Access Statistics for Guglielmo Maria Caporale

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A COMPARISON BETWEEN TESTS FOR CHANGES IN THE ADJUSTMENT COEFFICIENTS IN COINTEGRATED SYSTEMS 0 0 0 71 0 2 3 180
A Multivariate Long-Memory Model with Structural Breaks 0 1 2 100 1 2 7 210
African Growth, Non-Linearities and Strong Dependence: An Empirical Study 0 0 0 7 0 0 8 27
Analysing the Determinants of Credit Risk for General Insurance Firms in the UK 0 0 3 22 1 2 25 95
Analysing the Determinants of Credit Risk for General Insurance Firms in the UK 0 0 1 36 1 2 17 67
Are PPP Tests Erratically Behaved? Some Panel Evidence 0 0 0 1 0 0 0 23
Are PPP Tests Erratically Behaved? Some Panel Evidence 0 0 0 37 0 0 2 165
Are Stock and Housing Returns Complements or Substitutes? Evidence from OECD Countries 0 0 0 8 0 0 2 103
Are Stock and Housing Returns Complements or Substitutes? Evidence from OECD Countries 0 0 0 46 0 1 6 63
Are Stock and Housing Returns Complements or Substitutes?: Evidence from OECD Countries 0 0 0 39 1 1 5 128
Are the Baltic Countries Ready to Adopt the Euro? A Generalised Purchasing Power Parity Approach 0 1 1 96 1 3 11 336
BLACK MARKET AND OFFICIAL EXCHANGE RATES:LONG-RUN EQUILIBRIUM AND SHORT-RUN DYNAMICS 0 0 0 89 1 2 4 307
BLACK MARKET AND OFFICIAL EXCHANGE RATES:LONG-RUN EQUILIBRIUM AND SHORT-RUN DYNAMICS 0 0 0 97 1 3 8 410
Bank Lending Procyclicality and Credit Quality during Financial Crises 0 1 1 91 0 3 15 158
Banking Consolidation in Nigeria 0 0 0 175 2 3 19 1,375
Banking Consolidation in Nigeria, 2000-2010 0 0 0 3 1 6 11 32
Bitcoin Fluctuations and the Frequency of Price Overreactions 0 1 4 21 3 5 19 54
Bitcoin Price Co-Movements and Culture 1 3 21 21 2 8 17 17
Black Market and Official Exchange Rates: Long-Run Equilibrium and Short-Run Dynamics 0 0 0 266 1 12 37 1,213
Brexit and Uncertainty in Financial Markets 0 1 2 25 1 3 20 51
Brexit and Uncertainty in Financial Markets 0 0 7 51 3 13 62 174
Business Cycles, International Trade and Capital Flows: Evidence from Latin America 0 0 2 16 0 1 10 95
Business Cycles, International Trade and Capital Flows: Evidence from Latin America 1 2 2 4 1 3 6 25
Business Cycles, International Trade and Capital Flows: Evidence from Latin America 1 1 1 138 2 3 12 542
CO2 Emissions and GDP: Evidence from China 1 2 39 39 2 6 58 58
COINTEGRATION TESTS OF PPP:DO THEY ALSO EXHIBIT ERRATIC BEHAVIOUR? 0 0 0 37 1 1 2 152
Calendar Anomalies in the Ukrainian Stock Market 0 1 1 29 1 4 12 58
Calendar Anomalies in the Ukrainian Stock Market 0 0 1 11 1 5 20 72
Central Bank Policy Rates: Are They Cointegrated? 0 0 1 42 0 0 9 56
Central Bank Policy Rates: Are they Cointegrated? 0 0 1 39 1 3 17 40
Chebyshev polynomial approximation to approximate partial differential equations 0 0 0 8 2 2 9 38
Chebyshev polynomial approximation to approximate partial differential equations 0 0 0 65 1 1 10 278
Cointegration Tests of PPP: Do they also Exhibit Erratic Behaviour? 0 0 0 116 0 0 5 368
Competitive Devaluations in Commodity-Based Economies: Colombia and the Pacific Alliance Group 0 0 2 9 0 0 10 44
Competitive Devaluations in Commodity-Based Economies: Colombia and the Pacific Alliance Group 0 0 1 4 0 1 5 41
Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets 0 0 0 20 0 0 12 80
Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets 0 0 0 32 1 2 15 109
Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets 0 0 0 12 0 0 9 129
Cross-Border Portfolio Flows and News Media Coverage 2 5 23 23 11 20 40 40
Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets 4 24 24 24 6 21 21 21
Cyber-Attacks and Cryptocurrencies 0 2 50 50 0 7 39 39
Cycles and Long-Range Behaviour in the European Stock Market 0 0 23 23 0 2 11 11
DETERMINANTS OF POLLUTION ABATEMENT AND CONTROL EXPENDITURE: EVIDENCE FROM ROMANIA 0 0 0 17 0 3 21 116
Determinants of Pollution Abatement and Control Expenditure in Romania: A Multilevel Analysis 0 0 2 26 0 3 11 157
Determinants of Pollution Abatement and Control Expenditure: Evidence from Romania 0 0 0 53 0 5 11 275
Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks 0 0 2 44 0 0 4 143
ETA TERRORISM:POLICE ACTION, POLITICAL MEASURES AND THE INFLUENCE OF VIOLENCE ON ECONOMIC ACTIVITY IN THE BASQUE COUNTRY 0 1 2 237 0 2 11 916
EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries? 0 0 2 41 1 2 18 122
EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries? 0 0 1 35 0 3 15 165
Economic Policy Uncertainty: Persistence and Cross-Country Linkages 2 4 4 4 5 14 16 16
Efficiency evaluation of Greek equity funds 0 0 0 25 1 2 9 99
Employment Growth, Inflation and Output Growth: Was Phillips Right? Evidence from a Dynamic Panel 0 1 1 78 1 4 9 219
Employment Growth, Inflation and Output Growth: Was Phillips Right?: Evidence from a Dynamic Panel 0 1 1 72 0 3 7 314
Endogenous growth and Stock Market Development 0 0 3 347 5 7 36 899
Energy Consumption in the GCC Countries: Evidence on Persistence 0 0 2 8 2 4 28 43
Environmental Regulation and Competitiveness: Evidence from Romania 0 0 3 66 1 6 14 216
Environmental Regulation and Competitiveness: Evidence from Romania 0 0 0 18 0 8 13 155
Environmental Regulation and Competitiveness: Evidence from Romania 0 0 0 52 0 4 15 242
Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-In-Mean Analysis 0 0 1 28 0 0 9 53
Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-in-mean Analysis 0 1 2 16 0 2 12 60
Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models 0 0 0 32 2 3 11 92
Estimation of Conditional Asset Pricing Models with Integrated Variables in the Beta Specification 0 0 21 21 0 4 13 13
Europe Agreements and Trade Balance: Evidence form Four New EU Members 0 0 0 51 2 3 8 168
Europe Agreements and Trade Balance: Evidence from Four New EU Members 0 0 0 31 1 3 12 120
Evaluating Greek Equity Funds Using Data Envelopment Analysis 0 0 0 69 2 2 4 265
Exchange Rate Dynamics and Monetary Unions in Africa: A Fractional Integration and Cointegration Analysis 0 0 0 28 0 0 8 33
Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB 0 1 2 32 2 4 41 114
Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB 0 0 2 16 4 4 25 89
Exchange Rate Uncertainty and International Portfolio Flows 0 0 0 43 2 2 6 74
Exchange Rate Uncertainty and International Portfolio Flows 0 0 2 12 1 1 8 51
Exchange Rates and Macro News in Emerging Markets 0 1 1 40 4 7 14 110
Exchange Rates and Macro News in Emerging Markets 0 0 3 8 1 3 10 49
Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB 0 0 1 21 1 2 18 51
FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS 0 0 0 338 2 3 10 799
FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS 0 0 0 126 1 3 8 294
FRACTIONAL INTEGRATION AND IMPULSE RESPONSES: A BIVARIATE APPLICATION TO REAL OUTPUT IN THE US AND THE SCANDINAVIAN COUNTRIES 0 0 1 72 0 0 5 269
Financial Contagion: Evolutionary Optimisation of a Multinational Agent-Based Model 0 0 1 95 0 0 2 303
Financial Development and Economic Growth: Evidence from Ten New EU Members 0 0 9 108 2 5 24 141
Financial Development and Economic Growth: Evidence from Ten New EU Members 1 6 25 280 5 27 111 732
Financial integration in the GCC region: market size versus national effects 0 0 2 8 0 1 9 14
Fiscal Adjustment and Business Cycle Synchronization 0 0 2 25 1 3 9 73
Fiscal Adjustments and Business Cycle Synchronization 0 1 2 15 1 2 9 61
Fiscal Shocks and Real Exchange Rate Dynamics: Some Evidence for Latin America 0 0 1 96 0 1 11 273
Fiscal Spillovers in the Euro Area 0 0 0 186 0 1 12 420
Fiscal Spillovers in the Euro Area 0 0 1 25 0 1 10 107
Fiscal Spillovers in the Euro Area 1 1 1 37 2 2 8 44
Foreign direct investment in the Asian economies 0 0 0 10 0 1 8 64
Fractional Cointegration in US Term Spreads 0 0 0 41 1 1 6 97
Fractional Integration and Cointegration in US Financial Time Series Data 0 0 0 55 1 1 8 184
Fractional Integration and Cointegration in US Financial Time Series Data 0 0 0 106 1 1 11 160
Fractional Integration and Cointegration in US Financial Time Series Data 0 0 0 24 2 2 7 91
Fractional cointegration and real exchange rates 0 1 2 43 0 1 6 102
Fractional cointegration and tests of present value models 0 0 1 39 1 2 11 127
Fractional integration and data frequency 0 0 0 29 0 0 8 52
Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets 0 0 1 6 2 3 13 27
Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets 0 0 0 11 3 3 15 40
Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-Mean Analysis 0 0 0 80 0 0 5 266
Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-mean Analysis 0 0 1 86 0 0 7 299
Gold and Oil Prices: Abnormal Returns, Momentum and Contrarian Effects 12 12 12 12 5 5 5 5
High and low prices and the range in the European stock markets: a long-memory approach 0 1 8 20 0 5 30 36
How Has the Global Financial Crisis Affected Syndicated Loan Terms in Emerging Markets? Evidence from China 0 0 3 25 2 3 29 166
How Has the Global Financial Crisis Affected Syndicated Loan Terms in Emerging Markets? Evidence from China 0 0 2 41 0 1 11 77
INTERNATIONAL FINANCIAL INTEGRATION AND REAL EXCHANGE RATE LONG-RUN DYNAMICS IN EMERGING COUNTRIES 0 0 0 47 0 1 7 158
Identification of Segments of European Banks with a Latent Class Frontier Model 0 0 0 32 1 1 6 150
Income and Happiness across Europe: Do Reference Values Matter? 0 0 10 278 0 2 28 915
Inflation and Inflation Uncertainty in the Euro Area 0 0 2 63 0 0 14 194
Inflation and Inflation Uncertainty in the Euro Area 0 0 0 33 0 0 7 34
Inflation and Inflation Uncertainty in the Euro Area 0 0 1 87 1 1 9 260
Inflation and inflation uncertainty in the euro area 0 0 4 107 0 0 15 256
Inflation in the G7 Countries: Persistence and Structural Breaks 8 19 19 19 5 26 26 26
Interest rate dynamics in Kenya 0 0 0 3 0 2 5 16
International Capital Markets Structure, Preferences and Puzzles: The US-China Case 0 0 0 34 4 13 37 172
International Capital Markets Structure, Preferences and Puzzles: The US-China Case 0 0 1 10 0 3 10 61
International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence 0 0 0 48 1 3 8 201
International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence 0 0 1 18 0 4 10 190
International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence 0 0 0 39 2 5 14 118
International Portfolio Flows and Exchange Rate Volatility for Emerging Markets 0 1 2 43 2 6 15 66
International Portfolio Flows and Exchange Rate Volatility for Emerging Markets 0 0 3 28 0 2 14 99
Intraday Anomalies and Market Efficiency: A Trading Robot Analysis 0 0 0 18 4 6 19 74
Intraday Anomalies and Market Efficiency: A Trading Robot Analysis 1 1 2 30 1 2 6 163
Investors' Trading Behaviour and Stock Market Volatility during Crisis Periods: A Dual Long-Memory Model for the Korean Stock Exchange 1 2 14 14 1 6 22 22
Is Market Fear Persistent? A Long-Memory Analysis 0 0 1 5 0 1 13 33
Is Market Fear Persistent? A Long-Memory Analysis 0 0 1 7 0 1 8 36
Islamic Banking, Credit and Economic Growth: Some Empirical Evidence 0 0 1 29 3 5 23 102
Islamic Banking, Credit and Economic Growth: Some Empirical Evidence 0 0 1 51 0 1 12 83
LONG MEMORY AT THE LONG RUN AND AT THE CYCLICAL FREQUENCIES: MODELLING REAL WAGES IN ENGLAND, 1260 -1994 0 0 0 61 0 1 3 155
LONG MEMORY AT THE LONG RUN AND AT THE CYCLICAL FREQUENCIES: MODELLING REAL WAGES IN ENGLAND, 1260 -1994 0 0 0 19 0 0 2 118
LONG MEMORY AT THE LONG-RUN AND THE SEASONAL MONTHLY FREQUENCIES IN THE US MONEY STOCK 0 0 0 51 1 1 3 139
LONG RUN AND CYCLICAL DYNAMICS IN THE US STOCK MARKET 0 0 0 71 1 2 6 184
Linkages between the US and European Stock Markets: A Fractional Cointegration Approach 0 0 4 18 1 1 14 60
Linkages between the US and European Stock Markets: A Fractional Cointegration Approach 0 0 0 6 1 1 5 52
Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach 0 0 1 48 0 1 4 203
Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach 0 0 2 116 0 2 12 313
Loan Loss Provision: Some Empirical Evidence for Italian Banks 1 1 3 51 3 4 13 189
Loan Loss Provision: Some Empirical Evidence for Italian Banks 0 0 4 56 1 3 39 202
