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Results 1-10 of 135.
Year of PublicationTitleAuthor(s)
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
2019CO2 Emissions and GDP: Evidence from ChinaCaporale, Guglielmo Maria; Claudio-Quiroga, Gloria; Gil-Alaña, Luis A.
2019Estimation of Conditional Asset Pricing Models with Integrated Variables in the Beta SpecificationAntypas, Antonios; Caporale, Guglielmo Maria; Kourogenis, Nikolaos; Pittis, Nikitas
2020Cross-Country Co-Movement between Bitcoin Exchanges: A Cultural AnalysisCaporale, Guglielmo Maria; Kang, Woo-Young
2019Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized VolatilityCaporale, Guglielmo Maria; Karanasos, Menelaos; Yfanti, Stavroula
2019High and low prices and the range in the European stock markets: a long-memory approachCaporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos
2019Persistence, non-linearities and structural breaks in European stock market indicesCaporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos
2007Deterministic versus stochastic seasonal fractional integration and structural breaksCaporale, Guglielmo Maria; Cunado, Juncal; Gil-Alana, Luis A.
2019Volatility forecasts for the RTS stock index: option-implied volatility versus alternative methodsCaporale, Guglielmo Maria; Teterkina, Daria
2019Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approachCaporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei