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 0 0 180
A Multivariate Long-Memory Model with Structural Breaks 0 0 1 100 0 1 3 211
Abnormal Returns and Stock Price Movements: Some Evidence from Developed and Emerging Markets 0 0 12 12 1 2 13 13
African Growth, Non-Linearities and Strong Dependence: An Empirical Study 0 0 1 8 1 3 10 37
Analysing the Determinants of Credit Risk for General Insurance Firms in the UK 0 0 0 36 0 0 5 71
Analysing the Determinants of Credit Risk for General Insurance Firms in the UK 0 1 3 25 0 4 23 116
Are PPP Tests Erratically Behaved? Some Panel Evidence 0 0 0 37 0 0 1 166
Are PPP Tests Erratically Behaved? Some Panel Evidence 0 0 0 1 0 0 3 26
Are Stock and Housing Returns Complements or Substitutes? Evidence from OECD Countries 0 0 0 46 0 1 3 66
Are Stock and Housing Returns Complements or Substitutes? Evidence from OECD Countries 0 0 2 10 0 0 6 109
Are Stock and Housing Returns Complements or Substitutes?: Evidence from OECD Countries 0 0 0 39 0 0 4 131
Are the Baltic Countries Ready to Adopt the Euro? A Generalised Purchasing Power Parity Approach 0 0 1 96 1 1 6 339
BLACK MARKET AND OFFICIAL EXCHANGE RATES:LONG-RUN EQUILIBRIUM AND SHORT-RUN DYNAMICS 0 0 0 89 0 1 5 311
BLACK MARKET AND OFFICIAL EXCHANGE RATES:LONG-RUN EQUILIBRIUM AND SHORT-RUN DYNAMICS 0 0 0 97 0 1 6 415
Bank Lending Procyclicality and Credit Quality during Financial Crises 0 0 1 92 0 1 8 166
Banking Consolidation in Nigeria 0 0 0 175 0 1 8 1,380
Banking Consolidation in Nigeria, 2000-2010 0 0 0 3 0 1 8 37
Bitcoin Fluctuations and the Frequency of Price Overreactions 0 0 0 21 0 4 10 61
Bitcoin Price Co-Movements and Culture 0 0 3 22 1 5 37 48
Black Market and Official Exchange Rates: Long-Run Equilibrium and Short-Run Dynamics 0 0 3 269 0 1 18 1,230
Brexit and Uncertainty in Financial Markets 1 1 2 53 1 1 11 181
Brexit and Uncertainty in Financial Markets 1 1 1 26 2 2 8 58
Business Cycles, International Trade and Capital Flows: Evidence from Latin America 0 0 1 17 0 3 7 102
Business Cycles, International Trade and Capital Flows: Evidence from Latin America 0 1 2 5 1 3 10 33
Business Cycles, International Trade and Capital Flows: Evidence from Latin America 0 0 1 138 2 5 15 555
CO2 Emissions and GDP: Evidence from China 1 2 8 46 4 11 43 98
COINTEGRATION TESTS OF PPP:DO THEY ALSO EXHIBIT ERRATIC BEHAVIOUR? 0 0 0 37 0 0 2 153
Calendar Anomalies in the Ukrainian Stock Market 0 0 0 11 3 4 11 80
Calendar Anomalies in the Ukrainian Stock Market 0 0 1 29 0 0 9 65
Central Bank Policy Rates: Are They Cointegrated? 2 2 2 44 2 4 5 61
Central Bank Policy Rates: Are they Cointegrated? 0 0 1 40 0 0 3 42
Chebyshev polynomial approximation to approximate partial differential equations 0 0 0 8 1 2 7 43
Chebyshev polynomial approximation to approximate partial differential equations 0 0 0 65 0 1 5 282
Cointegration Tests of PPP: Do they also Exhibit Erratic Behaviour? 0 0 0 116 0 0 1 369
Competitive Devaluations in Commodity-Based Economies: Colombia and the Pacific Alliance Group 0 0 0 9 1 1 3 47
Competitive Devaluations in Commodity-Based Economies: Colombia and the Pacific Alliance Group 0 0 0 4 2 2 4 45
Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets 0 0 0 20 0 1 2 82
Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets 0 0 0 12 0 1 6 135
Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets 0 0 0 32 0 1 5 113
Cross-Border Portfolio Flows and News Media Coverage 0 1 6 25 2 8 35 59
Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets 0 1 31 32 2 9 58 64
Cyber-Attacks, Cryptocurrencies, and Cyber Security 0 3 7 56 4 17 59 93
Cycles and Long-Range Behaviour in the European Stock Market 2 2 3 26 2 2 10 20
DETERMINANTS OF POLLUTION ABATEMENT AND CONTROL EXPENDITURE: EVIDENCE FROM ROMANIA 0 0 0 17 0 1 15 129
Determinants of Pollution Abatement and Control Expenditure in Romania: A Multilevel Analysis 0 0 0 26 0 0 10 165
Determinants of Pollution Abatement and Control Expenditure: Evidence from Romania 0 0 0 53 1 1 10 282
Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks 0 0 0 44 0 1 2 145
ETA TERRORISM:POLICE ACTION, POLITICAL MEASURES AND THE INFLUENCE OF VIOLENCE ON ECONOMIC ACTIVITY IN THE BASQUE COUNTRY 1 1 2 239 1 1 3 919
EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries? 0 0 0 35 0 1 9 173
EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries? 0 0 1 42 0 0 5 126
Economic Policy Uncertainty: Persistence and Cross-Country Linkages 1 2 9 9 5 12 52 59
Efficiency evaluation of Greek equity funds 0 0 1 26 0 1 16 113
Employment Growth, Inflation and Output Growth: Was Phillips Right? Evidence from a Dynamic Panel 0 1 3 81 0 3 9 226
Employment Growth, Inflation and Output Growth: Was Phillips Right?: Evidence from a Dynamic Panel 0 0 1 72 0 2 6 318
Endogenous growth and Stock Market Development 0 1 3 350 1 2 15 908
Energy Consumption in the GCC Countries: Evidence on Persistence 1 1 2 10 3 5 15 54
Environmental Regulation and Competitiveness: Evidence from Romania 0 0 2 54 2 3 17 255
Environmental Regulation and Competitiveness: Evidence from Romania 0 1 1 19 1 8 31 180