Local Banking and Local Economic Growth in Italy: Some Panel Evidence 0 0 3 100 10 13 46 158
Long Memory and Data Frequency in Financial Markets 0 0 1 42 3 3 14 56
Long Memory and Data Frequency in Financial Markets 0 0 1 32 2 3 17 53
Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate 0 0 1 17 2 2 7 54
Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate 0 0 0 37 1 1 11 114
Long Memory and Fractional Integration in High Frequency Financial Time Series 0 0 0 86 0 0 2 185
Long Memory and Fractional Integration in High-Frequency British Pound / Dollar Spot Exchange Rates 0 0 0 9 2 2 7 44
Long Memory and Volatility Dynamics in the US Dollar Exchange Rate 0 0 0 6 0 1 4 40
Long Memory and Volatility Dynamics in the US Dollar Exchange Rate 0 0 1 70 0 0 3 132
Long Memory at the Long Run and at the Cyclical Frequencies:Modelling Real Wages in England: 1260-1994 0 0 0 16 1 1 6 114
Long Memory in German Energy Price Indices 0 0 1 46 0 0 3 112
Long Memory in German Energy Price Indices 0 0 2 11 0 3 7 63
Long Memory in UK Real GDP, 1851-2013: An ARFIMA-FIGARCH Analysis 0 0 2 71 1 2 9 90
Long Memory in US Real Output per Capita 0 0 0 28 0 0 3 164
Long Memory in US Real Output per Capita 0 0 1 38 0 1 6 267
Long Memory in the Ukrainian Stock Market 0 0 0 50 1 1 4 93
Long Run and Cyclical Dynamics in the US Stock Market 0 0 0 39 1 4 11 194
Long memory in Angolan macroeconomic series: mean reversion versus explosive behaviour 0 0 0 4 0 2 7 16
Long memory in the ukrainian stock market and financial crises 0 0 0 13 3 5 11 41
Long-Term Price Overreactions: Are Markets Inefficient? 1 1 1 34 3 3 14 81
Long-run and Cyclical Dynamics in the US Stock Market 0 0 0 73 0 3 11 317
Long-run and Cyclical Dynamics in the US Stock Market 0 0 1 38 0 1 7 302
MEASURING HALF-LIVES USING A NON-PARAMETRIC BOOTSTRAP APPROACH 0 0 0 59 0 2 3 234
MEASURING HALF-LIVES USING A NON-PARAMETRIC BOOTSTRAP APPROACH 0 0 0 59 1 1 1 171
MODELLING STOCHASTIC VOLATILITY IN ASSET RETURNS USING FRACTIONALLY INTEGRATED SEMIPARAMETRIC TECHNIQUES 0 0 0 78 0 0 1 213
MODELLING STRUCTURAL BREAKS IN THE US, UK AND JAPANESE UNEMPLOYMENT RATES 0 0 0 79 0 0 3 299
Macro News and Bond Yield Spreads in the Euro Area 0 0 0 31 1 1 10 62
Macro News and Bond Yield Spreads in the Euro Area 0 0 3 19 2 2 12 75
Macro News and Commodity Returns 0 0 0 22 3 3 7 53
Macro News and Commodity Returns 0 0 3 12 0 0 8 51
Macro News and Exchange Rates in the BRICS 0 0 1 21 0 0 8 83
Macro News and Exchange Rates in the BRICS 0 0 3 13 2 2 10 54
Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis 0 1 2 21 0 1 5 71
Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Means Analysis 0 0 1 12 1 1 5 58
Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility 0 0 29 29 3 8 32 32
Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better? 0 0 4 19 1 1 12 66
Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better? 0 0 1 29 2 2 8 58
Modelling Long Run Trends and Cycles in Financial Time Series Data 0 0 0 24 1 2 12 116
Modelling Long-Run Trends and Cycles in Financial Time Series Data 0 1 13 192 3 10 54 659
Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates 0 0 0 104 0 1 5 366
Modelling Volatility of Cryptocurrencies Using Markov-Switching Garch Models 0 5 17 90 4 17 72 220
Modelling the US, the UK and Japanese unemployment rates. Fractional integrationand structural breaks 0 0 2 35 1 2 11 94
Momentum Effects in the Cryptocurrency Market After One-Day Abnormal Returns 3 8 52 52 7 28 98 98
Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule? 0 1 8 106 8 10 50 204
Monetary Policy Rules in Emerging Countries: Is there an Augmented Nonlinear Taylor Rule? 0 0 4 25 6 7 30 119
Monetary Policy and the Exchange Rate During the Asian Crisis Identification Through Heteroscedasticity 0 0 1 483 6 13 22 1,525
Monetary Policy and the Exchange Rate During the Asian Crisis: Identification Through Heteroscedasticity 0 0 1 118 4 4 16 375
Multi-Factor Gegenbauer Processes and European Inflation Rates 0 0 0 21 0 0 12 117
Multi-Factor Gegenbauer Processes and European Inflation Rates 0 0 1 13 0 0 4 119
NELSON AND PLOSSER REVISITED: EVIDENCE FROM FRACTIONAL ARIMA MODELS 0 0 0 219 0 0 2 657
NELSON AND PLOSSER REVISITED: EVIDENCE FROM FRACTIONAL ARIMA MODELS 0 0 0 117 0 0 3 329
NON-LINEARITIES AND FRACTIONAL INTEGRATION IN THE US UNEMPLOYMENT RATE 0 0 0 113 2 2 9 264
NON-LINEARITIES AND FRACTIONAL INTEGRATION IN THE US UNEMPLOYMENT RATE 0 0 0 82 2 4 11 255
NON-LINEARITIES AND FRACTIONAL INTEGRATION IN THE US UNEMPLOYMENT RATE 0 0 0 59 2 2 7 285
Non-Linearities and Fractional Integration in the US Unemployment Rate 0 1 1 2 2 3 9 16
Non-Linearities, Cyber Attacks and Cryptocurrencies 0 0 4 32 4 6 31 51
Non-linearities and fractional integration in the US unemployment rate 0 0 1 27 6 7 18 161
Nonlinearities and fractional integration in the US unemployment rate 0 0 1 35 2 5 13 138
ON THE TRADE BALANCE EFFECTS OF FREE TRADE AGREEMENTS BETWEEN THE EU-15 AND THE CEEC-4 COUNTRIES 0 0 0 88 0 3 5 251
Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach 0 0 1 50 1 5 21 90
Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach 0 0 3 29 1 4 15 91
On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries 0 0 1 203 1 2 42 936
On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries 1 1 2 138 3 4 15 412
On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries 0 0 0 0 1 3 10 36
On the Frequency of Price Overreactions 0 0 1 8 2 2 13 29
On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010 0 1 2 27 1 2 6 77
On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010 0 0 1 27 0 0 14 151
On the Persistence of UK Inflation: A Long-Range Dependence Approach 0 0 3 41 0 0 6 39
On the Persistence of UK Inflation: A Long-Range Dependence Approach 0 1 7 69 3 8 41 106
On the Trade Balance Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries 0 0 0 0 0 1 7 19
On the Trade Balance Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries 0 0 0 0 0 1 7 25
