Guglielmo Maria Caporale : Citation Profile


Are you Guglielmo Maria Caporale?

Brunel University

21

H index

44

i10 index

1549

Citations

RESEARCH PRODUCTION:

176

Articles

248

Papers

2

Chapters

RESEARCH ACTIVITY:

   25 years (1992 - 2017). See details.
   Cites by year: 61
   Journals where Guglielmo Maria Caporale has often published
   Relations with other researchers
   Recent citing documents: 289.    Total self citations: 105 (6.35 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca1139
   Updated: 2017-11-25    RAS profile: 2017-09-26    
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Relations with other researchers


Works with:

Gil-Alana, Luis (79)

Spagnolo, Nicola (30)

Plastun, Alex (21)

Menla Ali, Faek (14)

Girardi, Alessandro (14)

Makarenko, Inna (8)

Rault, Christophe (7)

Helmi, Mohamad (6)

Di Colli, Stefano (6)

Carcel, Hector (5)

BABALOS, VASSILIOS (5)

Lovcha, Yuliya (4)

de santis, roberta (4)

Cuñado, Juncal (4)

catik, nazif (4)

Donadelli, Michael (3)

Hunter, John (3)

GUPTA, RANGAN (3)

Costantini, Mauro (3)

Barros, Carlos (3)

Sousa, Ricardo (3)

Sova, Anamaria (3)

Paradiso, Antonio (3)

Alessi, Matteo (2)

Sova, Robert (2)

Beirne, John (2)

Agnello, Luca (2)

cerrato, mario (2)

Lodh, Suman (2)

PHILIPPAS, NIKOLAOS (2)

Skare, Marinko (2)

Paesani, Paolo (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Guglielmo Maria Caporale.

Is cited by:

Gil-Alana, Luis (53)

GUPTA, RANGAN (36)

Miller, Stephen (18)

tansel, aysıt (15)

Rigobon, Roberto (13)

Bahmani-Oskooee, Mohsen (13)

Panopoulou, Ekaterini (11)

Grydaki, Maria (11)

Dungey, Mardi (10)

Cuestas, Juan (10)

Kollmann, Robert (10)

Cites to:

Gil-Alana, Luis (109)

Phillips, Peter (66)

Granger, Clive (60)

Engle, Robert (50)

Diebold, Francis (41)

Robinson, Peter (40)

Johansen, Soren (38)

Perron, Pierre (37)

Campbell, John (35)

Rogoff, Kenneth (33)

Obstfeld, Maurice (33)

Main data


Where Guglielmo Maria Caporale has published?


Journals with more than one article published# docs
Applied Economics Letters11
Journal of International Money and Finance9
Applied Financial Economics8
Economic Modelling7
National Institute Economic Review7
Journal of Economics and Finance6
Review of International Economics6
Empirica5
Journal of Economic Integration5
Empirical Economics5
Review of World Economics (Weltwirtschaftliches Archiv)5
International Review of Financial Analysis4
Computational Economics4
Manchester School4
International Journal of Finance & Economics4
Research in International Business and Finance3
Review of Financial Economics3
Journal of Policy Modeling3
International Journal of Finance & Economics3
Economics Letters3
Journal of International Development2
Journal of International Financial Markets, Institutions and Money2
Journal of Macroeconomics2
African Development Review2
Scottish Journal of Political Economy2
The Quarterly Review of Economics and Finance2
Zagreb International Review of Economics and Business2
Applied Economics2
China Economic Review2
Journal of Economic Development2
Journal of Applied Statistics2
Applied Financial Economics Letters2
The Journal of International Trade & Economic Development2
Oxford Bulletin of Economics and Statistics2
REVISTA DE ECONOMA DEL ROSARIO2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo Group Munich91
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research85
IZA Discussion Papers / Institute for the Study of Labor (IZA)7
William Davidson Institute Working Papers Series / William Davidson Institute at the University of Michigan6
Economics Series / Institute for Advanced Studies5
Post-Print / HAL4
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes3
Working Papers LuissLab / Dipartimento di Economia e Finanza, LUISS Guido Carli2
MPRA Paper / University Library of Munich, Germany2
Working Paper Series / European Central Bank2
EcoMod2010 / EcoMod2

Recent works citing Guglielmo Maria Caporale (2017 and 2016)


YearTitle of citing document
2016Trade between Australia and the EU, 1990 - 2015. (2016). Pomfret, Richard ; in, Patricia Sourd ; Sourdin, Patricia . In: School of Economics Working Papers. RePEc:adl:wpaper:2016-10.

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2016Growth-finance nexus: Empirical evidence from India. (2016). Hasnat, Tanzeem ; Banday, Umer J ; Ashraf, Shahid . In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(608):y:2016:i:3(608):p:319-330.

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2016Testing the validity of the Feldstein-Horioka Puzzle: New evidence from structural breaks for Turkey. (2016). Erdem, Ekrem ; Yucel, Ali Gokhan ; Koseoglu, Ahmet . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:2(607):p:17-26.

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2016An empirical investigation of banking sector development and economic growth in a panel of selected SAARC countries. (2016). Ahmed, Javed ; Bashir, Malik Fahim . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:2(607):p:65-72.

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2016Growth-finance nexus: Empirical evidence from India. (2016). Hasnat, Tanzeem ; Ashraf, Shahid ; Banday, Umer J. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:3(608):p:319-330.

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2017VOLATILITY SPILLOVER BETWEEN OIL PRICES, US DOLLAR EXCHANGE RATES AND INTERNATIONAL AGRICULTURAL COMMODITIES PRICES. (2017). Siami-Namini, Sima ; Hudson, Darren. In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252845.

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2016INVESTIGATION ON THE CAUSAL RELATIONSHIP BETWEEN INFLATION, OUTPUT GROWTH AND THEIR UNCERTAINTIES IN ROMANIA. (2016). Asandului, Mircea ; Pintilescu, Carmen ; JEMNA, Danut-Vasile ; VIORICA, Elena-Daniela . In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2016:j:17:pintilescuc.

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2016Has the Grexit news spilled over into euro area financial markets? The role of domestic political leaders, supranational executives and institutions. (2016). Sacchi, Agnese ; Gregori, Wildmer Daniel. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:134.

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2016Contagion in the worlds stock exchanges seen as a set of coupled oscillators. (2016). Bellenzier, Lucia ; Rotundo, Giulia ; Andersen, Jorgen Vitting . In: Papers. RePEc:arx:papers:1602.07452.

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2017Measuring the Cost of Financial Integration in the GCC: Lessons from the Global Crisis. (2017). Haddad, Mahmoud ; Hakim, Sam . In: Review of Economics & Finance. RePEc:bap:journl:170301.

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2016MORE MORTGAGES, LOWER GROWTH?. (2016). Grydaki, Maria ; Zhang, LU ; Bezemer, Dirk . In: Economic Inquiry. RePEc:bla:ecinqu:v:54:y:2016:i:1:p:652-674.

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2016Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core?. (2016). Filis, George ; Antonakakis, Nikolaos ; Chatziantoniou, Ioannis . In: Manchester School. RePEc:bla:manchs:v:84:y:2016:i:4:p:437-481.

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2016Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials. (2016). Gil-Alana, Luis ; Cuestas, Juan. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:1:p:57-74:n:2.

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2017Global and Domestic Modeling of Macroeconomic Shocks: A GVAR Analysis of Ireland. (2017). O'Grady, Michael ; Walsh, Graeme ; Rice, Jonathan . In: Research Technical Papers. RePEc:cbi:wpaper:09/rt/17.

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2017The Day of the Week Effect in the Crypto Currency Market. (2017). Caporale, Guglielmo Maria ; Plastun, Alex . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6716.

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2017Die Inflation kommt zurück! Immer mehr Firmen in Deutschland wollen ihre Preise anheben. (2017). Wollmershäuser, Timo ; Lehmann, Robert ; Wollmershauser, Timo . In: ifo Schnelldienst. RePEc:ces:ifosdt:v:70:y:2017:i:05:p:16-21.

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2016Sincronía internacional de los precios de la vivienda. (2016). Jara, Alejandro ; Romero, Nestor . In: Notas de Investigación Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchni:v:19:y:2016:i:1:p:76-91.

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2017The effect of financial development on economic growth: a meta-analysis. (2017). Non, Marielle ; Bijlsma, Michiel ; Kool, Clemens . In: CPB Discussion Paper. RePEc:cpb:discus:340.

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2016The Role of Emerging Economies in the Global Price Formation Process of Commodities: Evidence from Brazilian and U.S. Coffee Markets. (2016). Souza, Waldemar ; Gross, Christian ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:5116.

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2017The role of the education systems and the labour market institutions in enhancing youth employment: a cross-country analysis. (2017). Destefanis, Sergio ; Caroleo, Floro ; Floro Ernesto Caroleo , ; Ciociano, Elvira . In: Discussion Papers. RePEc:crj:dpaper:1_2017.

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2017Modeling the spillovers between stock market and money market in Nigeria. (2017). Salisu, Afees ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0023.

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2017Forecasting the return volatility of energy prices: A GARCH MIDAS approach. (2017). Salisu, Afees ; Swaray, Raymond . In: Working Papers. RePEc:cui:wpaper:0029.

