Guglielmo Maria Caporale : Citation Profile


Are you Guglielmo Maria Caporale?

Brunel University

23

H index

58

i10 index

2068

Citations

RESEARCH PRODUCTION:

200

Articles

277

Papers

2

Chapters

RESEARCH ACTIVITY:

   27 years (1992 - 2019). See details.
   Cites by year: 76
   Journals where Guglielmo Maria Caporale has often published
   Relations with other researchers
   Recent citing documents: 389.    Total self citations: 134 (6.09 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca1139
   Updated: 2019-10-06    RAS profile: 2019-07-08    
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Relations with other researchers


Works with:

Gil-Alana, Luis (79)

Spagnolo, Nicola (35)

Plastun, Alex (29)

Menla Ali, Faek (14)

Girardi, Alessandro (10)

Carcel, Hector (9)

Di Colli, Stefano (6)

Helmi, Mohamad (6)

Makarenko, Inna (5)

catik, nazif (5)

GUPTA, RANGAN (4)

Sousa, Ricardo (4)

de santis, roberta (4)

Rault, Christophe (4)

Cuñado, Juncal (3)

BABALOS, VASSILIOS (3)

Agnello, Luca (3)

Alessi, Matteo (3)

Lovcha, Yuliya (3)

Donadelli, Michael (3)

Hunter, John (3)

cerrato, mario (3)

Beirne, John (2)

Skare, Marinko (2)

Lodh, Suman (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 (63)

GUPTA, RANGAN (50)

Miller, Stephen (19)

Bahmani-Oskooee, Mohsen (18)

tansel, aysıt (15)

Ozdemir, Zeynel (15)

Rigobon, Roberto (14)

Panopoulou, Ekaterini (13)

Apergis, Nicholas (12)

Tiwari, Aviral (12)

Cuestas, Juan (12)

Cites to:

Gil-Alana, Luis (151)

Granger, Clive (75)

Phillips, Peter (69)

Engle, Robert (58)

Diebold, Francis (53)

Perron, Pierre (48)

Robinson, Peter (47)

Johansen, Soren (46)

Taylor, Mark (38)

Campbell, John (38)

Rogoff, Kenneth (35)

Main data


Where Guglielmo Maria Caporale has published?


Journals with more than one article published# docs
Applied Economics Letters11
Journal of International Money and Finance10
Economic Modelling8
Applied Financial Economics8
Research in International Business and Finance8
National Institute Economic Review7
Empirical Economics6
Review of International Economics6
International Journal of Finance & Economics6
Journal of Economics and Finance5
Empirica5
Review of World Economics (Weltwirtschaftliches Archiv)5
Journal of Economic Integration5
International Review of Financial Analysis4
Computational Economics4
Manchester School4
Finance Research Letters4
International Journal of Finance & Economics4
Economics Letters3
Journal of Policy Modeling3
Review of Financial Economics3
Scottish Journal of Political Economy2
Applied Economics2
The Journal of International Trade & Economic Development2
Journal of Economic Development2
The Quarterly Review of Economics and Finance2
Journal of International Development2
Zagreb International Review of Economics and Business2
Bulletin of Economic Research2
Applied Financial Economics Letters2
Economics Bulletin2
Journal of Banking & Finance2
The European Journal of Finance2
Journal of Macroeconomics2
Oxford Bulletin of Economics and Statistics2
China Economic Review2
Review of Development Economics2
South African Journal of Economics2
African Development Review2
Revista de Economa del Rosario2
Journal of Applied Statistics2
Journal of International Financial Markets, Institutions and Money2
International Economics2
International Economics2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo Group Munich113
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research91
IZA Discussion Papers / Institute of Labor Economics (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
Working Paper Series / European Central Bank2
MPRA Paper / University Library of Munich, Germany2
EcoMod2010 / EcoMod2

Recent works citing Guglielmo Maria Caporale (2019 and 2018)


YearTitle of citing document
2018Transition from the Taylor rule to the zero lower bound. (2018). Teräsvirta, Timo ; Terasvirta, Timo ; Silvennoinen, Annastiina ; Johnson, Nicholas ; Hurn, Stan. In: CREATES Research Papers. RePEc:aah:create:2018-31.