On the preferences of CoCo bond buyers and sellers 0 2 7 24 2 13 70 92
PANEL DATA TESTS OF PPP: A CRITICAL OVERVIEW 0 0 0 80 0 1 5 257
PANEL DATA TESTS OF PPP: A CRITICAL OVERVIEW 0 0 0 152 0 0 4 281
POLLUTION ABATEMENT AND CONTROL EXPENDITURE IN ROMANIA: A MULTILEVEL ANALYSIS 0 0 0 37 0 2 9 144
Panel Data Tests of PPP. A Critical Overview 0 1 2 355 6 10 14 1,084
Parameter Instability and Forecasting Performance. A Monte Carlo Study 0 1 1 65 1 2 4 288
Particulate Matter 10 (PM10): Persistence and Trends in Eight European Capitals 1 3 3 3 4 7 7 7
Persistence and Cycles in US Hours Worked 0 0 0 8 1 2 10 59
Persistence and Cycles in US Hours Worked 0 0 3 20 0 1 9 62
Persistence and Cycles in the US Federal Funds Rate 0 0 1 15 0 1 6 73
Persistence and Cycles in the US Federal Funds Rate 0 0 0 46 1 1 3 53
Persistence and Cyclical Dependence in the Monthly Euribor Rate 0 0 1 21 1 1 7 94
Persistence and Cyclical Dependence in the Monthly Euribor Rate 0 0 2 17 0 1 15 105
Persistence in Youth Unemployment 0 0 1 79 0 0 6 149
Persistence in Youth Unemployment 1 1 3 34 3 5 16 106
Persistence in the Cryptocurrency Market 0 0 2 38 4 8 25 133
Persistence in the Cryptocurrency Market 0 0 4 37 8 16 47 110
Persistence in the Market Risk Premium: Evidence across Countries 1 3 23 23 3 7 21 21
Persistence in the Realized Betas: Some Evidence for the Spanish Stock Market 0 4 19 19 0 7 23 23
Persistence in the Russian Stock Market Volatility Indices 0 0 2 27 0 2 14 45
Persistence, non-linearities and structural breaks in European stock market indices 0 0 1 21 2 3 16 31
Political Tension and Stock Markets in the Arabian Peninsula 0 0 1 6 1 2 24 39
Pollution Abatement and Control Expenditure in Romania: A Multilevel Analysis 0 0 0 30 0 3 24 165
Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System 0 0 0 20 1 2 9 109
Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System 0 0 1 23 0 2 11 131
Price Formation on the EuroMTS Platform 0 0 1 16 0 1 9 114
Price Formation on the EuroMTS Platform 0 0 0 22 4 7 16 108
Price Overreactions in the Cryptocurrency Market 0 2 9 43 5 12 48 193
Price Overreactions in the Cryptocurrency Market 0 0 5 35 0 4 36 98
Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence 1 1 3 28 3 4 20 45
Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market 0 0 0 12 0 4 12 97
Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market 0 0 0 67 1 2 8 287
Rating Assignments: Lessons from International Banks 0 0 0 71 1 2 13 177
Rating Assignments: Lessons from International Banks 0 0 1 54 1 14 50 263
Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal 0 0 0 26 2 2 11 111
Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal 0 0 2 26 0 1 10 81
Robustness of the CUSUM and CUSUM-of-Squares Tests to Serial Correlation, Endogeneity and Lack of Structural Invariance. Some Monte Carlo Evidence 4 17 48 530 11 75 212 2,222
Selectivity, Market Timing and the Morningstar Star-Rating System 0 0 2 50 1 1 20 288
Selectivity, Market Timing and the Morningstar Star-Rating System 0 0 0 65 0 0 13 300
Short-Term Price Overreaction: Identification, Testing, Exploitation 0 0 0 23 0 1 10 91
Short-Term Price Overreactions: Identification, Testing, Exploitation 1 1 3 15 1 1 7 57
Sources of Real Exchange Rate Volatility and International Financial Integration: A Dynamic GMM Panel Approach 0 0 1 74 0 4 11 288
Spillovers between Food and Energy Prices and Structural Breaks 0 0 2 9 1 2 10 53
Spillovers between Food and Energy Prices and Structural Breaks 0 0 0 11 2 3 7 49
Spillovers between food and energy prices and structural breaks 0 0 0 29 0 2 12 59
Stock Market Integration between three CEECs, Russia and the UK 0 0 1 63 1 3 17 238
Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests 0 0 0 17 3 10 119 166
Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests 0 0 2 7 1 1 13 29
Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approach 3 4 20 52 7 14 69 119
Style consistency and mutual fund returns: the case of Russia 1 1 5 16 3 5 21 29
TESTING FOR CONTAGION: A CONDITIONAL CORRELATION ANALYSIS 1 3 8 689 6 12 49 1,908
TESTING FOR DETERMINISTIC AND STOCHASTIC CYCLES IN MACROECONOMIC TIME SERIES 0 0 0 128 0 0 1 203
TESTING FOR FINANCIAL CONTAGION BETWEEN DEVELOPED AND EMERGING MARKETS DURING THE 1997 EAST ASIAN CRISIS 1 1 1 204 1 1 6 445
TESTING FOR UNIT AND FRACTIONAL ORDERS OF INTEGRATION IN THE TREND AND SEASONAL COMPONENTS OF US MONETARY AGGREGATES 0 0 0 24 2 2 7 114
TESTING OF NONSTATIONARITIES IN THE UNIT CIRCLE,LONG MEMORY PROCESSES AND DAY OF THE WEEK EFFECTS IN FINANCIAL DATA 0 0 0 143 0 0 2 645
TESTING OF NONSTATIONARITIES IN THE UNIT CIRCLE,LONG MEMORY PROCESSES AND DAY OF THE WEEK EFFECTS IN FINANCIAL DATA 0 0 0 15 0 0 1 141
THE ASYMMETRIC EFFECTS OF A COMMON MONETARY POLICY IN EUROPE 0 0 0 185 0 1 5 463
THE BDS TEST AS A TEST FOR THE ADEQUACY OF A GARCH(1,1) SPECIFICATION: A MONTE CARLO STUDY 0 0 0 113 0 0 3 317
THE BDS TEST AS A TEST FOR THE ADEQUACY OF A GARCH(1,1) SPECIFICATION: A MONTE CARLO STUDY 0 0 0 38 0 0 5 210
THE EURO AND INFLATION UNCERTAINTY IN THE EUROPEAN MONETARY UNION 0 0 1 92 0 2 5 305
THE STOCHASTIC UNIT ROOT MODEL AND FRACTIONAL INTEGRATION: AN EXTENSION TO THE SEASONAL CASE 0 0 0 141 0 0 1 349
THE STOCHASTIC UNIT ROOT MODEL AND FRACTIONAL INTEGRATION: AN EXTENSION TO THE SEASONAL CASE 0 0 0 94 0 0 3 302
TRADE INTENSITY AND OUTPUT SYNCHRONISATION: ON THE ENDOGENEITY PROPERTIES OF EMU 0 0 3 20 1 1 11 46
TRADE SPECIALISATION AND ECONOMIC CONVERGENCE: EVIDENCE FROM TWO EASTERN EUROPEAN COUNTRIES 0 0 0 33 0 5 12 159
Testing Stock Market Convergence: A Non-linear Factor Approach 0 0 1 7 0 1 4 54
Testing Unemployment Theories: A Multivariate Long Memory Approach 0 0 0 30 0 2 8 77
Testing Unemployment Theories: A Multivariate Long Memory Approach 0 0 0 50 0 1 4 83
Testing for Convergence in Stock Markets: A Non-Linear Factor Approach 0 0 2 69 1 3 11 245
Testing for Convergence in Stock Markets: A Non-linear Factor Approach 0 0 0 34 0 0 2 83
