1. Brunel University Research Archive

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Results 11-20 of 21 (Search time: 0.007 seconds).
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Issue DateTitleAuthor(s)
7-May-2022Persistence in ESG and conventional stock market indicesCaporale, GM; Gil-Alana, LA; Plastun, A; Makarenko, I
5-Apr-2022Inflation in the G7 countries: persistence and structural breaksCaporale, GM; Gil-Alana, LA; Poza, C
2022Modelling persistence and non-linearities in the US Treasury 10-year bond yieldsCaporale, GM; Gil-Alana, LA; Yaya, OS
20-Mar-2023US house prices by Census Division: persistence, trends and structural breaksCaporale, GM; Gil-Alana, LA
23-Nov-2023Tourism persistence in the Southeastern European countries: The impact of covid-19Caporale, GM; Gil-Alana, LA; Imeri, 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
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

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