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2016Contrarian and Momentum Profits during Periods of High Trading Volume preceded by Stock Prices Shocks. (2016). Stefanescu, Razvan ; Dumitriu, Ramona . In: Risk in Contemporary Economy. RePEc:ddj:fserec:y:2016:p:378-384.

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2017The Day of the Week Effect in the Crypto Currency Market. (2017). Caporale, Guglielmo Maria ; Plastun, Alex . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1694.

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2017Trends and Cycles in Macro Series: The Case of US Real GDP. (2017). Caporale, Guglielmo Maria ; Gil-Alana, Luis A. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1695.

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2016How competitiveness shocks affect macroeconomic performance across euro area countries. (2016). Vermeulen, Robert ; Staehr, Karsten. In: DNB Working Papers. RePEc:dnb:dnbwpp:515.

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2016Volatility Transmission between Dow Jones Stock Index and Emerging Bond Index. (2016). SAADAOUI, Amir ; Boujelbene, Younes. In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2016:i:2:p:194-216.

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2016Financial Development and Inclusive Growth in Nigeria: A Threshold Analysis. (2016). Ayinde, Taofeek Olusola ; Yinusa, Olumuyiwa Ganiyu . In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2016:i:4:p:326-346.

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2016Volatility Transmission between Dow Jones Stock Index and Emerging Bond Index. (2016). Saadaoui, Amir ; Boujelbene, Younes. In: EuroEconomica. RePEc:dug:journl:y:2016:i:2:p:194-216.

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2016International Business Cycles and Risk Sharing with Uncertainty Shocks and Recursive Preferences. (2016). Kollmann, Robert. In: Working Papers ECARES. RePEc:eca:wpaper:2013/228794.

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2016How competitiveness shocks affect macroeconomic performance across euro area countries. (2016). Vermeulen, Robert ; Staehr, Karsten. In: Working Paper Series. RePEc:ecb:ecbwps:20161940.

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2017Fiscal spillovers in the euro area a model-based analysis. (2017). Vetlov, Igor ; Lalik, Magdalena ; Attinasi, Maria Grazia . In: Working Paper Series. RePEc:ecb:ecbwps:20172040.

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2016Stock Market Development and Economic Growth: Evidences from Asia-4 Countries. (2016). Azam, Muhammad ; Raji, Jimoh Olajide ; Samsi, Aznita Binti ; Haseeb, Muhammad . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-03-50.

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2016Relationship between Financial Development and Economic Growth in Nigeria: A Triangulation Approach. (2016). Judith, Modebe Nwanneka ; Chijindu, Ezeaku Hillary . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-04-74.

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2016Impact of Economic Growth, Foreign Direct Investment and Financial Development on Stock Prices in China: Empirical Evidence from Time Series Analysis. (2016). Türsoy, Turgut ; FAISAL, Faisal ; Muhamad, Peshraw Majid . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-04-91.

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2017Shareholders’ Value of Saudi Commercial Banks: A Comparative Evaluation between Islamic and Conventional Banks using CAMEL Parameters. (2017). Muhamad, Peshraw Majid . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-15.

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2017Exchange Rate Uncertainty Effect on Export-Oriented Companies at Tehran Stock Exchange (Yield) Rate of Return: A Panel-Vector Autoregressive Model. (2017). Zamanian, Gholamreza ; Yari, Sepideh ; Mahmodpour, Kamran . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-27.

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2017The Asymmetric Effects of Real and Nominal Uncertainty on Inflation and Output Growth: Empirical Evidence from Bangladesh. (2017). Law, Siong Hook ; Habibullah, Muzafar Shah ; Baharumshah, Ahmad Zubaidi ; Hook, Law Siong . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-49.

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2017Bankruptcy of Lehman Brothers: Determinants of Cross-country Impacts on Stock Market Volatility. (2017). Kim, Daehwan ; Song, Chi-Young . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-28.

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2016The Effect of Crude Oil Price Moments on Socially Responsible Firms in Eurozone. (2016). Sariannidis, Nikolaos ; Billias, Ioannis ; Zafeiriou, Eleni ; Giannarakis, Grigoris . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-02-23.

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2017The Dynamics of Financial and Macroeconomic Determinants in Natural Gas and Crude Oil Markets: Evidence from Organization for Economic Cooperation and Development/Gulf Cooperation Council/Organization. (2017). Karacaer-Ulusoy, Merve ; Kapusuzoglu, Ayhan . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-03-21.

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2017Effects of Gasoline Price Changes on Short Term Market Behavior of Energy and Non-Energy Sector: Evidence from Saudi Arabia. (2017). Shahid, Humera ; Usman, Muhammad ; Mahmood, Faiq. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-04-34.

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2016ECB footprints on inflation forecast uncertainty. (2016). Makarova, Svetlana . In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2016-5.

