Similar Search Results

Black market and official exchange rates: long-run equilibrium and short-run dynamics

Caporale, G.M.; Cerrato, M. - 2008

This paper presents further empirical evidence on the relationship between black market and official exchange rates in six emerging economies (Iran, India, Indonesia, Korea, Pakistan, and Thailand). First, it applies both time series techniques and heterogeneous panel methods to test for the...

Persistent link: https://www.econbiz.de/10009455445

Testing for Causality-in-Variance: An Application to the East Asian Markets

Caporale, G.M.; Pittis, N.; Spagnolo, N. - In: International journal of finance & economics : IJFE 7 (2002) 3, pp. 235-246

Persistent link: https://www.econbiz.de/10007474525

Real Exchange Rate Effects on the Balance of Trade: Cointegration and the Marshall-Lerner Condition

Boyd, D.; Caporale, G.M.; Smith, R. - In: International journal of finance & economics : IJFE 6 (2001) 3, pp. 187-200

Persistent link: https://www.econbiz.de/10007489573

Irreducibility and Structural Cointegrating Relations: An Application to the G-7 Long-term Interest Rates

Barassi, M.R.; Caporale, G.M.; Hall, S.G. - In: International journal of finance & economics : IJFE 6 (2001) 2, pp. 127-138

Persistent link: https://www.econbiz.de/10007493392

Unit Roots versus Other Types of Time Heterogeneity, Parameter Time Dependence and Superexogeneity

Caporale, G.M.; Pittis, N. - In: Journal of forecasting 21 (2002) 3, pp. 207

Persistent link: https://www.econbiz.de/10006895812

The World Economy

Barrell, R.; Anderton, R.; Caporale, G.M.; Veld, J.W.in't - In: National Institute economic review (1993) 145, pp. 43-63

Persistent link: https://www.econbiz.de/10006540231

The world economy

Barrell, R.; Anderton, R.; Caporale, G.M.; Veld, J.W.in't - In: National Institute economic review (1993) 144, pp. 33-54

Persistent link: https://www.econbiz.de/10006540243

The world economy

Barrell, R.; Anderton, R.; Caporale, G.M.; Veld, J.W.in't - In: National Institute economic review (1993) 143, pp. 27-53

Persistent link: https://www.econbiz.de/10006540254

Persistence in real variables under alternative exchange rate regimes: Some multi-country evidence

Caporale, G.M.; Kalyvitis, S.; Pittis, N. - In: Economics letters 45 (1994) 1, pp. 93-102

Persistent link: https://www.econbiz.de/10006802490

Cointegration and predictability of asset prices

Caporale, G.M.; Pittis, N. - In: Journal of international money and finance 17 (1998) 3, pp. 441-454

Persistent link: https://www.econbiz.de/10006918336