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IGARCH models and structural breaks
Caporale, Guglielmo Maria; Pittis, Nikitas; Spagnolo, Nicola - In: Applied economics letters 10 (2003) 12, pp. 765-768
Persistent link: https://www.econbiz.de/10001819341
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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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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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Common stochastic trends and inflation convergence in the EMS
Caporale, Guglielmo Maria - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 129 (1993) 2, pp. 207-215
Persistent link: https://www.econbiz.de/10001148153
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Domestic and external factors in interest rate determination
Caporale, Guglielmo Maria - In: Applied financial economics 7 (1997) 5, pp. 465-471
Persistent link: https://www.econbiz.de/10001229845
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Causality and forecsting in incomplete systems
Caporale, Guglielmo Maria - In: Journal of forecasting 16 (1997) 6, pp. 425-437
Persistent link: https://www.econbiz.de/10001233087
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Modelling the sterling-deutschmark exchange rate : non-linear dependence and thick tails
Caporale, Guglielmo Maria - In: Economic modelling 13 (1996) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10001204716
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Interest rate convergence, capital controls, risk premia and foreign exchange market efficiency in the EMS
Caporale, Guglielmo Maria - In: Journal of macroeconomics 18 (1996) 4, pp. 693-714
Persistent link: https://www.econbiz.de/10001209254
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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