1. Brunel University Research Archive

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Results 91-98 of 98 (Search time: 0.009 seconds).
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Issue DateTitleAuthor(s)
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
19-Feb-2024Persistence in tax revenues: evidence from some OECD countriesCaporale, GM; Garcia Tapia, S; Gil-Alana, LA
23-Feb-2024Stock market indices and interest rates in the US and Europe: persistence and long-run linkagesCaporale, GM; Gil-Alana, LA; Melnicenco, E
13-Mar-2024Long-run linkages between US stock prices and cryptocurrencies: a fractional cointegration analysisCaporale, GM; de Dios Mazariegos, JJ; Gil-Alana, LA
22-Mar-2024Persistence in European Stock Market Returns and VolatilityCaporale, GM; Rubio-Bezares, A; Gil-Alana, LA
21-Mar-2024Exogenous shocks and time-varying price persistence in the EU27Caporale, GM; Gil-Alana, LA; Imeri, A
7-Apr-2024Persistence in the realized betas: some evidence from the stock marketCaporale, GM; Gil-Alana, LA; Martin-Valmayor, MA
2024Measuring persistence of the world population: a fractional integration approachCaporale, GM; Infante, J; del Rio, M; Gil-Alana, LA

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