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Persistence in real variables...
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Persistence in real variables under alternative exchange rate regimes
Caporale, Guglielmo Maria
- In:
Economics letters
45
(
1994
)
1
,
pp. 93-102
Persistent link: https://www.econbiz.de/10001162383
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2
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
Saved in:
3
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
Saved in:
4
Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria
;
Hassapis, Christis
;
Pittis, …
-
1994
Persistent link: https://www.econbiz.de/10000897287
Saved in:
5
Parameter instability, superexogeneity and the monetary model of the exchange rate
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1998
Persistent link: https://www.econbiz.de/10000978635
Saved in:
6
Cointegration and predictability of asset prices
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1998
Persistent link: https://www.econbiz.de/10000978641
Saved in:
7
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
Saved in:
8
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:
9
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
Saved in:
10
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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