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2019Governance and Domestic Investment in Africa. (2019). Iheonu, Chimere. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/002.

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2019Governance and Domestic Investment in Africa. (2019). Iheonu, Chimere O. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/001.

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2018Return, shock and volatility spillovers between the bond markets of Turkey and developed countries. (2018). Bayraci, Seluk. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(616):y:2018:i:3(616):p:135-144.

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2018A Model of Grains Prices with Application to the Impact of Biofuels. (2018). Gilbert, Christopher L. In: 92nd Annual Conference, April 16-18, 2018, Warwick University, Coventry, UK. RePEc:ags:aesc18:273492.

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2018The Bayesian MS-GARCH model and Value-at-Risk in South African agricultural commodity price markets. (2018). Shiferaw, Y. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:275991.

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2018International interdependence between cash crop and staple food futures price indices: A wavelet-BEKK-GARCH assessment. (2018). Heckelei, T ; Grosche, S ; Amrouk, E M. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277376.

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2017Long memory features and relationship stability of Asia-Pacific currencies against USD. (2017). Sankarkumar, Amirdha Vasani ; Sigo, Marxia Oli ; Maniam, Balasundram ; Selvam, Murugesan. In: Business and Economic Horizons (BEH). RePEc:ags:pdcbeh:264628.

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2017Exchange rate volatility and financial performance of agriculture firms in Malaysia: An empirical analysis using GARCH, wavelet and system GMM. (2017). Reaz, MD ; Saad, Abu ; Sahabuddin, Mohammad ; Dahir, Ahmed Mohamed ; Mahat, Fauziah. In: Business and Economic Horizons (BEH). RePEc:ags:pdcbeh:264708.

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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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2017An analysis of the interdependence between cash crop and staple food futures prices. (2017). Heckelei, Thomas ; Grosche, Stephanie-Carolin ; Mamoun, EL. In: Discussion Papers. RePEc:ags:ubfred:265665.

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2019Multivariate Fractional Components Analysis. (2018). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09149.

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2019Market efficiency, liquidity, and multifractality of Bitcoin: A dynamic study. (2019). Adachi, Takanori ; Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:1902.09253.

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2019On the Co-movement of Crude, Gold Prices and Stock Index in Indian Market. (2019). Dutta, Prof Karabi ; Sen, Abhibasu. In: Papers. RePEc:arx:papers:1904.05317.

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2019A Comparison of the Economic Volatility Spillover Effect of Hong Kong with China and USA. (2019). , Eric. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:824-835.

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2017BEYOND BITCOIN AND CASH: DO WE LIKE A CENTRAL BANK DIGITAL CURRENCY? A FINANCIAL AND POLITICAL ECONOMICS APPROACH. (2017). masciandaro, donato ; Cillo, Alessandra ; Caselli, Stefano ; Borgonovo, Emanuele. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1765.

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2018BETWEEN CASH, DEPOSIT AND BITCOIN: WOULD WE LIKE A CENTRAL BANK DIGITAL CURRENCY? MONEY DEMAND AND EXPERIMENTAL ECONOMICS. (2018). masciandaro, donato ; Cillo, Alessandra ; Caselli, Stefano ; Borgonovo, Emanuele. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1875.

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2018Cryptocurrencies, central bank digital cash, traditional money: does privacy matter?. (2018). Cillo, Alessandra ; Rabitti, Giovanno ; Masciandaro, Donato ; Caselli, Stefano ; Borgonovo, Emanuele. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1895.

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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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2019The impact of China on Latin America: trade and foreign direct investment channels. (2019). Timini, Jacopo ; Sanchez-Albornoz, Ayman El-Dahrawy. In: Economic Bulletin. RePEc:bde:journl:y:2019:i:6:d:aa:n:14.

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2018Chinese exports and non-tariff measures: testing for heterogeneous effects at the product level. (2018). Timini, Jacopo ; Conesa, Marina. In: Working Papers. RePEc:bde:wpaper:1830.