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2017Nonlinear dependence in exchange rate returns: How do emerging Asian currencies compare with major currencies?. (2017). Wali, Muammer ; Manzur, Meher ; Chan, Felix . In: Journal of Asian Economics. RePEc:eee:asieco:v:50:y:2017:i:c:p:62-72.

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2016Chinas oil product pricing mechanism: What role does it play in Chinas macroeconomy?. (2016). Zhang, Jin ; Xie, Mingjia . In: China Economic Review. RePEc:eee:chieco:v:38:y:2016:i:c:p:209-221.

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2016The Fisher effect in the presence of time-varying coefficients. (2016). Pantelidis, Theologos ; Panopoulou, Ekaterini. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:495-511.

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2016International business cycles and risk sharing with uncertainty shocks and recursive preferences. (2016). Kollmann, Robert. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:72:y:2016:i:c:p:115-124.

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2017International endogenous growth, macro anomalies, and asset prices. (2017). Gruning, Patrick . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:78:y:2017:i:c:p:118-148.

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2016Are there periodically collapsing bubbles in the stock markets? New international evidence. (2016). Chen, Shyh-Wei ; Xie, Zixong ; Hsu, Chi-Sheng . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:442-451.

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2016Stochastic unit root processes: Maximum likelihood estimation, and new Lagrange multiplier and likelihood ratio tests. (2016). Yoon, Gawon . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:725-732.

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2016Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach. (2016). Hou, Yang ; Li, Steven . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:884-897.

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2016Modelling sovereign credit ratings: The accuracy of models in a heterogeneous sample. (2016). Ozturk, Huseyin ; Erdal, Halil Ibrahim ; Namli, Ersin . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:469-478.

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2016Evidence of cross-asset contagion in U.S. markets. (2016). Chang, Guang-Di ; Cheng, Po-Ching . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:219-226.

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2016Contagion in the worlds stock exchanges seen as a set of coupled oscillators. (2016). Rotundo, Giulia ; Bellenzier, Lucia ; Andersen, Jorgen Vitting . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:224-236.

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2016New stylized facts on occupational employment and their implications: Evidence from consistent employment data. (2016). Shim, Myungkyu ; Yang, Hee-Seung . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:402-415.

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2016Determinants of U.S. health expenditure: Evidence from autoregressive distributed lag (ARDL) approach to cointegration. (2016). Okunade, Albert. In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:67-73.

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2017The impact of fiscal consolidations on the functional components of government expenditures. (2017). Castro, Vitor . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:138-150.

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2017Fiscal policy in Europe: The importance of making it predictable. (2017). Romano, Simone ; Cavallari, Lilia. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:81-97.

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2017Return and volatility spillovers effects: Evaluating the impact of Shanghai-Hong Kong Stock Connect. (2017). Ahmed, Abdullahi D ; Huo, Rui . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:260-272.

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2017How does global demand for financial services promote domestic growth in Luxembourg? A dynamic general equilibrium analysis. (2017). Pierrard, Olivier ; Marchiori, Luca. In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:103-123.

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2017Macroeconomic imbalances and business cycle synchronization. Why common economic governance is imperative for the Eurozone. (2017). Lukmanova, Elizaveta ; Tondl, Gabriele . In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:130-144.

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2017Contagion effects of U.S. Dollar and Chinese Yuan in forward and spot foreign exchange markets. (2017). Kilic, Erdem. In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:51-67.

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2017Dual market competition and deposit rate setting in Islamic and conventional banks. (2017). TARAZI, Amine ; Risfandy, Tastaftiyan ; Meslier, Celine . In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:318-333.

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2017Withdrawal of Italy from the euro area: Stochastic simulations of a structural macroeconometric model. (2017). Mongeau Ospina, Christian Alexander ; Granville, Brigitte ; Bagnai, Alberto. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:524-538.

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2016On the robustness of persistence in mutual fund performance. (2016). Matallin-Saez, Juan Carlos ; Tortosa-Ausina, Emili ; Soler-Dominguez, Amparo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:36:y:2016:i:c:p:192-231.

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2016Asymmetric causality in-mean and in-variance among equity markets indexes. (2016). . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:36:y:2016:i:c:p:49-68.

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2016Can statistics-based early warning systems detect problem banks before markets?. (2016). Bennett, Sara E ; Thornton, John H ; Kimmel, Randall K. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:190-216.

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2017Testing the Marshall-Lerner condition between the U.S. and other G7 member countries. (2017). Dong, Fang . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:30-40.

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2016Testing financial markets convergence in Central and Eastern Europe: A non-linear single factor model. (2016). Nioi, Mihai ; Pochea, Maria Miruna . In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:2:p:323-334.

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2017The impact of the US on Latin American business cycles: A new approach. (2017). Miles, William . In: Economic Systems. RePEc:eee:ecosys:v:41:y:2017:i:2:p:320-331.