Environmental Regulation and Competitiveness: Evidence from Romania 0 0 0 66 0 2 16 226
Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-In-Mean Analysis 1 1 1 29 1 1 2 55
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 17 1 1 3 63
Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models 0 0 0 32 0 0 3 93
Estimation of Conditional Asset Pricing Models with Integrated Variables in the Beta Specification 0 0 3 24 1 3 23 35
Europe Agreements and Trade Balance: Evidence form Four New EU Members 0 0 0 51 1 1 4 169
Europe Agreements and Trade Balance: Evidence from Four New EU Members 0 0 0 31 0 0 4 121
Evaluating Greek Equity Funds Using Data Envelopment Analysis 0 0 0 69 1 1 5 268
Exchange Rate Dynamics and Monetary Unions in Africa: A Fractional Integration and Cointegration Analysis 0 0 0 28 2 4 6 39
Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB 0 0 1 17 0 0 17 102
Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB 0 0 1 33 0 0 8 119
Exchange Rate Parities and Taylor Rule Deviations 0 15 15 15 1 13 13 13
Exchange Rate Uncertainty and International Portfolio Flows 0 0 0 43 1 2 6 78
Exchange Rate Uncertainty and International Portfolio Flows 0 0 1 13 0 2 7 57
Exchange Rates and Macro News in Emerging Markets 0 0 0 40 0 0 4 110
Exchange Rates and Macro News in Emerging Markets 0 0 1 9 0 0 5 51
Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB 0 0 0 21 0 0 5 54
FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS 0 0 0 126 0 1 4 296
FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS 0 0 1 339 0 1 5 802
FRACTIONAL INTEGRATION AND IMPULSE RESPONSES: A BIVARIATE APPLICATION TO REAL OUTPUT IN THE US AND THE SCANDINAVIAN COUNTRIES 0 0 0 72 0 0 2 271
Financial Contagion: Evolutionary Optimisation of a Multinational Agent-Based Model 1 1 2 97 1 2 14 317
Financial Development and Economic Growth: Evidence from Ten New EU Members 0 0 4 112 0 1 15 152
Financial Development and Economic Growth: Evidence from Ten New EU Members 7 15 33 310 13 38 107 825
Financial integration in the GCC region: market size versus national effects 0 0 1 9 1 3 8 21
Fiscal Adjustment and Business Cycle Synchronization 0 0 0 25 0 0 4 74
Fiscal Adjustments and Business Cycle Synchronization 0 0 1 15 1 1 6 65
Fiscal Shocks and Real Exchange Rate Dynamics: Some Evidence for Latin America 0 0 0 96 0 1 6 278
Fiscal Spillovers in the Euro Area 0 0 1 37 0 0 2 44
Fiscal Spillovers in the Euro Area 0 0 0 186 1 1 5 425
Fiscal Spillovers in the Euro Area 0 1 2 27 1 2 5 112
Foreign direct investment in the Asian economies 0 0 3 13 1 2 8 71
Fractional Cointegration in US Term Spreads 0 0 0 41 0 0 1 97
Fractional Integration and Cointegration in US Financial Time Series Data 0 0 3 27 0 1 11 100
Fractional Integration and Cointegration in US Financial Time Series Data 0 0 0 55 0 0 2 185
Fractional Integration and Cointegration in US Financial Time Series Data 0 0 0 106 0 0 1 160
Fractional cointegration and real exchange rates 0 0 0 43 0 4 6 108
Fractional cointegration and tests of present value models 0 0 0 39 0 0 1 127
Fractional integration and data frequency 0 0 0 29 0 0 0 52
Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets 1 1 1 12 1 1 6 43
Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets 0 0 0 6 2 2 9 33
Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-Mean Analysis 0 0 0 80 1 1 4 270
Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-mean Analysis 1 1 2 88 1 2 7 306
Gold and Oil Prices: Abnormal Returns, Momentum and Contrarian Effects 0 1 15 15 0 1 19 19
High and low prices and the range in the European stock markets: a long-memory approach 0 0 1 21 0 0 5 39
How Has the Global Financial Crisis Affected Syndicated Loan Terms in Emerging Markets? Evidence from China 0 0 0 41 0 0 4 80
How Has the Global Financial Crisis Affected Syndicated Loan Terms in Emerging Markets? Evidence from China 0 0 1 26 0 3 17 181
INTERNATIONAL FINANCIAL INTEGRATION AND REAL EXCHANGE RATE LONG-RUN DYNAMICS IN EMERGING COUNTRIES 0 0 1 48 0 0 4 161
Identification of Segments of European Banks with a Latent Class Frontier Model 0 0 0 32 1 2 3 152
Income and Happiness across Europe: Do Reference Values Matter? 0 3 7 285 3 11 39 953
Inflation and Inflation Uncertainty in the Euro Area 0 0 0 87 0 1 11 270
Inflation and Inflation Uncertainty in the Euro Area 0 0 0 63 1 2 5 199
Inflation and Inflation Uncertainty in the Euro Area 0 0 1 34 0 1 5 39
Inflation and inflation uncertainty in the euro area 0 0 0 107 0 0 2 258
Inflation in the G7 Countries: Persistence and Structural Breaks 5 5 25 26 6 12 38 55
Interest rate dynamics in Kenya 0 0 0 3 1 2 5 19
International Capital Markets Structure, Preferences and Puzzles: The US-China Case 0 0 1 35 4 8 40 206
International Capital Markets Structure, Preferences and Puzzles: The US-China Case 0 0 0 10 0 2 8 66
International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence 0 0 0 39 0 0 5 120
International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence 0 0 0 18 0 2 15 203