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2018Macroeconomic and distributional effects of globalisation. (2018). Monetary, Saudi Arabian . In: BIS Papers chapters. RePEc:bis:bisbpc:100-20.

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2017South-South Trade and Geographical Diversification of Intra-SSA Trade: Evidence from BRICs. (2017). Didier, Laurent. In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:2:p:139-154.

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2018Central Bank Digital Cash and Cryptocurrencies: Insights from a New Baumol–Friedman Demand for Money. (2018). masciandaro, donato. In: Australian Economic Review. RePEc:bla:ausecr:v:51:y:2018:i:4:p:540-550.

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2018EUROPEAN CENTRAL BANK FOOTPRINTS ON INFLATION FORECAST UNCERTAINTY. (2018). Makarova, Svetlana . In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:1:p:637-652.

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2018What drives youth unemployment in Europe? Economic vs non‐economic determinants. (2018). Tomić, Iva. In: International Labour Review. RePEc:bla:intlab:v:157:y:2018:i:3:p:379-408.

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2019Has the 2008 financial crisis and its aftermath changed the impact of inflation on inflation uncertainty in member states of the european monetary union?. (2019). Nonejad, Nima. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:66:y:2019:i:2:p:246-276.

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2017Was it different the second time? An empirical analysis of contagion during the crises in Greece 2009–15. (2017). Pentecost, Eric ; Willett, Thomas ; Du, Wenti ; Bird, Graham. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:12:p:2530-2542.

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2018Structural breaks, dynamic correlations, and hedge and safe havens for stock and foreign exchange markets in Greater China. (2018). Dong, Xiyong ; Yoon, Seongmin. In: The World Economy. RePEc:bla:worlde:v:41:y:2018:i:10:p:2783-2803.

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2018Oil Prices and GCC Stock Markets: New Evidence from Smooth Transition Models. (2018). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Ben Naceur, Sami ; Kanaan, Oussama ; Bennaceur, Sami . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7072.

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2018Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis. (2018). Kočenda, Evžen ; Moravcova, Michala. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7239.

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2017Young People in Crisis Times: Comparative Evidence and Policies. (2017). Signorelli, Marcello ; Marelli, Enrico ; Marcello, Signorelli . In: CESifo Forum. RePEc:ces:ifofor:v:18:y:2017:i:2:p:19-25.

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2019COMPARISON IS THE THIEF OF JOY. DOES SOCIAL COMPARISON AFFECT MIGRANTS’ SUBJECTIVE WELL-BEING?. (2019). venturini, alessandra ; Vignoli, Daniele ; Stranges, Manuela. In: Working Papers. RePEc:clb:wpaper:201906.

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2019Volatility in the Cryptocurrency Market. (2019). Serletis, Apostolos ; Liu, Jinan . In: Working Papers. RePEc:clg:wpaper:2019-09.

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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 ; CIOCIANO, elvira ; Caroleo, Floro ; Floro Ernesto Caroleo , . In: Discussion Papers. RePEc:crj:dpaper:1_2017.

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2018A Critical Appraisal of Studies Analyzing Co-movement of International Stock Markets. (2018). Kiviet, Jan ; Chen, Zhenxi. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2018:v:19:i:1:kiviet:chen.

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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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2019Exchange Rates, Foreign Currency Exposure and Sovereign Risk. (2019). Bernoth, Kerstin ; Herwartz, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1792.

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2018The regional pricing of risk: An empirical investigation of the MENA Region. (2018). Kablan, Akassi ; Belanes, Amel ; Khaled, Khaled. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00990.

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2018Role of Energy on Economy The Case of Micro to Macro Level Analysis. (2018). Sarwar, Suleman ; Khalid, Muqaddas ; Amir, Mehnoor ; Waheed, Rida. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-01019.

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2018The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin. (2018). Roubaud, David ; Bouri, Elie ; Elie, Bouri ; Al-Khazali, Osamah. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00024.

