporale, Guglielmo Maria; Pittis, Nikitas; Spagnolo, Nicola - 2000
Persistent link: https://www.econbiz.de/10001615079
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Testing for causality-in-variance : an application to the East Asian markets
Caporale, Guglielmo Maria; Pittis, Nikitas; Spagnolo, Nicola - In: International journal of finance & economics : IJFE 7 (2002) 3, pp. 235-245
Persistent link: https://www.econbiz.de/10001694049
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Modelling East Asian exchange rates : a Markov-switching approach
Caporale, Guglielmo Maria; Spagnolo, Nicola - In: Applied financial economics 14 (2004) 4, pp. 233-242
Persistent link: https://www.econbiz.de/10001939262
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Exchange Rate Uncertainty and International Portfolio Flows
Caporale, Guglielmo Maria - 2013
This paper examines the impact of exchange rate uncertainty on different components of portfolio flows, namely equity and bond flows, as well as the dynamic linkages between exchange rate volatility and the variability of these two types of flows. Specifically, a bivariate GARCH-BEKK-in-mean...
Persistent link: https://www.econbiz.de/10013081704
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Exchange Rate Uncertainty and International Portfolio Flows
Caporale, Guglielmo Maria - 2014
This paper examines the impact of exchange rate uncertainty on different components of portfolio flows, namely equity and bond flows, as well as the dynamic linkages between exchange rate volatility and the variability of these two types of flows. Specifically, a bivariate GARCH-BEKK-in-mean...
Persistent link: https://www.econbiz.de/10013063941
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Exchange rate uncertainty and international portfolio flows
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Nicola - 2013
Persistent link: https://www.econbiz.de/10009767876