International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence 0 0 0 48 0 0 3 202
International Portfolio Flows and Exchange Rate Volatility for Emerging Markets 0 0 1 43 2 2 7 70
International Portfolio Flows and Exchange Rate Volatility for Emerging Markets 0 0 1 29 0 1 8 105
Intraday Anomalies and Market Efficiency: A Trading Robot Analysis 0 0 0 18 1 2 10 79
Intraday Anomalies and Market Efficiency: A Trading Robot Analysis 0 0 1 30 0 1 10 172
Investors' Trading Behaviour and Stock Market Volatility during Crisis Periods: A Dual Long-Memory Model for the Korean Stock Exchange 2 2 4 17 3 5 22 42
Is Market Fear Persistent? A Long-Memory Analysis 0 1 1 6 0 3 7 39
Is Market Fear Persistent? A Long-Memory Analysis 1 2 2 9 1 3 5 41
Islamic Banking, Credit and Economic Growth: Some Empirical Evidence 0 0 1 52 1 1 6 89
Islamic Banking, Credit and Economic Growth: Some Empirical Evidence 0 0 2 31 4 7 36 134
LONG MEMORY AT THE LONG RUN AND AT THE CYCLICAL FREQUENCIES: MODELLING REAL WAGES IN ENGLAND, 1260 -1994 0 0 0 19 1 1 1 119
LONG MEMORY AT THE LONG RUN AND AT THE CYCLICAL FREQUENCIES: MODELLING REAL WAGES IN ENGLAND, 1260 -1994 0 0 0 61 0 0 1 155
LONG MEMORY AT THE LONG-RUN AND THE SEASONAL MONTHLY FREQUENCIES IN THE US MONEY STOCK 0 0 0 51 0 0 1 139
LONG RUN AND CYCLICAL DYNAMICS IN THE US STOCK MARKET 0 0 0 71 1 1 4 186
Linkages between the US and European Stock Markets: A Fractional Cointegration Approach 0 0 0 6 0 0 6 57
Linkages between the US and European Stock Markets: A Fractional Cointegration Approach 0 0 2 20 0 1 10 69
Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach 0 0 1 49 0 2 7 210
Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach 0 0 0 116 0 0 1 314
Loan Loss Provision: Some Empirical Evidence for Italian Banks 1 1 4 60 1 2 14 214
Loan Loss Provision: Some Empirical Evidence for Italian Banks 0 0 1 51 2 2 12 198
Local Banking and Local Economic Growth in Italy: Some Panel Evidence 0 1 3 103 1 3 61 209
Long Memory and Data Frequency in Financial Markets 1 1 1 33 1 3 9 60
Long Memory and Data Frequency in Financial Markets 0 0 1 43 0 1 9 62
Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate 0 0 1 18 1 1 9 61
Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate 0 0 2 39 0 1 6 119
Long Memory and Fractional Integration in High Frequency Financial Time Series 0 0 0 86 1 2 4 189
Long Memory and Fractional Integration in High-Frequency British Pound / Dollar Spot Exchange Rates 0 0 2 11 1 3 9 51
Long Memory and Volatility Dynamics in the US Dollar Exchange Rate 0 0 0 70 0 0 3 135
Long Memory and Volatility Dynamics in the US Dollar Exchange Rate 0 0 0 6 0 2 3 43
Long Memory at the Long Run and at the Cyclical Frequencies:Modelling Real Wages in England: 1260-1994 0 0 0 16 0 0 3 116
Long Memory in German Energy Price Indices 0 0 0 11 0 1 1 64
Long Memory in German Energy Price Indices 0 0 0 46 2 4 13 125
Long Memory in UK Real GDP, 1851-2013: An ARFIMA-FIGARCH Analysis 0 0 0 71 0 1 5 94
Long Memory in US Real Output per Capita 0 0 0 38 0 0 1 268
Long Memory in US Real Output per Capita 0 0 0 28 0 0 0 164
Long Memory in the Ukrainian Stock Market 0 0 0 50 0 0 5 97
Long Run and Cyclical Dynamics in the US Stock Market 0 0 2 41 2 4 12 204
Long memory in Angolan macroeconomic series: mean reversion versus explosive behaviour 0 0 0 4 1 5 13 27
Long memory in the ukrainian stock market and financial crises 0 0 2 15 0 2 10 48
Long-Term Price Overreactions: Are Markets Inefficient? 0 0 3 36 1 6 15 93
Long-run and Cyclical Dynamics in the US Stock Market 0 0 0 73 1 1 8 323
Long-run and Cyclical Dynamics in the US Stock Market 0 0 0 38 1 1 4 305
MEASURING HALF-LIVES USING A NON-PARAMETRIC BOOTSTRAP APPROACH 0 0 0 59 0 0 1 171
MEASURING HALF-LIVES USING A NON-PARAMETRIC BOOTSTRAP APPROACH 0 0 0 59 0 0 4 236
MODELLING STOCHASTIC VOLATILITY IN ASSET RETURNS USING FRACTIONALLY INTEGRATED SEMIPARAMETRIC TECHNIQUES 0 0 0 78 0 0 2 215
MODELLING STRUCTURAL BREAKS IN THE US, UK AND JAPANESE UNEMPLOYMENT RATES 0 0 0 79 0 0 2 301
Macro News and Bond Yield Spreads in the Euro Area 0 0 1 20 1 1 6 79
Macro News and Bond Yield Spreads in the Euro Area 0 0 0 31 0 1 4 65
Macro News and Commodity Returns 0 0 0 22 0 1 6 56
Macro News and Commodity Returns 0 0 1 13 0 1 3 54
Macro News and Exchange Rates in the BRICS 0 0 0 21 1 1 4 87
Macro News and Exchange Rates in the BRICS 0 0 1 14 0 1 8 60
Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis 0 0 1 22 1 1 4 75
Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Means Analysis 0 0 1 13 0 0 6 63
Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility 1 2 6 35 2 6 36 61
Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better? 0 1 2 21 0 1 7 72
Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better? 0 0 1 30 2 2 8 64
Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach 0 3 9 9 1 4 18 18
Modelling Long Run Trends and Cycles in Financial Time Series Data 0 0 0 24 0 0 2 117
Modelling Long-Run Trends and Cycles in Financial Time Series Data 1 1 5 197 5 11 48 702
Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates 0 0 0 104 1 2 5 370