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2019Strategic direction re-evaluation of bank ratings in Brazil. (2019). Lima, Fabiano Guasti ; Domeneghetti, Valdir. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-01030.

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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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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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2017Financial Markets Integration: Appraising the Developed and Emerging Markets Nexus. (2017). Onakoya, Adegbemi Babatunde ; Seyingbo, Adedotun Victor . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-82.

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2017Inflation and Inflation Uncertainty Nexus in Kuwait: A GARCH Modeling Approach. (2017). , Tariq ; Saleh, Mohammad H. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-05-24.

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2017DIS Union of the Core and the Periphery. (2017). Velickovski, Igor ; Stojkov, Aleksandar ; Rajkovic, Ivana . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-06-21.

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2018Exchange Rate and Turkish Tourism Trade. (2018). Citak, Ferhat. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-04-26.

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2018Identifying Spillover Effect & Bubble in Bangladeshi Asset Markets: An Analysis of Stock Market and Real Estate. (2018). Rahman, Sisili ; Farah, Tazrina ; Das, Biplab. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-06-11.

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2019Stock Market Reaction to Terrorist Attacks and Political Uncertainty: Empirical Evidence from the Tunisian Stock Exchange. (2019). Talbi, Mariem ; ben Moussa, Fatma. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-03-4.

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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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2019Kýrýlgan Beþli Ülkelerde Hisse Senedi Piyasasý Geliþimi ve Ekonomik Büyüme Ýliþkisi. (2019). Helhel, Yeim. In: Isletme ve Iktisat Calismalari Dergisi. RePEc:eco:journ4:2019-01-2.

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2018Financial risk network architecture of energy firms. (2018). Uribe, Jorge ; Manotas, Diego ; Restrepo, Natalia . In: Applied Energy. RePEc:eee:appene:v:215:y:2018:i:c:p:630-642.

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2018New DCC analyses of return transmission, volatility spillovers, and optimal hedging among oil futures and oil equities in oil-producing countries. (2018). Tsuji, Chikashi. In: Applied Energy. RePEc:eee:appene:v:229:y:2018:i:c:p:1202-1217.

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2018Subjective well-being in China, 2005–2010: The role of relative income, gender, and location. (2018). Asadullah, M ; Yeoh, Emile ; Xiao, Saizi. In: China Economic Review. RePEc:eee:chieco:v:48:y:2018:i:c:p:83-101.

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2018Renminbi exchange rate assessment and competitors exports: New perspective. (2018). Lee, Chien-Chiang ; Zeng, Jhih-Hong ; Chen, Pei-Fen. In: China Economic Review. RePEc:eee:chieco:v:50:y:2018:i:c:p:187-205.

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2018Financial inclusion and poverty: The role of relative income. (2018). Li, Linyang. In: China Economic Review. RePEc:eee:chieco:v:52:y:2018:i:c:p:165-191.

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2019At the roots of Chinas striking performance in textile exports: A comparison with its main Asian competitors. (2019). Bianchi, Carluccio ; Baiardi, Donatella. In: China Economic Review. RePEc:eee:chieco:v:54:y:2019:i:c:p:367-389.

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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 ; 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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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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2017Regional spillovers across transitioning emerging and frontier equity markets: A multi-time scale wavelet analysis. (2017). Masih, Abul ; Dewandaru, Ginanjar. In: Economic Modelling. RePEc:eee:ecmode:v:65:y:2017:i:c:p:30-40.

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2017Ratings based Inference and Credit Risk: Detecting likely-to-fail Banks with the PC-Mahalanobis Method. (2017). Pompella, Maurizio ; Dicanio, Antonio. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:34-44.

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2018International risk transmission of stock market movements. (2018). Shen, Yifan. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:220-236.

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2018Assessing the gains and vulnerability of free trade: A counterfactual analysis of Macau. (2018). Yin, Hua ; Zhang, Lin ; Du, Zaichao. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:147-158.

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2018International stock market contagion: A CEEMDAN wavelet analysis. (2018). Zhou, Zhongbao ; Li, Shuxian ; Lin, Ling. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:333-352.