Testing for Financial Contagion between Developed and Emerging Markets during the 1997 East Asian Crisis 0 0 0 23 1 2 7 93
Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques 0 0 0 22 0 0 6 30
Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques 0 0 2 11 0 0 10 23
Testing the Marshall-Lerner Condition in Kenya 0 0 1 100 0 1 9 320
Testing the Marshall-Lerner condition in Kenya 0 0 2 6 0 3 11 42
The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification. A Monte Carlo Study 0 1 4 349 11 26 77 1,396
The Bank Lending Channel in a Dual Banking System: Evidence from Malaysia 0 2 3 52 3 6 29 169
The Bank Lending Channel in a Dual Banking System: Evidence from Malaysia 1 1 1 52 4 5 16 92
The Banking System in Bulgaria 0 0 0 0 1 2 6 22
The Day of the Week Effect in the Crypto Currency Market 0 0 1 34 2 3 13 88
The Day of the Week Effect in the Crypto Currency Market 1 2 16 128 13 32 166 612
The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks 0 0 4 12 0 2 73 127
The EMBI in Latin America: Fractional Integration, Non-linearities and Breaks 0 0 0 33 3 4 20 77
The Euro Changeover and Price Adjustments in Italy 0 0 0 16 0 0 7 86
The Euro Changeover and Price Adjustments in Italy 0 1 2 34 0 2 14 84
The Euro and Inflation Uncertainty in the European Monetary Union 0 0 0 21 1 1 4 124
The Euro and Inflation Uncertainty in the European Monetary Union 0 0 0 133 0 0 6 431
The Frequency of One-Day Abnormal Returns and Price Fluctuations in the FOREX 0 1 14 14 1 13 19 19
The Impact of Business and Political News on the GCC Stock Markets 0 0 7 43 2 11 41 71
The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model 0 0 2 36 0 1 6 85
The Performance of Banks in the MENA Region During the Global Financial Crisis 0 0 1 7 0 2 12 49
The Performance of Banks in the MENA Region during the Global Financial Crisis 0 0 1 49 0 3 20 109
The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis 0 1 3 25 3 4 19 151
The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis 0 0 0 16 2 3 13 84
The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis 0 0 0 19 2 3 10 77
The Weekend Effect: A Trading Robot and Fractional Integration Analysis 0 0 0 30 1 2 11 73
The Weekend Effect: A Trading Robot and Fractional Integration Analysis 0 0 1 29 0 2 12 130
The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market? 0 1 3 13 2 4 10 71
The Weekly Structure of US Stock Prices 0 0 0 34 2 2 7 44
The Weekly Structure of US Stock Prices 0 0 1 7 1 2 4 44
Time-Varying Spot and Futures Oil Price Dynamics 0 0 0 66 1 3 10 215
Time-Varying Spot and Futures Oil Price Dynamics 0 1 3 47 0 1 14 186
Time-varying spot and futures oil price dynamics 0 0 1 63 0 0 9 141
Trade Flows and Trade Specialisation: The Case of China 0 1 4 55 2 7 26 160
Trade Flows and Trade Specialisation: The Case of China 0 0 3 30 1 2 33 146
Trade Intensity and Output Synchronisation: On the Endogeneity Properties of EMU 0 0 1 38 3 3 10 81
Trade Intensity and Output Synchronisation: On the Endogeneity Properties of EMU 0 0 4 17 0 0 14 61
Trade Specialisation and Economic Convergence: Evidence from Two Eastern European Countries 0 0 1 143 0 3 13 378
Trade Specialisation and Economic Convergence: Evidence from two Eastern European Countries 0 0 2 39 0 2 10 126
Trade flows and trade specialisation: the case of China 0 0 1 34 0 1 11 48
Trends and Cycles in Macro Series: The Case of US Real GDP 0 1 2 57 1 3 16 73
Trends and Cycles in Macro Series: The Case of US Real GDP 0 0 2 37 2 2 16 45
US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis 0 0 2 43 4 8 30 187
US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis 0 0 1 49 0 2 8 382
US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis 0 0 1 4 0 0 4 46
US Sea Level Data: Time Trends and Persistence 0 13 13 13 0 7 8 8
Unemployment and input prices: A fractional cointegration approach 0 0 4 23 0 1 11 128
Using Chebyshev Polynomials to Approximate Partial Differential Equations 0 0 5 211 0 1 19 851
VALUING AMERICAN PUT OPTIONS USING CHEBYSHEV POLYNOMIAL APPROXIMATION 0 0 0 213 0 0 1 700
VALUING AMERICAN PUT OPTIONS USING CHEBYSHEV POLYNOMIAL APPROXIMATION 0 0 0 155 0 0 3 398
Volatility Spillovers and Contagion from Mature to Emerging Stock Markets 0 0 0 101 1 5 14 212
Volatility Spillovers and Contagion from Mature to Emerging Stock Markets 0 0 1 144 0 2 12 325
Volatility Spillovers and Contagion from Mature to Emerging Stock Markets 0 0 1 91 1 4 21 362
Volatility forecasts for the RTS stock index: option-implied volatility versus alternative methods 0 0 4 25 3 3 24 37
Volatility spillovers and contagion from mature and emerging stock markets 0 0 3 3 0 0 11 26
Volatility spillovers and contagion from mature to emerging stock markets 0 0 0 119 3 5 23 476
Youth Unemployment in Europe: Persistence and Macroeconomic Determinants 1 2 18 157 4 7 55 335
Total Working Papers 60 195 956 19,180 450 1,199 5,327 62,318


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates 0 0 0 71 0 0 6 261
ARE THE BALTIC COUNTRIES READY TO ADOPT THE EURO? A GENERALIZED PURCHASING POWER PARITY APPROACH 0 1 1 13 0 2 7 53
Analysing the determinants of insolvency risk for general insurance firms in the UK 0 0 2 7 1 3 18 52
Are PPP tests erratically behaved? Some panel evidence 0 0 0 14 0 0 2 33
Asset prices and output growth volatility: the effects of financial crises 1 1 4 84 1 1 8 210
BASQUE TERRORISM: POLICE ACTION, POLITICAL MEASURES AND THE INFLUENCE OF VIOLENCE ON THE STOCK MARKET IN THE BASQUE COUNTRY 0 0 0 29 0 1 4 129
Bank lending procyclicality and credit quality during financial crises 0 1 4 25 0 1 18 102
Bitcoin fluctuations and the frequency of price overreactions 0 0 5 7 3 7 25 37
Black Market and Official Exchange Rates: Long‐run Equilibrium and Short‐run Dynamics 0 0 1 51 1 2 9 206
Bond Markets and Macroeconomic Performance 0 0 0 49 0 3 5 180
Brexit and Uncertainty in Financial Markets 0 0 5 19 1 3 29 67
Business cycles, international trade and capital flows: evidence from Latin America 0 0 2 11 1 1 8 49
Calendar anomalies in the Russian stock market 0 0 5 13 0 0 23 48
