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Issue Date | Title | Author(s) |
---|---|---|
2010 | US disposable personal income and housing price index: A fractional integration analysis | Caporale, GM; Gil-Alana, LA |
2010 | Estimating persistence in the volatility of asset returns with signal plus noise models | Caporale, GM; Gil-Alana, LA |
2010 | Testing PPP for the South African Rand/US Dollar exchange rate at different frequencies | Caporale, GM; Gil-Alana, LA |
2010 | Fractional cointegration in US term spreads | Caporale, GM; Gil-Alana, LA |
2010 | Quoted spreads and trade imbalance dynamics in the European treasury bond market | Caporale, GM; Girardi, A; Paesani, P |