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2018Return transmission and asymmetric volatility spillovers between oil futures and oil equities: New DCC-MEGARCH analyses. (2018). Tsuji, Chikashi. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:167-185.

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2018Chinas increasing global influence: Changes in international growth linkages. (2018). Bataa, Erdenebat ; Sensier, Marianne ; Osborn, Denise R. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:194-206.

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2019Unemployment dynamics in emerging countries: Monetary policy and external shocks. (2019). Horvath, Jaroslav ; Zhong, Jiansheng. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:31-49.

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2019Return spillovers around the globe: A network approach. (2019). Baumohl, Eduard ; Vrost, Toma ; Lyocsa, Tefan. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:133-146.

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2019Impacts of Chinas crash on Asia-Pacific financial integration: Volatility interdependence, information transmission and market co-movement. (2019). Huo, Rui ; Ahmed, Abdullahi D. In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:28-46.

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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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2018Switches in price discovery: Are U.S. traders more qualified in making valuations?. (2018). Qadan, Mahmoud. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:221-234.

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2018The adjustment of bank ratings in the financial crisis: International evidence. (2018). Salvador, Carlos ; Pastor, Jose Manuel ; de Guevara, Juan Fernandez. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:289-313.

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2018Volatility spillovers among the U.S. and Asian stock markets: A comparison between the periods of Asian currency crisis and subprime credit crisis. (2018). Lien, Donald ; Zhang, Yuyin ; Yang, LI ; Lee, Geul. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:187-201.

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2018Exchange rate pass-through at the individual product level: Implications for financial market integration. (2018). Po, Kai ; Yoshimi, Taiyo ; Satoh, Eiji. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:261-271.

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2019Does the Malaysian Sovereign sukuk market offer portfolio diversification opportunities for global fixed-income investors? Evidence from wavelet coherence and multivariate-GARCH analyses. (2019). SAITI, BURHAN ; Mat, Gairuzazmi Bin ; Rahman, Maya Puspa ; Bhuiyan, Rubaiyat Ahsan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:675-687.

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2018Adaptive market hypothesis and evolving predictability of bitcoin. (2018). Khuntia, Sashikanta ; Pattanayak, J K. In: Economics Letters. RePEc:eee:ecolet:v:167:y:2018:i:c:p:26-28.

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2019Does twitter predict Bitcoin?. (2019). Shen, Dehua ; Wang, Pengfei ; Urquhart, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:118-122.

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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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2018Oil price shocks and unemployment in Central and Eastern Europe. (2018). Gil-Alana, Luis ; Cuestas, Juan. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:1:p:164-173.

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2018Intraday effect of news on emerging European forex markets: An event study analysis. (2018). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:4:p:597-615.

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2017Mutual funds and stock market volatility: An empirical analysis of Asian emerging markets. (2017). Kutan, Ali ; Chan, Sok-Gee ; Gee, Chan Sok ; Ismail, Izlin ; Qureshi, Fiza. 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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2017Economic policy uncertainty and cash holdings: Evidence from BRIC countries. (2017). Demir, Ender ; Ersan, Oguz. In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:189-200.

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2018Local currency systemic risk. (2018). Borri, Nicola. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:111-123.

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2018A tripartite inquiry into volatility-efficiency-integration nexus - case of emerging markets. (2018). Rizvi, Syed Aun R. ; Alam, Nafis ; Arshad, Shaista ; Aun, Syed . In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:143-161.

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2018Volatility and shock interactions and risk management implications: Evidence from the U.S. and frontier markets. (2018). Ngene, Geoffrey ; Mungai, Ann N ; Post, Jordin A. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:181-198.

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2017Spillovers from the oil sector to the housing market cycle. (2017). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca ; Hammoudeh, Shawkat. 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). Smyth, Russell ; Zhang, Xibin ; Silvapulle, Param ; Fenech, Jean-Pierre. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:255-267.

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2017Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression. (2017). You, Wanhai ; Tang, Yong ; Zhu, Huiming ; Guo, Yawei. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:1-18.