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2016Financial crises and contagion vulnerability of MENA stock markets. (2016). Neaime, Simon. In: Emerging Markets Review. RePEc:eee:ememar:v:27:y:2016:i:c:p:14-35.

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2017Mutual funds and stock market volatility: An empirical analysis of Asian emerging markets. (2017). Qureshi, Fiza ; Gee, Chan Sok ; Ismail, Izlin ; Kutan, Ali M. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:176-192.

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2017Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis. (2017). Uribe, Jorge ; Chuliá, Helena ; Guillen, Montserrat ; Chulia, Helena . In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:32-46.

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2017The kidnapping of Europe: High-order moments transmission between developed and emerging markets. (2017). Perote, Javier ; Mora-Valencia, Andrés ; del Brio, Esther B. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:96-115.

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2016Cross-border constraints, institutional changes and integration of the Dutch–German gas market. (2016). Mulder, Machiel ; Kuper, Gerard. In: Energy Economics. RePEc:eee:eneeco:v:53:y:2016:i:c:p:182-192.

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2016Oil price volatility and stock returns in the G7 economies. (2016). Pérez de Gracia, Fernando ; Molero, Juan Carlos ; Diaz, Elena Maria . In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:417-430.

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2016Oil price uncertainty and the U.S. stock market analysis based on a GARCH-in-mean VAR model. (2016). Alsalman, Zeina . In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:251-260.

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2017Spillovers from the oil sector to the housing market cycle. (2017). Sousa, Ricardo ; Hammoudeh, Shawkat ; Castro, Vitor ; Agnello, Luca . In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:209-220.

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2017Nonparametric panel data model for crude oil and stock market prices in net oil importing countries. (2017). Zhang, Xibin ; Silvapulle, Param ; Fenech, Jean-Pierre ; Smyth, Russell. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:255-267.

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2016The effects of oil price shocks on the economies of the Gulf Co-operation Council countries: Nonlinear analysis. (2016). Nusair, Salah. In: Energy Policy. RePEc:eee:enepol:v:91:y:2016:i:c:p:256-267.

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2017Oil price shocks and Chinas stock market. (2017). Wei, Yanfeng ; Guo, Xiaoying . In: Energy. RePEc:eee:energy:v:140:y:2017:i:p1:p:185-197.

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2016Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures. (2016). Lau, Chi Keung ; Brzeszczynski, Janusz ; Yarovaya, Larisa ; Marco, Chi Keung ; Brzeszczyski, Janusz . In: International Review of Financial Analysis. RePEc:eee:finana:v:43:y:2016:i:c:p:96-114.

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2016Is there a link between politics and stock returns? A literature survey. (2016). Wisniewski, Tomasz Piotr . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:15-23.

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2016Asian financial integration: Global or regional? Evidence from money and bond markets. (2016). Rughoo, Aarti ; You, Kefei . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:419-434.

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2016Volatility spillovers across stock index futures in Asian markets: Evidence from range volatility estimators. (2016). Lau, Chi Keung ; Brzeszczyski, Janusz ; Marco, Chi Keung . In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:158-166.

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2016Testing for herding in the Athens Stock Exchange during the crisis period. (2016). Katsikas, Epameinondas ; Economou, Fotini ; Vickers, Gregory . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:334-341.

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2017Oil price uncertainty and Chinese stock returns: New evidence from the oil volatility index. (2017). Luo, Xingguo ; Qin, Shihua . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:29-34.

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2016Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers. (2016). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef ; Koenda, Even . In: Journal of Financial Markets. RePEc:eee:finmar:v:27:y:2016:i:c:p:55-78.

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2016Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods. (2016). Muradoglu, Yaz ; Mobarek, Asma ; Jun, AI ; Mollah, Sabur. In: Journal of Financial Stability. RePEc:eee:finsta:v:24:y:2016:i:c:p:1-11.

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2016Sovereign CDS spread determinants and spill-over effects during financial crisis: A panel VAR approach. (2016). Spyrou, Spyros ; Galariotis, Emilios C ; Makrichoriti, Panagiota . In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:62-77.

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2017Economic stability under alternative banking systems: Theory and policy. (2017). Krainer, Robert E. In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:107-118.

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2016Dynamic spillovers between Nigerian, South African and international equity markets. (2016). Shuaibu, Mohammed ; Fowowe, Babajide . In: International Economics. RePEc:eee:inteco:v:148:y:2016:i:c:p:59-80.

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2016Equity market contagion during global financial and Eurozone crises: Evidence from a dynamic correlation analysis. (2016). Mollah, Sabur ; Zafirov, Goran . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:151-167.