Can the Consumption–Wealth Ratio Predict Housing Returns? Evidence from OECD Countries 0 0 2 2 0 0 11 11
Causality Links between Consumer and Producer Prices: Some Empirical Evidence 0 0 0 0 0 4 14 218
Central bank policy rates: Are they cointegrated? 0 0 0 0 0 1 13 23
Central bank policy rates: Are they cointegrated? 0 0 0 2 0 1 8 25
Cointegration and predictability of asset prices1 0 0 3 45 0 0 7 104
Cointegration tests of PPP: do they also exhibit erratic behaviour? 0 0 0 18 0 3 5 66
Common features and output fluctuations in the United Kingdom 0 0 0 5 0 0 1 54
Common stochastic trends and inflation convergence in the EMS 0 0 1 14 0 0 5 62
Competitive devaluations in commodity†based economies: Colombia and the Pacific Alliance Group 0 0 0 3 0 0 2 9
Conditional Leptokurtosis and Non-Linear Dependence in Exchange Rate Returns 0 0 1 14 1 1 4 60
Consumption, wealth, stock and housing returns: Evidence from emerging markets 0 0 0 8 0 2 13 79
Coordination and price shocks: an empirical analysis 0 0 1 19 0 0 7 72
Domestic and external factors in interest rate determination 0 1 1 39 0 1 7 169
EU Banks Rating Assignments: Is There Heterogeneity between New and Old Member Countries? 0 0 0 0 0 2 8 46
Efficiency evaluation of Greek equity funds 0 0 1 14 0 1 10 78
Endogenous Growth Models and Stock Market Development: Evidence from Four Countries 0 1 3 136 1 2 12 338
Environmental Regulation and Competitiveness: Evidence from Romania 0 1 1 21 0 3 10 164
Estimating Income and Price Elasticities of Trade in a Cointegration Framework 0 0 0 0 1 3 9 432
Estimating persistence in the volatility of asset returns with signal plus noise models 0 0 0 0 1 3 6 42
Estimation of conditional asset pricing models with integrated variables in the beta specification 0 0 1 1 0 4 13 13
Estimator Choice and Fisher's Paradox: A Monte Carlo Study 0 0 2 47 1 2 10 243
European free trade agreements and trade balance: Evidence from four new European Union members 0 0 1 32 1 2 10 115
Evaluating the Gains to Cooperation in the G-3 0 0 0 8 1 2 5 52
Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB 0 0 0 5 2 2 15 44
Exchange rate uncertainty and international portfolio flows: A multivariate GARCH-in-mean approach 2 4 8 39 3 8 25 136
Exchange rates and macro news in emerging markets 0 0 0 2 0 1 5 15
Exogeneity and measurement of persistence 0 0 0 21 0 1 14 111
FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS 0 0 0 20 1 2 9 109
Feedbacks between mutual fund flows and security returns: evidence from the Greek capital market 0 0 0 58 0 0 2 216
Financial Development and Economic Growth: Evidence from 10 New European Union Members 0 1 3 38 0 2 7 96
Financial Integration in the GCC Region: Market Size Versus National Effects 0 0 0 0 1 5 6 6
Fiscal Consolidation: An Exercise in the Methodology of Coordination 0 0 0 0 2 3 5 34
Fiscal Solvency in Europe: Budget Deficits and Government Debt under European Monetary Union 0 0 1 1 0 0 2 9
Fiscal shocks and real exchange rate dynamics: Some evidence for Latin America 0 0 1 50 0 1 11 193
Fiscal spillovers in the Euro area 0 0 3 35 1 4 23 122
Fractional Integration and the Persistence of UK Inflation, 1210–2016 0 1 1 1 0 2 2 2
Fractional cointegration and real exchange rates 0 1 1 24 0 1 7 93
Fractional cointegration and tests of present value models 0 0 2 60 0 0 8 128
Fractional cointegration in US term spreads 0 0 0 3 0 0 3 42
Fractional integration and cointegration in US financial time series data 0 0 3 10 1 1 5 35
Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries 0 0 1 13 0 3 4 47
Fractional integration and mean reversion in stock prices 0 0 3 79 0 0 7 194
Gender, style diversity, and their effect on fund performance 0 1 3 10 1 6 23 78
Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis 0 1 1 36 0 3 14 134
Global and regional stock market integration in Asia: A panel convergence approach 0 0 0 0 1 2 5 5
HOW DO FISCAL CONSOLIDATION AND FISCAL STIMULI IMPACT ON THE SYNCHRONIZATION OF BUSINESS CYCLES? 0 0 0 4 0 2 7 18
Herding behaviour in extreme market conditions: the case of the Athens Stock Exchange 1 5 15 105 2 11 66 377
High and low prices and the range in the European stock markets: A long-memory approach 0 0 0 0 0 1 3 3
How has the global financial crisis affected syndicated loan terms in emerging markets? Evidence from China 0 0 1 2 0 3 15 22
IGARCH models and structural breaks 0 0 3 345 0 2 11 954
Improving Environmental Performance: A Challenge for Romania 0 0 0 8 0 1 6 35
Income and happiness across Europe: Do reference values matter? 0 2 10 115 0 4 30 407
Infant mortality rates: time trends and fractional integration 0 0 0 7 0 0 2 35
Inflation and inflation uncertainty in the euro area 0 0 2 41 0 2 16 151
Inflation convergence in the EMS: Some additional evidence. A reply 0 0 0 2 0 0 3 39
Interest Rate Dynamics in Kenya: Commercial Banks' Rates and the 91‐Day Treasury Bill Rate 0 0 0 1 0 0 2 21
Interest rate convergence, capital controls, risk premia and foreign exchange market efficiency in the EMS 0 0 0 33 0 0 5 112
Interest rate linkages within the European Monetary System: an alternative interpretation 0 0 0 15 0 0 0 78
Interest rate linkages: a Kalman filter approach to detecting structural change 0 0 0 160 0 0 5 335
Interest rate linkages: identifying structural relations 0 0 2 57 0 0 6 214
International Linkages in Short- and Long-Term Interest Rates 0 0 0 30 0 0 4 174
International capital markets structure, preferences and puzzles: A “US–China World” 0 0 0 9 0 2 6 110
International financial integration and real exchange rate long-run dynamics in emerging countries: Some panel evidence 0 0 0 11 0 2 5 80
International portfolio flows and exchange rate volatility in emerging Asian markets 0 0 4 4 0 2 14 30
Intraday Anomalies and Market Efficiency: A Trading Robot Analysis 0 0 1 3 3 4 8 44
Introduction 0 0 0 0 0 0 2 19
Irreducibility and Structural Cointegrating Relations: An Application to the G-7 Long-Term Interest Rates 0 0 0 57 0 0 3 231