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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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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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2004Non-Linearities and Fractional Integration in the US Unemployment Rate In: Discussion Paper Series.
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paper47
2007Nonlinearities and Fractional Integration in the US Unemployment Rate.(2007) In: Oxford Bulletin of Economics and Statistics.
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article
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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paper
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
1994The Measurement of Productivity and Market Structure in the UK. In: Bulletin of Economic Research.
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article0
2017HOW DO FISCAL CONSOLIDATION AND FISCAL STIMULI IMPACT ON THE SYNCHRONIZATION OF BUSINESS CYCLES? In: Bulletin of Economic Research.
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article1
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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article54
2013Modelling long-run trends and cycles in financial time series data In: Journal of Time Series Analysis.
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article2
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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article9
2011ARE THE BALTIC COUNTRIES READY TO ADOPT THE EURO? A GENERALIZED PURCHASING POWER PARITY APPROACH In: Manchester School.
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article4
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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article4
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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article13
2018Competitive devaluations in commodity†based economies: Colombia and the Pacific Alliance Group In: Review of Development Economics.
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2005Endogenous Growth Models and Stock Market Development: Evidence from Four Countries In: Review of Development Economics.
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article22
2008Black Market and Official Exchange Rates: Long-run Equilibrium and Short-run Dynamics In: Review of International Economics.
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article4
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: CESifo Working Paper Series.
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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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paper
1999Estimating Income and Price Elasticities of Trade in a Cointegration Framework. In: Review of International Economics.
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article56
2015Testing the Marshall–Lerner Condition in Kenya In: South African Journal of Economics.
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article2
2012Testing the Marshall-Lerner Condition in Kenya.(2012) In: Discussion Papers of DIW Berlin.
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paper
2012Testing the Marshall-Lerner condition in Kenya.(2012) In: NCID Working Papers.
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2018Unemployment in Africa: A Fractional Integration Approach In: South African Journal of Economics.
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article1
2001Money, Credit and Spending: Drawing Causal Inferences. In: Scottish Journal of Political Economy.
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article19
2014Time-Varying Spot and Futures Oil Price Dynamics In: Scottish Journal of Political Economy.
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article14
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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2018Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB.(2018) In: Research in International Business and Finance.
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2012Banking Consolidation in Nigeria In: CEsA Working Papers.
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paper1
2016Testing unemployment theories: A multivariate long memory approach In: Journal of Applied Economics.
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article3
2014Testing Unemployment Theories: A Multivariate Long Memory Approach.(2014) In: CESifo Working Paper Series.
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2013Testing Unemployment Theories: A Multivariate Long Memory Approach.(2013) In: Discussion Papers of DIW Berlin.
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2006Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates In: CESifo Working Paper Series.
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paper1
2006Cointegration Tests of PPP: Do they also Exhibit Erratic Behaviour? In: CESifo Working Paper Series.
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paper1
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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paper
2007A Multivariate Long-Memory Model with Structural Breaks In: CESifo Working Paper Series.
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paper1
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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paper0
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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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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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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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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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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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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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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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: Discussion Papers of DIW Berlin.
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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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2009Testing for Convergence in Stock Markets: A Non-linear Factor Approach.(2009) In: Discussion Papers of DIW Berlin.
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2010Price Formation on the EuroMTS Platform 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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2010US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis.(2010) In: Discussion Papers of DIW Berlin.
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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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2011Employment Growth, Inflation and Output Growth: Was Phillips Right? Evidence from a Dynamic Panel In: CESifo Working Paper Series.