Modelling Volatility of Cryptocurrencies Using Markov-Switching Garch Models 0 0 8 96 2 6 33 244
Modelling the US, the UK and Japanese unemployment rates. Fractional integrationand structural breaks 0 0 0 35 1 1 5 98
Momentum Effects in the Cryptocurrency Market After One-Day Abnormal Returns 3 10 26 71 14 74 191 271
Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule? 1 1 5 111 5 10 45 240
Monetary Policy Rules in Emerging Countries: Is there an Augmented Nonlinear Taylor Rule? 0 0 1 26 5 7 33 145
Monetary Policy and the Exchange Rate During the Asian Crisis Identification Through Heteroscedasticity 0 0 0 483 1 1 35 1,551
Monetary Policy and the Exchange Rate During the Asian Crisis: Identification Through Heteroscedasticity 0 1 2 120 0 5 11 382
Multi-Factor Gegenbauer Processes and European Inflation Rates 0 0 0 21 0 0 0 117
Multi-Factor Gegenbauer Processes and European Inflation Rates 0 0 1 14 0 1 3 122
NELSON AND PLOSSER REVISITED: EVIDENCE FROM FRACTIONAL ARIMA MODELS 0 0 0 219 0 0 3 660
NELSON AND PLOSSER REVISITED: EVIDENCE FROM FRACTIONAL ARIMA MODELS 0 0 0 117 0 0 1 330
NON-LINEARITIES AND FRACTIONAL INTEGRATION IN THE US UNEMPLOYMENT RATE 0 0 0 82 0 0 7 258
NON-LINEARITIES AND FRACTIONAL INTEGRATION IN THE US UNEMPLOYMENT RATE 0 0 0 59 0 0 3 286
NON-LINEARITIES AND FRACTIONAL INTEGRATION IN THE US UNEMPLOYMENT RATE 0 0 0 113 0 0 5 267
Non-Linearities and Fractional Integration in the US Unemployment Rate 0 0 1 2 0 0 4 17
Non-Linearities and Persistence in US Long-Run Interest Rates 2 2 15 15 2 3 17 17
Non-Linearities, Cyber Attacks and Cryptocurrencies 0 0 2 34 2 6 22 67
Non-linearities and fractional integration in the US unemployment rate 0 0 0 27 0 1 11 165
Nonlinearities and Asymmetric Adjustment to PPP in an Exchange Rate Model with Inflation Expectations 0 7 20 20 4 10 24 24
Nonlinearities and fractional integration in the US unemployment rate 0 0 1 36 1 1 9 142
ON THE TRADE BALANCE EFFECTS OF FREE TRADE AGREEMENTS BETWEEN THE EU-15 AND THE CEEC-4 COUNTRIES 0 0 0 88 0 0 4 253
Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach 0 0 0 50 3 17 28 115
Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach 0 0 1 30 1 1 10 98
On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries 0 0 0 203 0 0 5 939
On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries 0 0 2 139 1 5 16 424
On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries 0 0 0 0 1 3 9 43
On the Frequency of Price Overreactions 0 0 0 8 0 1 4 31
On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010 0 0 2 28 2 16 33 108
On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010 0 0 2 29 0 1 5 156
On the Persistence of UK Inflation: A Long-Range Dependence Approach 0 2 3 71 0 3 15 114
On the Persistence of UK Inflation: A Long-Range Dependence Approach 1 1 1 42 2 3 8 47
On the Trade Balance Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries 0 0 0 0 0 0 5 23
On the Trade Balance Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries 0 0 0 0 0 0 3 27
On the preferences of CoCo bond buyers and sellers 0 0 2 26 0 5 41 129
PANEL DATA TESTS OF PPP: A CRITICAL OVERVIEW 0 0 0 80 0 1 5 262
PANEL DATA TESTS OF PPP: A CRITICAL OVERVIEW 0 0 0 152 0 0 1 282
POLLUTION ABATEMENT AND CONTROL EXPENDITURE IN ROMANIA: A MULTILEVEL ANALYSIS 0 0 0 37 0 1 7 149
Panel Data Tests of PPP. A Critical Overview 0 0 2 356 1 1 13 1,088
Parameter Instability and Forecasting Performance. A Monte Carlo Study 0 0 1 65 0 3 10 296
Particulate Matter 10 (PM10): Persistence and Trends in Eight European Capitals 0 1 13 13 2 7 27 27
Persistence and Cycles in US Hours Worked 0 0 0 20 0 0 2 63
Persistence and Cycles in US Hours Worked 0 0 0 8 0 1 3 60
Persistence and Cycles in the US Federal Funds Rate 0 0 0 15 0 1 3 76
Persistence and Cycles in the US Federal Funds Rate 0 0 0 46 0 0 2 54
Persistence and Cyclical Dependence in the Monthly Euribor Rate 0 1 1 18 1 4 17 121
Persistence and Cyclical Dependence in the Monthly Euribor Rate 0 0 0 21 0 0 4 97
Persistence and Long Memory in Monetary Policy Spreads 2 2 24 24 4 8 28 28
Persistence in Youth Unemployment 0 0 0 79 0 0 2 151
Persistence in Youth Unemployment 1 1 2 35 4 5 8 111
Persistence in the Cryptocurrency Market 1 1 2 40 1 5 21 150
Persistence in the Cryptocurrency Market 2 2 5 42 8 17 73 173
Persistence in the Market Risk Premium: Evidence across Countries 1 1 5 26 1 6 24 41
Persistence in the Private Debt-to-GDP Ratio: Evidence from 43 OECD Countries 1 2 5 5 1 2 9 9
Persistence in the Realized Betas: Some Evidence for the Spanish Stock Market 2 3 10 27 2 6 23 43
Persistence in the Russian Stock Market Volatility Indices 1 1 1 28 2 2 6 51
Persistence, non-linearities and structural breaks in European stock market indices 1 1 2 23 1 2 8 37
Political Tension and Stock Markets in the Arabian Peninsula 0 0 1 7 0 0 3 40
Pollution Abatement and Control Expenditure in Romania: A Multilevel Analysis 0 0 2 32 1 3 13 175
Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System 0 0 0 20 1 2 12 119
Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System 0 0 0 23 1 1 7 136
Price Formation on the EuroMTS Platform 0 0 0 16 0 1 4 118
Price Formation on the EuroMTS Platform 1 2 2 24 1 3 16 117
Price Overreactions in the Cryptocurrency Market 1 2 3 38 2 11 30 126
Price Overreactions in the Cryptocurrency Market 2 8 14 55 10 37 101 285
Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence 0 1 2 29 2 4 13 54
Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market 0 0 0 67 1 1 8 293
Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market 0 0 0 12 0 1 11 105
Rating Assignments: Lessons from International Banks 0 0 0 54 12 46 80 341
Rating Assignments: Lessons from International Banks 0 0 0 71 1 3 9 184
Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal 0 0 0 26 0 0 2 83
Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal 0 0 0 26 0 0 6 115
Robustness of the CUSUM and CUSUM-of-Squares Tests to Serial Correlation, Endogeneity and Lack of Structural Invariance. Some Monte Carlo Evidence 8 18 68 590 56 116 342 2,520
Selectivity, Market Timing and the Morningstar Star-Rating System 0 0 1 66 0 0 6 306
Selectivity, Market Timing and the Morningstar Star-Rating System 0 0 0 50 0 1 7 294
Short-Term Price Overreaction: Identification, Testing, Exploitation 0 0 0 23 0 0 2 92
Short-Term Price Overreactions: Identification, Testing, Exploitation 0 0 2 16 0 1 6 62
Sources of Real Exchange Rate Volatility and International Financial Integration: A Dynamic GMM Panel Approach 0 1 4 78 3 7 23 308
Spillovers between Food and Energy Prices and Structural Breaks 0 1 2 11 0 1 4 56
Spillovers between Food and Energy Prices and Structural Breaks 0 0 1 12 1 1 6 52
Spillovers between food and energy prices and structural breaks 0 0 1 30 1 3 15 74
Stock Market Integration between three CEECs, Russia and the UK 0 0 2 65 1 2 15 250
Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests 1 1 2 19 1 3 67 223
Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests 0 0 0 7 0 0 1 29
Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approach 3 4 15 64 4 16 44 153
Style consistency and mutual fund returns: the case of Russia 0 1 5 20 0 5 18 44
TESTING FOR CONTAGION: A CONDITIONAL CORRELATION ANALYSIS 0 1 7 693 1 6 45 1,941
TESTING FOR DETERMINISTIC AND STOCHASTIC CYCLES IN MACROECONOMIC TIME SERIES 0 0 0 128 0 0 2 205
TESTING FOR FINANCIAL CONTAGION BETWEEN DEVELOPED AND EMERGING MARKETS DURING THE 1997 EAST ASIAN CRISIS 0 0 4 207 0 0 5 449
TESTING FOR UNIT AND FRACTIONAL ORDERS OF INTEGRATION IN THE TREND AND SEASONAL COMPONENTS OF US MONETARY AGGREGATES 0 0 0 24 0 0 3 115
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 0 645
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 0 141
THE ASYMMETRIC EFFECTS OF A COMMON MONETARY POLICY IN EUROPE 0 0 0 185 1 2 3 466
THE BDS TEST AS A TEST FOR THE ADEQUACY OF A GARCH(1,1) SPECIFICATION: A MONTE CARLO STUDY 0 0 0 38 0 1 2 212
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 2 319
THE EURO AND INFLATION UNCERTAINTY IN THE EUROPEAN MONETARY UNION 0 0 0 92 0 1 6 309
THE STOCHASTIC UNIT ROOT MODEL AND FRACTIONAL INTEGRATION: AN EXTENSION TO THE SEASONAL CASE 0 0 0 141 0 0 1 350
THE STOCHASTIC UNIT ROOT MODEL AND FRACTIONAL INTEGRATION: AN EXTENSION TO THE SEASONAL CASE 0 0 0 94 0 0 0 302
TRADE INTENSITY AND OUTPUT SYNCHRONISATION: ON THE ENDOGENEITY PROPERTIES OF EMU 0 0 1 21 0 0 7 52
TRADE SPECIALISATION AND ECONOMIC CONVERGENCE: EVIDENCE FROM TWO EASTERN EUROPEAN COUNTRIES 0 0 0 33 1 3 12 167
Testing Stock Market Convergence: A Non-linear Factor Approach 0 0 0 7 0 1 5 59
Testing Unemployment Theories: A Multivariate Long Memory Approach 0 0 0 50 0 0 3 86
Testing Unemployment Theories: A Multivariate Long Memory Approach 0 0 0 30 0 0 2 78
Testing for Convergence in Stock Markets: A Non-Linear Factor Approach 0 0 1 70 0 0 10 253
Testing for Convergence in Stock Markets: A Non-linear Factor Approach 0 0 0 34 0 0 0 83
Testing for Financial Contagion between Developed and Emerging Markets during the 1997 East Asian Crisis 0 0 1 24 0 1 7 98
Testing for UIP: Nonlinearities, Monetary Announcements and Interest Rate Expectations 0 31 31 31 2 10 10 10
Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques 0 0 0 11 0 0 0 23
Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques 1 1 1 23 1 2 3 33
Testing the Marshall-Lerner Condition in Kenya 0 0 0 100 1 4 6 325
Testing the Marshall-Lerner condition in Kenya 0 0 1 7 3 8 14 54
The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification. A Monte Carlo Study 0 0 1 350 10 25 127 1,501
The Bank Lending Channel in a Dual Banking System: Evidence from Malaysia 0 0 2 53 1 2 7 95
The Bank Lending Channel in a Dual Banking System: Evidence from Malaysia 0 0 1 52 0 0 11 175
The Banking System in Bulgaria 0 0 0 0 0 1 9 30
The Covid-19 Pandemic and the Degree of Persistence of US Stock Prices and Bond Yields 4 15 15 15 7 19 19 19
The Day of the Week Effect in the Crypto Currency Market 0 0 3 37 0 0 18 104
The Day of the Week Effect in the Crypto Currency Market 3 4 18 145 15 75 224 818
