Browsing by Author Caporale, GM

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Issue DateTitleAuthor(s)
2004Panel Data Tests Of PPP: A Critical OverviewCaporale, GM; Cerrato, M
11-Mar-2021Particulate matter 10 (PM10): persistence and trends in eight European capitalsCaporale, GM; Gil-Alana, LA; Carmona-Gonzales, N
2017THE PERFORMANCE OF BANKS IN THE MENA REGION DURING THE GLOBAL FINANCIAL CRISISCaporale, GM; Lodh, S; Nandy, M
2012Persistence and cycles in the US Federal Funds rateCaporale, GM; Gil-Alana, LA
2017Persistence and cycles in the US Federal Funds rateCaporale, GM; Gil-Alana, LA
2014Persistence and cycles in US hours workedCaporale, GM; Gil-Alana, LA
2012Persistence and cycles in US hours workedCaporale, GM; Gil-Alana, LA
2011Persistence and cyclical dependence in the monthly Euribor rateCaporale, GM; Gil-Alana, LA
5-Mar-2023Persistence and long memory in monetary policy spreadsCaporale, GM; Gil-Alana, LA
2024Persistence and seasonality in the US Industrial Production IndexCaporale, GM; Gil-Alana, LA; Poza, C; BaƱos Izquierdo, A
7-May-2022Persistence in ESG and conventional stock market indicesCaporale, GM; Gil-Alana, LA; Plastun, A; Makarenko, I
22-Mar-2024Persistence in European Stock Market Returns and VolatilityCaporale, GM; Rubio-Bezares, A; Gil-Alana, LA
15-Jan-2024Persistence in high frequency financial data: the case of the Eurostoxx 50 futures pricesCaporale, GM; Plastun, A
19-Feb-2024Persistence in tax revenues: evidence from some OECD countriesCaporale, GM; Garcia Tapia, S; Gil-Alana, LA
2017Persistence in the cryptocurrency marketCaporale, GM; Gil-Alana, L; Plastun, A
28-Dec-2023Persistence in the cryptocurrency market: the impact of the Covid-19 pandemic and of the Russia-Ukraine warCaporale, GM; Imeri, A; Gil-Alana, LA
1-Sep-2020Persistence in the market risk premium: evidence across countriesCaporale, GM; Gil-Alana, L; Martin-Valmayor, M
26-Dec-2022Persistence in the passion investment marketCaporale, GM; Gil-Alana, LA; Alex, P
7-Jun-2021Persistence in the private debt-to-GDP ratio: evidence from 43 OECD countriesCaporale, GM; Gil-Alana, LA; Malmierca, M
7-Apr-2024Persistence in the realized betas: some evidence from the stock marketCaporale, GM; Gil-Alana, LA; Martin-Valmayor, MA