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2016A half-century diversion of monetary policy? An empirical horse-race to identify the UK variable most likely to deliver the desired nominal GDP growth rate. (2016). Castle, Jennifer ; Ryan-Collins, Josh ; Werner, Richard A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:158-176.

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2017The equity-like behaviour of sovereign bonds. (2017). Dufour, Alfonso ; Varotto, Simone ; Stancu, Andrei . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:25-46.

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2017Financial market implications of monetary policy coincidences: Evidence from the UK and Euro Area government-bond markets. (2017). Arestis, Philip ; Phelps, Peter . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:88-102.

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2017The Copula ADCC-GARCH model can help PIIGS to fly. (2017). del Mar, Maria ; Miralles-Quiros, Jose Luis . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:1-12.

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2017Forecast evaluation tests and negative long-run variance estimates in small samples. (2017). Leybourne, Stephen J ; Whitehouse, Emily J ; Harvey, David I. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:833-847.

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2018MGARCH models: Trade-off between feasibility and flexibility. (2018). Hotta, Luiz K ; Ruiz, Esther ; de Almeida, Daniel . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:45-63.

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2017The EU debt crisis: Testing and revisiting conventional legal doctrine. (2017). DeGrauwe, Paul ; Steinbach, Armin ; Ji, Yuemei ; de Grauwe, Paul . In: International Review of Law and Economics. RePEc:eee:irlaec:v:51:y:2017:i:c:p:29-37.

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2017Which market integration measure?. (2017). Paradiso, Antonio ; Donadelli, Michael ; Billio, Monica ; Riedel, M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:150-174.

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More than 100 citations found, this list is not complete...

Works by Guglielmo Maria Caporale:


