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Global and regional spillovers in emerging stock markets : a multivariate GARCH-in-mean analysis
Beirne, John; Caporale, Guglielmo Maria; … - In: Emerging markets review 11 (2010) 3, pp. 250-260
Persistent link: https://www.econbiz.de/10009869160
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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/10007650956
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Testing for contagion: a conditional correlation analysis
Caporale, Guglielmo Maria; Cipollini, Andrea; Spagnolo, … - In: Journal of empirical finance 12 (2005) 3, pp. 476-489
Persistent link: https://www.econbiz.de/10007227711
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Stock Market Integration Between Three CEECs
Caporale, Guglielmo Maria; Spagnolo, Nicola - In: Journal of economic integration 27 (2012) 1, pp. 115-122
Persistent link: https://www.econbiz.de/10009975173
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Stock market, economic growth and EU accession : evidence from three CEECs
Caporale, Guglielmo Maria; Spagnolo, Nicola - In: International journal of monetary economics and finance 5 (2012) 2, pp. 183-191
Persistent link: https://www.econbiz.de/10010077360
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Stock Market Integration between Three CEECs, Russia, and the UK
Caporale, Guglielmo Maria; Spagnolo, Nicola - In: Review of international economics 19 (2011) 1, pp. 158-170
Persistent link: https://www.econbiz.de/10008811472
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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
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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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Measuring half-lives : using a non-parametric bootstrap approach
Caporale, Guglielmo Maria; Cerrato, Mario; Spagnolo, Nicola - In: Applied financial economics letters 1 (2005) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10002549945
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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