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~isPartOf:"Department of Economics discussion paper / Department of Economics, The University of Birmingham"
~isPartOf:"Review of international economics"
~person:"Caporale, Guglielmo Maria"
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Cointegration
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Caporale, Guglielmo Maria
Ford, James L.
27
Sinclair, Peter J. N.
27
Kemp, Murray C.
23
Beladi, Hamid
20
Aizenman, Joshua
18
Long, Ngo Van
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
Review of international economics
Economics and finance working paper series
178
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26
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Applied financial economics
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ECONIS (ZBW)
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OLC EcoSci
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1
A sequential test for structural breaks in the causal linkages between the G7 short-term interest rates
Barassi, Marco R.
;
Caporale, Guglielmo Maria
;
Hall, …
-
2004
Persistent link: https://www.econbiz.de/10002086248
Saved in:
2
Volatility spillovers and contagion from mature to emerging stock markets
Beirne, John
;
Caporale, Guglielmo Maria
; …
- In:
Review of international economics
21
(
2013
)
5
,
pp. 1060-1075
Persistent link: https://www.econbiz.de/10010249056
Saved in:
3
Interest rate linkages : identifying structural relations
Barassi, Marco R.
;
Caporale, Guglielmo Maria
;
Hall, …
-
2001
Persistent link: https://www.econbiz.de/10001626093
Saved in:
4
Interest rate linkages : a Kalman filter approach to detecting structural change
Barassi, Marco R.
;
Caporale, Guglielmo Maria
;
Hall, …
-
2001
Persistent link: https://www.econbiz.de/10001626094
Saved in:
5
Testing for changes in the long-run causal structure of cointegrated vector autoregressions
Barassi, Marco R.
;
Caporale, Guglielmo Maria
;
Hall, …
-
2001
Persistent link: https://www.econbiz.de/10001626097
Saved in:
6
EU banks rating assignments : is there heterogeneity between new and old member countries?
Caporale, Guglielmo Maria
;
Matousek, Roman
;
Stewart, Chris
- In:
Review of international economics
19
(
2011
)
1
,
pp. 189-206
Persistent link: https://www.econbiz.de/10009127579
Saved in:
7
Stock market integration between three CEECs, Russia, and the UK
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
- In:
Review of international economics
19
(
2011
)
1
,
pp. 158-169
Persistent link: https://www.econbiz.de/10009127584
Saved in:
8
20 years of transition in Central and Eastern Europe : money, banking and financial markets
Caporale, Guglielmo Maria
;
Matousek, Roman
- In:
Review of international economics
19
(
2011
)
1
,
pp. 46-48
Persistent link: https://www.econbiz.de/10009127605
Saved in:
9
EU Banks Rating Assignments: Is There Heterogeneity between New and Old Member Countries?
Caporale, Guglielmo Maria
;
Matousek, Roman
;
Stewart, Chris
- In:
Review of international economics
19
(
2011
)
1
,
pp. 189-207
Persistent link: https://www.econbiz.de/10008811470
Saved in:
10
Stock Market Integration between Three CEECs, Russia, and the UK
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
- In:
Review of international economics
19
(
2011
)
1
,
pp. 158-170
Persistent link: https://www.econbiz.de/10008811472
Saved in:
1
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