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Share price
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Caporale, Guglielmo Maria
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1
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001470265
Saved in:
2
Cointegration and predictability of asset prices
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1998
Persistent link: https://www.econbiz.de/10000978641
Saved in:
3
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
Saved in:
4
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
1999
Persistent link: https://www.econbiz.de/10001615056
Saved in:
5
Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001615066
Saved in:
6
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
Saved in:
7
Cointegration and predictability of asset prices
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1998
Persistent link: https://www.econbiz.de/10000650913
Saved in:
8
Asset prices and output growth volatility : the effects of financial crises
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
- In:
Economics letters
79
(
2003
)
1
,
pp. 69-74
Persistent link: https://www.econbiz.de/10001741273
Saved in:
9
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
Saved in:
10
Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
The quarterly review of economics and finance : journal …
42
(
2002
)
3
,
pp. 599-609
Persistent link: https://www.econbiz.de/10001712171
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