Is Europe an Optimum Currency Area? Business Cyc1es in the EU 0 0 0 0 1 3 10 49
Is Europe an optimum currency area? 1 1 1 6 1 1 3 18
Is market fear persistent? A long-memory analysis 0 0 0 0 0 1 13 20
Islamic banking, credit, and economic growth: Some empirical evidence 0 0 0 3 1 8 15 22
LIQUIDITY RISK, CREDIT RISK AND THE OVERNIGHT INTEREST RATE SPREAD: A STOCHASTIC VOLATILITY MODELLING APPROACH 0 0 0 9 0 0 5 35
Learning about monetary union: An analysis of bounded rational learning in European labor markets 0 0 0 13 0 2 4 62
Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach 0 0 1 4 0 1 7 22
Loan loss provisions and macroeconomic shocks: Some empirical evidence for italian banks during the crisis 0 1 4 7 0 3 12 35
Local banking and local economic growth in Italy: some panel evidence 0 0 0 4 0 1 4 16
Long Memory and Volatility Dynamics in the US Dollar Exchange Rate 0 0 0 5 0 0 4 44
Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour 0 0 0 0 1 3 9 55
Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour 0 0 0 2 0 1 6 30
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate 0 0 1 5 0 0 5 30
Long memory and structural breaks in hyperinflation countries 0 0 0 15 0 0 1 96
Long memory at the long run and at the cyclical frequencies: modelling real wages in England, 1260–1994 0 0 0 10 0 0 2 79
Long memory at the long-run and the seasonal monthly frequencies in the US money stock 0 0 0 4 0 2 3 52
Long memory in US real output per capita 0 0 0 8 0 0 4 44
Long range dependence in daily stock returns 0 0 0 35 0 0 2 192
Long-term interest rates in Europe: A fractional cointegration analysis 0 0 0 0 0 0 9 10
Long-term nominal interest rates and domestic fundamentals 0 0 5 198 0 1 13 476
Long-term price overreactions: are markets inefficient? 0 0 1 1 1 1 8 8
Long‐Run and Cyclical Dynamics in the US Stock Market 0 0 0 4 0 1 5 31
Macro News and Commodity Returns 0 0 1 6 1 2 5 21
Macro news and bond yield spreads in the euro area 0 0 2 6 0 2 11 21
Macro news and exchange rates in the BRICS 0 0 2 9 1 3 15 48
Macro news and stock returns in the Euro area: A VAR-GARCH-in-mean analysis 0 0 0 6 0 1 9 47
Manufacturing Wage Differentials and Employment in Some Scandinavian Countries, the U.S. and the U.K.: An Analysis of Variance Approach 0 0 0 7 0 0 0 70
Measuring half-lives: using a non-parametric bootstrap approach 0 0 0 25 0 1 2 132
Modelling African inflation rates: nonlinear deterministic terms and long-range dependence 0 0 1 26 0 1 4 75
Modelling East Asian exchange rates: a Markov-switching approach 1 1 1 85 1 1 5 220
Modelling Economic Policy Responses with an Application to the G3 0 0 0 0 0 0 2 11
Modelling long-run trends and cycles in financial time series data 0 0 0 21 0 0 4 64
Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques 0 1 1 17 0 1 2 101
Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks 0 0 0 29 0 1 3 174
Modelling the sterling-deutschmark exchange rate: Non-linear dependence and thick tails 0 0 0 20 2 2 4 186
Modelling volatility of cryptocurrencies using Markov-Switching GARCH models 0 0 2 7 1 9 28 36
Monetary Policy and Financial Liberalization: The Case of United Kingdom Consumption 0 0 2 96 0 0 5 216
Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity 0 2 5 120 0 2 16 329
Monetary policy rules in emerging countries: Is there an augmented nonlinear taylor rule? 1 3 11 32 8 13 66 151
Multi-Factor Gegenbauer Processes and European Inflation Rates 0 0 0 0 3 3 5 31
Multiple cyclical fractional structures in financial time series 0 0 0 4 0 3 3 25
Multiple shifts and fractional integration in the US and UK unemployment rates 0 0 0 18 0 0 1 63
Nominal exchange rate regimes and the stochastic behavior of real variables 0 0 0 34 0 1 10 101
Non-linearities, cyber attacks and cryptocurrencies 0 1 1 1 0 3 5 5
Non-normality, heteroscedasticity and recursive unit root tests of PPP: solving the PPP puzzle? 0 0 1 37 1 2 5 112
Nonlinearities and Fractional Integration in the US Unemployment Rate* 0 0 1 36 2 2 10 135
Oil price uncertainty and sectoral stock returns in China: A time-varying approach 0 0 1 11 1 2 13 69
On the bilateral trade effects of free trade agreements between the EU-15 and the CEEC-4 countries 0 0 1 70 3 5 18 285
On the bilateral trade effects of free trade agreements between the EU-15 and the CEEC-4 countries 0 0 1 30 1 2 16 193
On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010 0 0 4 21 1 2 20 89
Panel data tests of PPP: a critical overview 0 0 0 50 0 1 4 166
Parameter instability and forecasting performance: a Monte Carlo study 0 0 0 8 0 1 2 35
Parameter instability, superexogeneity, and the monetary model of the exchange rate 0 0 0 4 0 0 6 40
Persistence and cycles in US hours worked 0 0 1 4 1 2 11 42
Persistence and cycles in the us federal funds rate 0 0 0 2 1 1 10 20
Persistence and cyclical dependence in the monthly euribor rate 0 0 0 7 2 2 5 55
Persistence in macroeconomic time series: Is it a model invariant property? 0 0 3 36 2 4 26 178
Persistence in real variables under alternative exchange rate regimes: Some multi-country evidence 0 0 0 12 0 0 2 62
Persistence in the cryptocurrency market 1 2 3 5 5 10 26 50
Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system 0 0 1 83 0 2 10 328
Price formation on the EuroMTS platform 0 0 0 6 0 2 15 57
Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence 1 1 1 1 3 4 4 4
Quoted spreads and trade imbalance dynamics in the European Treasury bond market 0 0 0 9 0 1 6 74
REAL EXCHANGE RATES IN LATIN AMERICA: THE PPP HYPOTHESIS AND FRACTIONAL INTEGRATION 1 1 2 16 2 2 7 55
Ratings assignments: Lessons from international banks 0 0 0 9 3 6 16 86
Re-examining the decline in the US saving rate: The impact of mortgage equity withdrawal 0 0 0 11 0 0 2 61
Real Exchange Rate Effects on the Balance of Trade: Cointegration and the Marshall-Lerner Condition 0 5 14 973 2 13 43 3,159
Revisiting the Long-Run Relationship between Real Exchange Rates and Real Interest Differentials: A Productivity Differential Approach Patterns in Neighboring Areas 0 0 0 0 0 1 1 239