YearTitleTypeCited
2014Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour In: African Development Review.
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article1
2014Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour.(2014) In: African Development Review.
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2014Long memory in Angolan macroeconomic series: mean reversion versus explosive behaviour.(2014) In: NCID Working Papers.
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2002Modelling Economic Policy Responses with an Application to the G3 In: Annals of Economics and Statistics.
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article0
2015Testing PPP for the South African Rand/US Dollar Real Exchange Rate at Different Data Frequencies In: African Development Review.
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article0
2004Testing for Seasonal Fractional Roots in German Real Output In: German Economic Review.
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article2
1999 Efficient Estimation of Cointegrating Vectors and Testing for Causality in Vector Autoregressions. In: Journal of Economic Surveys.
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2013Modelling long-run trends and cycles in financial time series data In: Journal of Time Series Analysis.
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2008Modelling Long-Run Trends and Cycles in Financial Time Series Data.(2008) In: CESifo Working Paper Series.
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2012Modelling Long Run Trends and Cycles in Financial Time Series Data.(2012) In: Faculty Working Papers.
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2002Does Inflation Targeting Affect the Trade-Off between Output Gap and Inflation Variability? In: Manchester School.
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2005FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS In: Manchester School.
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article6
2011ARE THE BALTIC COUNTRIES READY TO ADOPT THE EURO? A GENERALIZED PURCHASING POWER PARITY APPROACH In: Manchester School.
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article3
2008Are the Baltic Countries Ready to Adopt the Euro? A Generalised Purchasing Power Parity Approach.(2008) In: CESifo Working Paper Series.
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2013LIQUIDITY RISK, CREDIT RISK AND THE OVERNIGHT INTEREST RATE SPREAD: A STOCHASTIC VOLATILITY MODELLING APPROACH In: Manchester School.
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2010Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach.(2010) In: CESifo Working Paper Series.
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2010Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach.(2010) In: Discussion Papers of DIW Berlin.
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1999 Unit Root Testing Using Covariates: Some Theory and Evidence. In: Oxford Bulletin of Economics and Statistics.
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article12
2007Nonlinearities and Fractional Integration in the US Unemployment Rate In: Oxford Bulletin of Economics and Statistics.
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article38
2006Nonlinearities and fractional integration in the US unemployment rate.(2006) In: Faculty Working Papers.
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2004Non-linearities and fractional integration in the US unemployment rate.(2004) In: HWWA Discussion Papers.
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2005Endogenous Growth Models and Stock Market Development: Evidence from Four Countries In: Review of Development Economics.
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2008Black Market and Official Exchange Rates: Long-run Equilibrium and Short-run Dynamics In: Review of International Economics.
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2006Black Market and Official Exchange Rates: Long-Run Equilibrium and Short-Run Dynamics.(2006) In: CESifo Working Paper Series.
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2011Stock Market Integration between Three CEECs, Russia, and the UK In: Review of International Economics.
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2010Stock Market Integration between three CEECs, Russia and the UK.(2010) In: CESifo Working Paper Series.
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2011EU Banks Rating Assignments: Is There Heterogeneity between New and Old Member Countries? In: Review of International Economics.
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2010EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries?.(2010) In: Discussion Papers of DIW Berlin.
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2011Introduction In: Review of International Economics.
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2013Volatility Spillovers and Contagion from Mature to Emerging Stock Markets In: Review of International Economics.
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2009Volatility Spillovers and Contagion from Mature to Emerging Stock Markets.(2009) In: CESifo Working Paper Series.
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2009Volatility Spillovers and Contagion from Mature to Emerging Stock Markets.(2009) In: Discussion Papers of DIW Berlin.
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2009Volatility spillovers and contagion from mature to emerging stock markets.(2009) In: Working Paper Series.
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2008Volatility Spillovers and Contagion from Mature to Emerging Stock Markets.(2008) In: IMF Working Papers.
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1999Estimating Income and Price Elasticities of Trade in a Cointegration Framework. In: Review of International Economics.
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2015Testing the Marshall–Lerner Condition in Kenya In: South African Journal of Economics.
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2012Testing the Marshall-Lerner Condition in Kenya.(2012) In: Discussion Papers of DIW Berlin.
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2012Testing the Marshall-Lerner condition in Kenya.(2012) In: NCID Working Papers.
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2001Money, Credit and Spending: Drawing Causal Inferences. In: Scottish Journal of Political Economy.
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2014Time-Varying Spot and Futures Oil Price Dynamics In: Scottish Journal of Political Economy.
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2010Time-Varying Spot and Futures Oil Price Dynamics.(2010) In: CESifo Working Paper Series.
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2010Time-Varying Spot and Futures Oil Price Dynamics.(2010) In: Discussion Papers of DIW Berlin.
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2010Time-varying spot and futures oil price dynamics.(2010) In: Quaderni del Dipartimento di Economia, Finanza e Statistica.
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2016Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB In: Research Discussion Papers.
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2016Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB.(2016) In: CESifo Working Paper Series.
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2016Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB.(2016) In: Discussion Papers of DIW Berlin.
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2012Banking Consolidation in Nigeria In: CEsA Working Papers.
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2016Testing unemployment theories: A multivariate long memory approach In: Journal of Applied Economics.
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2013Testing Unemployment Theories: A Multivariate Long Memory Approach.(2013) In: Discussion Papers of DIW Berlin.
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2014Testing Unemployment Theories: A Multivariate Long Memory Approach.(2014) In: CESifo Working Paper Series.
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2006Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates In: CESifo Working Paper Series.
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2006Cointegration Tests of PPP: Do they also Exhibit Erratic Behaviour? In: CESifo Working Paper Series.
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2009Cointegration tests of PPP: do they also exhibit erratic behaviour?.(2009) In: Applied Economics Letters.
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2006The Euro and Inflation Uncertainty in the European Monetary Union In: CESifo Working Paper Series.
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2009The Euro and inflation uncertainty in the European Monetary Union.(2009) In: Journal of International Money and Finance.
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2007The Euro and Inflation Uncertainty in the European Monetary Union.(2007) In: CELPE Discussion Papers.
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2007A Multivariate Long-Memory Model with Structural Breaks In: CESifo Working Paper Series.
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2007Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks In: CESifo Working Paper Series.
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paper4
2007Long Run and Cyclical Dynamics in the US Stock Market In: CESifo Working Paper Series.