The Direct and Indirect Effects of Financial Development on International Trade: Evidence from the CEEC-6 0 3 10 10 2 11 31 31
The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks 0 0 0 12 0 1 9 134
The EMBI in Latin America: Fractional Integration, Non-linearities and Breaks 0 0 0 33 0 0 5 79
The Euro Changeover and Price Adjustments in Italy 0 1 2 36 0 1 5 89
The Euro Changeover and Price Adjustments in Italy 0 1 1 17 0 1 2 88
The Euro and Inflation Uncertainty in the European Monetary Union 0 0 0 21 0 0 4 127
The Euro and Inflation Uncertainty in the European Monetary Union 0 0 0 133 0 0 2 433
The Frequency of One-Day Abnormal Returns and Price Fluctuations in the FOREX 0 0 4 18 0 2 24 39
The Impact of Business and Political News on the GCC Stock Markets 1 1 2 45 2 3 16 82
The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model 0 0 0 36 0 0 2 87
The Performance of Banks in the MENA Region During the Global Financial Crisis 0 0 0 7 0 3 4 53
The Performance of Banks in the MENA Region during the Global Financial Crisis 0 0 0 49 0 0 5 114
The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis 0 0 0 16 0 0 11 93
The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis 0 0 2 27 1 4 14 162
The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis 0 0 0 19 0 1 6 81
The Relationship between Prices and Output in the UK and the US 4 13 13 13 7 22 22 22
The Weekend Effect: A Trading Robot and Fractional Integration Analysis 0 0 0 30 0 3 8 80
The Weekend Effect: A Trading Robot and Fractional Integration Analysis 0 0 2 31 0 1 6 135
The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market? 1 1 1 14 1 2 8 77
The Weekly Structure of US Stock Prices 0 0 0 7 0 1 3 46
The Weekly Structure of US Stock Prices 0 0 0 34 0 0 7 49
Time-Varying Spot and Futures Oil Price Dynamics 0 0 0 66 0 1 3 217
Time-Varying Spot and Futures Oil Price Dynamics 0 0 1 48 0 1 5 191
Time-varying spot and futures oil price dynamics 0 0 1 64 0 0 4 145
Trade Flows and Trade Specialisation: The Case of China 0 1 1 56 0 2 13 169
Trade Flows and Trade Specialisation: The Case of China 0 1 2 32 0 1 12 156
Trade Intensity and Output Synchronisation: On the Endogeneity Properties of EMU 0 0 0 17 0 0 2 63
Trade Intensity and Output Synchronisation: On the Endogeneity Properties of EMU 0 0 0 38 0 1 7 85
Trade Specialisation and Economic Convergence: Evidence from Two Eastern European Countries 0 0 0 143 0 1 5 381
Trade Specialisation and Economic Convergence: Evidence from two Eastern European Countries 0 0 0 39 0 3 11 135
Trade flows and trade specialisation: the case of China 0 0 0 34 0 2 6 53
Trends and Cycles in Macro Series: The Case of US Real GDP 1 1 3 60 1 1 5 76
Trends and Cycles in Macro Series: The Case of US Real GDP 1 1 2 39 1 2 5 48
US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis 0 0 0 49 0 0 0 382
US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis 0 1 4 47 1 7 38 220
US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis 0 0 0 4 0 0 0 46
US Sea Level Data: Time Trends and Persistence 1 1 14 15 2 3 23 27
Unemployment and input prices: A fractional cointegration approach 0 0 1 24 0 0 4 132
Using Chebyshev Polynomials to Approximate Partial Differential Equations 0 0 1 212 0 0 9 859
VALUING AMERICAN PUT OPTIONS USING CHEBYSHEV POLYNOMIAL APPROXIMATION 0 0 0 213 0 0 1 701
VALUING AMERICAN PUT OPTIONS USING CHEBYSHEV POLYNOMIAL APPROXIMATION 0 0 0 155 0 0 0 398
Volatility Spillovers and Contagion from Mature to Emerging Stock Markets 0 0 6 97 6 12 34 393
Volatility Spillovers and Contagion from Mature to Emerging Stock Markets 0 0 0 144 0 1 16 339
Volatility Spillovers and Contagion from Mature to Emerging Stock Markets 0 0 0 101 2 7 20 228
Volatility forecasts for the RTS stock index: option-implied volatility versus alternative methods 1 1 2 27 3 8 22 56
Volatility spillovers and contagion from mature and emerging stock markets 0 0 0 3 0 2 3 29
Volatility spillovers and contagion from mature to emerging stock markets 0 2 3 122 1 10 26 497
Youth Unemployment in Europe: Persistence and Macroeconomic Determinants 1 3 13 168 4 8 36 365
Total Working Papers 87 244 787 19,826 391 1,207 4,736 66,251


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 3 264
ARE THE BALTIC COUNTRIES READY TO ADOPT THE EURO? A GENERALIZED PURCHASING POWER PARITY APPROACH 0 0 1 13 0 0 1 53
Analysing the determinants of insolvency risk for general insurance firms in the UK 0 1 2 9 3 7 23 72
Are PPP tests erratically behaved? Some panel evidence 0 0 0 14 0 0 0 33
Asset prices and output growth volatility: the effects of financial crises 1 1 2 85 1 2 6 215
BASQUE TERRORISM: POLICE ACTION, POLITICAL MEASURES AND THE INFLUENCE OF VIOLENCE ON THE STOCK MARKET IN THE BASQUE COUNTRY 1 1 3 32 1 1 6 134
Bank lending procyclicality and credit quality during financial crises 0 1 1 26 1 3 7 109
Bitcoin fluctuations and the frequency of price overreactions 0 0 0 7 2 2 11 44
Black Market and Official Exchange Rates: Long‐run Equilibrium and Short‐run Dynamics 0 0 0 51 0 0 4 209