SOURCES OF REAL EXCHANGE RATE VOLATILITY AND INTERNATIONAL FINANCIAL INTEGRATION: A DYNAMIC GENERALISED METHOD OF MOMENTS PANEL APPROACH 0 0 0 4 0 2 6 35
STOCK MARKET DEVELOPMENT AND ECONOMIC GROWTH: THE CAUSAL LINKAGE 13 50 262 1,668 56 172 812 4,585
Searching for Inefficiencies in Exchange Rate Dynamics 0 0 0 5 0 2 5 34
Sectoral shocks and business cycles: a disaggregated analysis of output fluctuations in the UK 1 3 3 21 1 4 4 61
Short-Term Price Overreactions: Identification, Testing, Exploitation 0 0 2 5 2 3 14 33
Spillovers between food and energy prices and structural breaks 0 0 1 5 3 5 11 29
Spillovers between food and energy prices and structural breaks 0 0 1 7 0 1 6 23
Stock Market Integration Between Three CEECs 0 0 0 31 1 1 2 100
Stock Market Integration between Three CEECs, Russia, and the UK 0 0 0 0 1 1 8 48
Stock Prices and Monetary Policy: An Impulse Response Analysis 0 0 2 51 0 0 6 125
Term structure and interest differentials as predictors of future inflation changes and inflation differentials 0 0 1 16 0 0 3 82
Testing PPP for the South African Rand/US Dollar Real Exchange Rate at Different Data Frequencies 0 0 1 2 1 1 12 36
Testing for Causality-in-Variance: An Application to the East Asian Markets 0 0 0 210 0 1 4 433
Testing for PPP and UIP in an FIML framework: Some evidence for Germany and Japan 0 0 1 115 0 1 7 327
Testing for PPP: the erratic behaviour of unit root tests 0 0 0 27 0 2 7 89
Testing for Seasonal Fractional Roots in German Real Output 0 0 0 6 0 2 4 99
Testing for Unbiasedness of Term Structure and Interest Differentials as Predictors of Future Inflation Changes and Inflation Differentials 0 0 0 1 0 0 1 61
Testing for contagion: a conditional correlation analysis 0 2 8 210 2 5 25 505
Testing for deterministic and stochastic cycles in macroeconomic time series 0 0 0 19 0 0 1 69
Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis 0 0 0 136 1 2 12 381
Testing for persistence in mutual fund performance and the ex-post verification problem: evidence from the Greek market 1 1 1 30 1 2 3 182
Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates 0 0 0 8 1 1 5 55
Testing stock market convergence: a non-linear factor approach 0 0 1 6 0 4 9 33
Testing the Fisher hypothesis in the G-7 countries using I(d) techniques 0 0 0 0 0 2 6 6
Testing the Fisher hypothesis in the G-7 countries using I(d) techniques 0 0 0 0 0 1 6 6
Testing the Marshall–Lerner Condition in Kenya 0 0 0 11 0 3 7 41
Testing unemployment theories: A multivariate long memory approach 0 0 0 12 0 0 4 46
The Asymmetric Effects of a Common Monetary Policy in Europe 0 0 0 0 0 3 7 57
The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification: A Monte Carlo Study 0 0 1 39 0 3 6 128
The EMBI in Latin America: Fractional integration, non-linearities and breaks 0 0 0 3 2 12 46 66
The Euro and Monetary Policy Transparency 0 0 2 24 0 0 6 130
The Euro and inflation uncertainty in the European Monetary Union 0 2 4 60 0 2 14 181
The Feldstein-Horioka puzzle revisited: A Monte Carlo study 0 0 0 56 0 1 9 242
The Kenyan stock market: inefficiency, long memory, persistence and anomalies in the NSE-20 0 0 1 6 1 3 9 42
The Measurement of Productivity and Market Structure in the UK 0 0 0 1 0 0 4 121
The World Economy 0 0 0 0 0 0 2 10
The World Economy 0 0 0 0 1 1 2 10
The World Economy 0 0 0 0 0 0 2 11
The World Economy 0 0 0 0 0 0 3 9
The World Economy 0 0 0 0 0 0 1 14
The asymmetric behaviour of spanish unemployment persistence 0 0 4 22 1 2 17 62
The day of the week effect in the cryptocurrency market 0 1 2 2 1 8 12 12
The euro changeover and price adjustments in Italy 0 0 0 6 0 1 4 37
The fisher relationship in Nigeria 0 0 0 3 1 1 5 22
The impact of business and political news on the GCC stock markets 0 0 0 0 2 8 9 9
The nexus between prices, employment and output growth: a global and national evidence 0 0 0 10 0 2 2 43
The performance of banks in the MENA region during the global financial crisis 0 0 4 6 0 2 29 63
The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis 0 0 0 9 1 1 11 42
The stochastic unit root model and fractional integration: An extension to the seasonal case 0 0 0 0 0 0 1 2
The weekend effect: a fractional integration and trading robot analysis 0 0 0 4 1 3 8 24
The weekend effect: an exploitable anomaly in the Ukrainian stock market? 0 0 0 0 0 2 6 20
The weekly structure of US stock prices 0 0 0 17 0 0 2 45
Time-Varying Spot and Futures Oil Price Dynamics 0 0 0 3 1 1 14 62
Trade flows and trade specialisation: The case of China 1 1 4 15 1 4 28 96
Trade intensity and output synchronisation: On the endogeneity properties of EMU 0 0 2 32 0 1 9 409
UK overseas visitors: Seasonality and persistence 0 0 0 0 1 2 2 2
Unemployment and input prices: a fractional cointegration approach 0 0 0 40 0 1 6 185
Unemployment in Africa: A Fractional Integration Approach 1 1 2 5 5 11 24 38
Unit Roots versus Other Types of Time Heterogeneity, Parameter Time Dependence and Superexogeneity 0 0 0 0 0 0 0 150
Unit roots and long-run causality: investigating the relationship between output, money and interest rates 0 0 0 35 0 0 0 118
Using Chebyshev Polynomials to Approximate Partial Differential Equations 0 0 0 13 0 1 4 76
Volatility Spillovers and Contagion from Mature to Emerging Stock Markets 0 0 1 27 0 3 16 138
Volatility persistence in the Russian stock market 0 1 1 1 1 4 4 4
Volatility transmission and financial crises 0 0 1 6 0 1 12 50
Youth Unemployment in Europe: Persistence and Macroeconomic Determinants 0 0 8 27 2 3 26 103
Total Journal Articles 27 103 513 7,756 177 594 2,752 28,744
6 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Testing of Nonstationarities in the Unit Circle, Long Memory Processes, and Day of the Week Effects in Financial Data 0 0 0 0 0 0 5 18
The finance–growth nexus: evidence from ten new EU members 0 0 1 11 0 1 7 35
Total Chapters 0 0 1 11 0 1 12 53


Statistics updated 2020-09-04