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2011Employment Growth, Inflation and Output Growth: Was Phillips Right?: Evidence from a Dynamic Panel.(2011) In: Discussion Papers of DIW Berlin.
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2011Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System In: CESifo Working Paper Series.
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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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2013Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system.(2013) In: Journal of Banking & Finance.
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2011Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets In: CESifo Working Paper Series.
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2011Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets.(2011) In: Discussion Papers of DIW Berlin.
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2011Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets.(2011) In: NIPE Working Papers.
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2011Are Stock and Housing Returns Complements or Substitutes? Evidence from OECD Countries In: CESifo Working Paper Series.
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2011Are Stock and Housing Returns Complements or Substitutes?: Evidence from OECD Countries.(2011) In: Discussion Papers of DIW Berlin.
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2011Are Stock and Housing Returns Complements or Substitutes? Evidence from OECD Countries.(2011) In: NIPE Working Papers.
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2011Persistence and Cyclical Dependence in the Monthly Euribor Rate In: CESifo Working Paper Series.
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2011Persistence and Cyclical Dependence in the Monthly Euribor Rate.(2011) In: Discussion Papers of DIW Berlin.
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2016Persistence and cyclical dependence in the monthly euribor rate.(2016) In: Journal of Economics and Finance.
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2011Fiscal Spillovers in the Euro Area In: CESifo Working Paper Series.
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2012Persistence and Cycles in US Hours Worked In: CESifo Working Paper Series.
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2012Persistence and Cycles in US Hours Worked.(2012) In: Discussion Papers of DIW Berlin.
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2012Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal In: CESifo Working Paper Series.
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2013Re-examining the decline in the US saving rate: The impact of mortgage equity withdrawal.(2013) In: Journal of International Financial Markets, Institutions and Money.
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2012Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal.(2012) In: Discussion Papers of DIW Berlin.
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2012Environmental Regulation and Competitiveness: Evidence from Romania In: CESifo Working Paper Series.
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2012Environmental Regulation and Competitiveness: Evidence from Romania.(2012) In: Ecological Economics.
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2010Environmental Regulation and Competitiveness: Evidence from Romania.(2010) In: IZA Discussion Papers.
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2010Environmental Regulation and Competitiveness: Evidence from Romania.(2010) In: William Davidson Institute Working Papers Series.
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2012Long Memory in German Energy Price Indices In: CESifo Working Paper Series.
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2012Long Memory in German Energy Price Indices.(2012) In: Discussion Papers of DIW Berlin.
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2012Persistence in Youth Unemployment In: CESifo Working Paper Series.
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2012Business Cycles, International Trade and Capital Flows: Evidence from Latin America In: CESifo Working Paper Series.
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2012Business Cycles, International Trade and Capital Flows: Evidence from Latin America.(2012) In: Discussion Papers of DIW Berlin.
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2016Business cycles, international trade and capital flows: evidence from Latin America.(2016) In: Empirical Economics.
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2012Persistence and Cycles in the US Federal Funds Rate In: CESifo Working Paper Series.
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2017Persistence and cycles in the us federal funds rate.(2017) In: International Review of Financial Analysis.
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2013Trade Intensity and Output Synchronisation: On the Endogeneity Properties of EMU In: CESifo Working Paper Series.
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2013Trade Intensity and Output Synchronisation: On the Endogeneity Properties of EMU.(2013) In: Discussion Papers of DIW Berlin.
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2013TRADE INTENSITY AND OUTPUT SYNCHRONISATION: ON THE ENDOGENEITY PROPERTIES OF EMU.(2013) In: Working Papers LuissLab.
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2013On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010.(2013) In: Discussion Papers of DIW Berlin.
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2014On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010.(2014) In: International Review of Financial Analysis.
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2013Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate In: CESifo Working Paper Series.
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2013Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate.(2013) In: Discussion Papers of DIW Berlin.
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2013Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate.(2013) In: International Review of Financial Analysis.
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2013Exchange Rate Uncertainty and International Portfolio Flows In: CESifo Working Paper Series.
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2013Fiscal Adjustment and Business Cycle Synchronization.(2013) In: Discussion Papers of DIW Berlin.
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2014Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach.(2014) In: Discussion Papers of DIW Berlin.
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2016Macro news and stock returns in the Euro area: A VAR-GARCH-in-mean analysis.(2016) In: International Review of Financial Analysis.
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2014Macro News and Bond Yield Spreads in the Euro Area In: CESifo Working Paper Series.
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2015Trade flows and trade specialisation: The case of China.(2015) In: China Economic Review.
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