Bond Markets and Macroeconomic Performance 0 3 3 52 0 5 6 186
Brexit and Uncertainty in Financial Markets 0 0 0 19 1 5 12 78
Business cycles, international trade and capital flows: evidence from Latin America 1 3 3 14 1 4 9 57
Calendar anomalies in the Russian stock market 0 0 3 16 1 2 6 54
Can the Consumption–Wealth Ratio Predict Housing Returns? Evidence from OECD Countries 0 0 1 3 0 0 4 15
Causality Links between Consumer and Producer Prices: Some Empirical Evidence 0 0 0 0 7 10 18 235
Central bank policy rates: Are they cointegrated? 0 0 0 2 0 1 2 27
Central bank policy rates: Are they cointegrated? 0 0 0 0 0 0 3 26
Cointegration and predictability of asset prices1 0 0 0 45 0 2 6 110
Cointegration tests of PPP: do they also exhibit erratic behaviour? 0 0 0 18 0 0 5 68
Common features and output fluctuations in the United Kingdom 0 0 0 5 0 0 0 54
Common stochastic trends and inflation convergence in the EMS 0 1 1 15 0 1 2 64
Competitive devaluations in commodity†based economies: Colombia and the Pacific Alliance Group 0 0 0 3 0 0 1 10
Conditional Leptokurtosis and Non-Linear Dependence in Exchange Rate Returns 0 0 0 14 0 1 3 62
Consumption, wealth, stock and housing returns: Evidence from emerging markets 0 0 1 9 0 1 5 84
Coordination and price shocks: an empirical analysis 0 0 0 19 1 1 1 73
Daily abnormal price changes and trading strategies in the FOREX 0 0 3 3 1 9 20 20
Does Inflation Targeting Affect the Trade–off Between Output Gap and Inflation Variability? 0 0 2 2 0 0 5 5
Domestic and external factors in interest rate determination 0 0 1 39 1 2 5 173
EU Banks Rating Assignments: Is There Heterogeneity between New and Old Member Countries? 0 0 0 0 0 0 3 49
Efficiency evaluation of Greek equity funds 0 0 1 15 1 1 10 87
Efficient Estimation Of Cointegrating Vectors and Testing for Causality in Vector Autoregressions 0 0 0 109 0 0 3 237
Endogenous Growth Models and Stock Market Development: Evidence from Four Countries 0 2 2 138 2 4 11 348
Environmental Regulation and Competitiveness: Evidence from Romania 0 0 1 22 0 3 13 175
Equity fund flows and stock market returns in the USA before and after the global financial crisis: a VAR-GARCH-in-mean analysis 0 1 2 2 1 4 7 7
Estimating Income and Price Elasticities of Trade in a Cointegration Framework 0 0 0 0 0 0 14 445
Estimating persistence in the volatility of asset returns with signal plus noise models 0 0 0 0 0 0 4 45
Estimation of conditional asset pricing models with integrated variables in the beta specification 0 0 2 3 0 1 6 19
Estimator Choice and Fisher's Paradox: A Monte Carlo Study 0 0 0 47 0 0 5 247
European free trade agreements and trade balance: Evidence from four new European Union members 0 0 0 32 0 1 4 117
Evaluating the Gains to Cooperation in the G-3 0 0 0 8 1 1 4 54
Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB 0 1 2 7 0 2 10 52
Exchange rate uncertainty and international portfolio flows: A multivariate GARCH-in-mean approach 1 1 6 42 1 1 18 150
Exchange rates and macro news in emerging markets 0 1 1 3 0 1 1 16
Exogeneity and measurement of persistence 0 0 0 21 0 0 1 111
FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS 0 0 0 20 0 3 5 113
Feedbacks between mutual fund flows and security returns: evidence from the Greek capital market 0 0 0 58 0 0 2 218
Financial Development and Economic Growth: Evidence from 10 New European Union Members 0 0 1 39 0 0 10 105
Financial Integration in the GCC Region: Market Size Versus National Effects 0 0 0 0 0 0 7 11
Financial contagion: evolutionary optimization of a multinational agent‐based model 0 0 2 2 0 0 3 3
Fiscal Consolidation: An Exercise in the Methodology of Coordination 0 0 0 0 0 0 4 36
Fiscal Solvency in Europe: Budget Deficits and Government Debt under European Monetary Union 0 0 0 1 0 0 2 11
Fiscal shocks and real exchange rate dynamics: Some evidence for Latin America 0 0 2 52 0 2 8 201
Fiscal spillovers in the Euro area 1 2 4 39 2 4 9 129
Fractional Integration and the Persistence of UK Inflation, 1210–2016 0 0 2 2 0 1 12 13
Fractional cointegration and real exchange rates 0 0 0 0 0 1 1 1
Fractional cointegration and real exchange rates 0 0 0 24 0 1 2 95
Fractional cointegration and tests of present value models 0 0 0 0 0 0 0 0
Fractional cointegration and tests of present value models 0 0 1 61 0 0 3 131
Fractional cointegration in US term spreads 0 0 0 3 0 0 1 43
Fractional integration and cointegration in US financial time series data 0 0 0 10 0 0 2 36
Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries 0 0 0 13 0 0 1 47
Fractional integration and mean reversion in stock prices 0 1 2 81 0 2 3 197
Gender, style diversity, and their effect on fund performance 0 0 3 13 1 2 23 96
Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis 0 2 5 40 1 5 12 145
Global and regional stock market integration in Asia: A panel convergence approach 0 0 2 2 2 5 24 28
HOW DO FISCAL CONSOLIDATION AND FISCAL STIMULI IMPACT ON THE SYNCHRONIZATION OF BUSINESS CYCLES? 0 0 0 4 0 1 3 20
Herding behaviour in extreme market conditions: the case of the Athens Stock Exchange 4 6 19 119 18 31 67 436
