This paper applies long-memory techniques (both parametric and semi-parametric) to examine whether Brexit has led to … Brexit referendum, and find an increase in the degree of persistence in all cases except for the British pound-yen IV, whose … persistence has declined after Brexit. These findings highlight the importance of completing swiftly the negotiations with the EU …

This paper applies long-memory techniques (both parametric and semi-parametric) to examine whether Brexit has led to … of the series under investigation before and after the Brexit referendum, and find an increase in the degree of … persistence in all cases except for the British pound-yen IV, whose persistence has declined after Brexit. These findings …

This paper applies long-memory techniques (both parametric and semi-parametric) to examine whether Brexit has led to … Brexit referendum, and find an increase in the degree of persistence in all cases except for the British pound-yen IV, whose … persistence has declined after Brexit. These findings highlight the importance of completing swiftly the negotiations with the EU …

five European countries (the UK, Germany, France, Italy, and Spain) which have been most affected. The sample period covers …

including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as … subgroups including Euro area countries, the UK and the US respectively, provides evidence of a global convergence …

including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as … subgroups including Euro area countries, the UK and the US respectively, provides evidence of a global convergence …