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2004Long-run and Cyclical Dynamics in the US Stock Market.(2004) In: Econometric Society 2004 Latin American Meetings.
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2004Long-run and Cyclical Dynamics in the US Stock Market.(2004) In: Economics Series.
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2014Long‐Run and Cyclical Dynamics in the US Stock Market.(2014) In: Journal of Forecasting.
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2007Identification of Segments of European Banks with a Latent Class Frontier Model In: CESifo Working Paper Series.
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2007Income and Happiness across Europe: Do Reference Values Matter? In: CESifo Working Paper Series.
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2009Income and happiness across Europe: Do reference values matter?.(2009) In: Journal of Economic Psychology.
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2008Fiscal Shocks and Real Exchange Rate Dynamics: Some Evidence for Latin America In: CESifo Working Paper Series.
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2011Fiscal shocks and real exchange rate dynamics: Some evidence for Latin America.(2011) In: Journal of International Money and Finance.
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2008Using Chebyshev Polynomials to Approximate Partial Differential Equations In: CESifo Working Paper Series.
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2010Using Chebyshev Polynomials to Approximate Partial Differential Equations.(2010) In: Computational Economics.
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2008On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries In: CESifo Working Paper Series.
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2008On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries.(2008) In: Post-Print.
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2008On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries.(2008) In: IZA Discussion Papers.
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2009On the bilateral trade effects of free trade agreements between the EU-15 and the CEEC-4 countries.(2009) In: Review of World Economics (Weltwirtschaftliches Archiv).
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2009On the bilateral trade effects of free trade agreements between the EU-15 and the CEEC-4 countries.(2009) In: Review of World Economics (Weltwirtschaftliches Archiv).
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2008Financial Contagion: Evolutionary Optimisation of a Multinational Agent-Based Model In: CESifo Working Paper Series.
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2009Selectivity, Market Timing and the Morningstar Star-Rating System In: CESifo Working Paper Series.
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2009Selectivity, Market Timing and the Morningstar Star-Rating System.(2009) In: Discussion Papers of DIW Berlin.
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2009Rating Assignments: Lessons from International Banks In: CESifo Working Paper Series.
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paper7
2009Rating Assignments: Lessons from International Banks.(2009) In: Discussion Papers of DIW Berlin.
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2012Ratings assignments: Lessons from international banks.(2012) In: Journal of International Money and Finance.
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2009Multi-Factor Gegenbauer Processes and European Inflation Rates In: CESifo Working Paper Series.
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paper4
2009Multi-Factor Gegenbauer Processes and European Inflation Rates.(2009) In: Discussion Papers of DIW Berlin.
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2011Multi-Factor Gegenbauer Processes and European Inflation Rates.(2011) In: Journal of Economic Integration.
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2009Long Memory in US Real Output per Capita In: CESifo Working Paper Series.
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paper6
2009Long Memory in US Real Output per Capita.(2009) In: Discussion Papers of DIW Berlin.
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2013Long memory in US real output per capita.(2013) In: Empirical Economics.
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2009Inflation and Inflation Uncertainty in the Euro Area In: CESifo Working Paper Series.
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2009Inflation and Inflation Uncertainty in the Euro Area.(2009) In: Discussion Papers of DIW Berlin.
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2010Inflation and inflation uncertainty in the euro area.(2010) In: Working Paper Series.
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2002Inflation and Inflation Uncertainty in the Euro Area.(2002) In: EcoMod2010.
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2012Inflation and inflation uncertainty in the euro area.(2012) In: Empirical Economics.
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2009Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-mean Analysis In: CESifo Working Paper Series.
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2009Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-Mean Analysis.(2009) In: Discussion Papers of DIW Berlin.
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2010Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis.(2010) In: Emerging Markets Review.
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2009International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence In: CESifo Working Paper Series.
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2009International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence.(2009) In: IZA Discussion Papers.
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2011International financial integration and real exchange rate long-run dynamics in emerging countries: Some panel evidence.(2011) In: The Journal of International Trade & Economic Development.
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2009Testing for Convergence in Stock Markets: A Non-Linear Factor Approach In: CESifo Working Paper Series.
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2010Price Formation on the EuroMTS Platform.(2010) In: Discussion Papers of DIW Berlin.
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2011Price formation on the EuroMTS platform.(2011) In: Applied Economics Letters.
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2010US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis In: CESifo Working Paper Series.
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2011US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis.(2011) In: Faculty Working Papers.
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2010The Weekly Structure of US Stock Prices In: CESifo Working Paper Series.
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2010The Weekly Structure of US Stock Prices.(2010) In: Discussion Papers of DIW Berlin.
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2011The weekly structure of US stock prices.(2011) In: Applied Financial Economics.
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2010Determinants of Pollution Abatement and Control Expenditure in Romania: A Multilevel Analysis In: CESifo Working Paper Series.
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2010Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market In: CESifo Working Paper Series.
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2010Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market.(2010) In: Discussion Papers of DIW Berlin.
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2012Quoted spreads and trade imbalance dynamics in the European Treasury bond market.(2012) In: The Quarterly Review of Economics and Finance.
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2011Europe Agreements and Trade Balance: Evidence from Four New EU Members In: CESifo Working Paper Series.
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2011Europe Agreements and Trade Balance: Evidence form Four New EU Members.(2011) In: IZA Discussion Papers.
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2011The Euro Changeover and Price Adjustments in Italy In: CESifo Working Paper Series.
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2011The Euro Changeover and Price Adjustments in Italy.(2011) In: Discussion Papers of DIW Berlin.
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2012The euro changeover and price adjustments in Italy.(2012) In: Applied Economics Letters.
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2011Fractional Integration and Cointegration in US Financial Time Series Data In: CESifo Working Paper Series.
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2011Fractional Integration and Cointegration in US Financial Time Series Data.(2011) In: Discussion Papers of DIW Berlin.
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2014Fractional integration and cointegration in US financial time series data.(2014) In: Empirical Economics.
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2012Fractional Integration and Cointegration in US Financial Time Series Data.(2012) In: Faculty Working Papers.
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2011Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System.(2011) In: Discussion Papers of DIW Berlin.
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