Search

Add filters:

Use filters to refine the search results.


Results 1-10 of 24.
Year of PublicationTitleAuthor(s)
2006Cointegration tests of PPP: do they also exhibit erratic behaviour?Caporale, Guglielmo Maria; Hanck, Christoph
2009Volatility spillovers and contagion from mature to emerging stock marketsBeirne, John; Caporale, Guglielmo Maria; Schulze-Ghattas, Marianne; Spagnolo, Nicola
2009Testing for convergence in stock markets : a non-linear factor approachCaporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, Vladimir N.
2009Multi-Factor Gegenbauer processes and European inflation ratesCaporale, Guglielmo Maria; Gil-Alana, Luis A.
2008Are the Baltic countries ready to adopt the Euro?: a generalised purchasing power parity approachCaporale, Guglielmo Maria; Ciferri, Davide; Girardi, Alessandro
2006Black market and official exchange rates: long-run equilibrium and short-run dynamicsCaporale, Guglielmo Maria; Cerrato, Mario
2009Selectivity, Market Timing and the Morningstar Star-Rating SystemAntypas, Antonios; Caporale, Guglielmo Maria; Kourogenis, Nikolaos; Pittis, Nikitas
2008Fiscal shocks and real exchange rate dynamics: some evidence for Latin AmericaCaporale, Guglielmo Maria; Ciferri, Davide; Girardi, Alessandro
2008On the bilateral trade effects of free trade agreements between the EU-15 and the CEEC-4 countriesCaporale, Guglielmo Maria; Rault, Christophe; Sova, Robert; Sova, Anamaria
2009Global and regional spillovers in emerging stock markets : a multivariate GARCH-in-mean analysisBeirne, John; Caporale, Guglielmo Maria; Schulze-Ghattas, Marianne; Spagnolo, Nicola