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Results 1-10 of 15.
Year of PublicationTitleAuthor(s)
2019On the preferences of CoCo bond buyers and sellers: a logistic regression analysisCaporale, Guglielmo Maria; Kang, Woo-Young
2019Estimation of Conditional Asset Pricing Models with Integrated Variables in the Beta SpecificationAntypas, Antonios; Caporale, Guglielmo Maria; Kourogenis, Nikolaos; Pittis, Nikitas
2019Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized VolatilityCaporale, Guglielmo Maria; Karanasos, Menelaos; Yfanti, Stavroula
2019Investors' Trading Behaviour and Stock Market Volatility during Crisis Periods: A Dual Long-Memory Model for the Korean Stock ExchangeCaporale, Guglielmo Maria; Karanasos, Menelaos; Yfanti, Stavroula; Kartsaklas, Aris
2019Momentum Effects in the Cryptocurrency Market After One-Day Abnormal ReturnsCaporale, Guglielmo Maria; Plastun, Alex
2019CO2 Emissions and GDP: Evidence from ChinaCaporale, Guglielmo Maria; Claudio-Quiroga, Gloria; Gil-Alaña, Luis A.
2019Non-linearities, cyber attacks and cryptocurrenciesCaporale, Guglielmo Maria; Kang, Woo-Young; Spagnolo, Fabio; Spagnolo, Nicola
2019Persistence, non-linearities and structural breaks in European stock market indicesCaporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos
2019High and low prices and the range in the European stock markets: a long-memory approachCaporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos
2019Style consistency and mutual fund returns: the case of RussiaBayarmaa, Adiya; Caporale, Guglielmo Maria