High and low prices and the range in the European stock markets: A long-memory approach 0 0 1 1 0 1 5 8
How has the global financial crisis affected syndicated loan terms in emerging markets? Evidence from China 0 0 0 2 1 3 13 33
IGARCH models and structural breaks 0 1 1 346 3 5 12 964
Improving Environmental Performance: A Challenge for Romania 0 0 1 9 1 1 8 42
Income and happiness across Europe: Do reference values matter? 3 6 14 128 7 16 44 448
Infant mortality rates: time trends and fractional integration 0 0 0 7 0 1 2 37
Inflation and inflation uncertainty in the euro area 1 1 1 42 2 3 8 159
Inflation convergence in the EMS: Some additional evidence. A reply 0 0 0 2 1 1 1 40
Interest Rate Dynamics in Kenya: Commercial Banks' Rates and the 91‐Day Treasury Bill Rate 0 0 0 1 0 0 4 25
Interest rate convergence, capital controls, risk premia and foreign exchange market efficiency in the EMS 0 0 0 33 1 1 5 117
Interest rate linkages within the European Monetary System: an alternative interpretation 0 0 0 15 0 0 1 79
Interest rate linkages: a Kalman filter approach to detecting structural change 0 0 2 162 0 1 4 339
Interest rate linkages: identifying structural relations 0 0 1 58 0 0 2 216
International Linkages in Short- and Long-Term Interest Rates 0 0 0 30 0 0 3 177
International capital markets structure, preferences and puzzles: A “US–China World” 0 0 0 9 0 1 6 114
International financial integration and real exchange rate long-run dynamics in emerging countries: Some panel evidence 0 0 0 11 0 0 1 80
International portfolio flows and exchange rate volatility in emerging Asian markets 0 0 1 5 1 6 14 44
Intraday Anomalies and Market Efficiency: A Trading Robot Analysis 0 0 0 3 0 0 9 49
Introduction 0 0 0 0 0 0 0 19
Irreducibility and Structural Cointegrating Relations: An Application to the G-7 Long-Term Interest Rates 0 0 0 57 0 0 0 231
Is Europe an Optimum Currency Area? Business Cyc1es in the EU 0 0 0 0 1 1 4 51
Is Europe an optimum currency area? 1 1 2 7 1 1 2 19
Is market fear persistent? A long-memory analysis 0 0 0 0 0 2 4 23
Islamic banking, credit, and economic growth: Some empirical evidence 0 0 1 4 2 3 17 35
LIQUIDITY RISK, CREDIT RISK AND THE OVERNIGHT INTEREST RATE SPREAD: A STOCHASTIC VOLATILITY MODELLING APPROACH 0 0 0 9 0 1 4 39
Learning about monetary union: An analysis of bounded rational learning in European labor markets 0 0 0 13 0 0 0 62
Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach 0 0 0 4 0 1 4 26
Loan loss provisions and macroeconomic shocks: Some empirical evidence for italian banks during the crisis 0 0 2 9 0 3 15 49
Local banking and local economic growth in Italy: some panel evidence 0 0 1 5 1 2 8 23
Long Memory and Volatility Dynamics in the US Dollar Exchange Rate 0 0 0 5 0 2 3 47
Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour 0 0 0 2 0 0 5 34
Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour 0 0 0 0 0 0 7 60
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate 0 0 0 5 0 1 8 38
Long memory and structural breaks in hyperinflation countries 0 0 0 15 0 0 1 97
Long memory at the long run and at the cyclical frequencies: modelling real wages in England, 1260–1994 0 0 0 10 0 0 1 80
Long memory at the long-run and the seasonal monthly frequencies in the US money stock 0 0 0 4 0 0 2 53
Long memory in US real output per capita 0 0 0 8 0 1 2 46
Long range dependence in daily stock returns 0 0 0 35 1 1 2 194
Long-term interest rates in Europe: A fractional cointegration analysis 0 1 2 2 0 1 4 14
Long-term nominal interest rates and domestic fundamentals 1 3 3 201 1 5 9 485
Long-term price overreactions: are markets inefficient? 0 0 0 1 2 3 14 21
Long‐Run and Cyclical Dynamics in the US Stock Market 0 0 0 4 1 2 4 34
Long‐term nominal interest rates and domestic fundamentals 0 0 0 0 0 0 0 0
Macro News and Commodity Returns 0 0 1 7 0 0 5 25
Macro news and bond yield spreads in the euro area 0 0 0 6 0 0 0 21
Macro news and exchange rates in the BRICS 0 1 2 11 0 1 5 50
Macro news and stock returns in the Euro area: A VAR-GARCH-in-mean analysis 0 0 1 7 1 2 7 54
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 5 75
Measuring half-lives: using a non-parametric bootstrap approach 0 0 0 25 1 1 4 135
Modelling African inflation rates: nonlinear deterministic terms and long-range dependence 0 0 0 26 1 1 3 77
Modelling East Asian exchange rates: a Markov-switching approach 0 0 3 87 0 1 5 224
Modelling Economic Policy Responses with an Application to the G3 0 0 0 0 0 0 1 12
Modelling long-run trends and cycles in financial time series data 1 1 1 22 1 1 5 69
Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques 0 0 1 17 1 1 4 104
Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks 0 0 0 29 0 2 6 180
Modelling the sterling-deutschmark exchange rate: Non-linear dependence and thick tails 0 0 0 20 0 0 6 190
Modelling volatility of cryptocurrencies using Markov-Switching GARCH models 0 0 0 7 1 3 19 51
Momentum effects in the cryptocurrency market after one-day abnormal returns 0 3 5 5 0 4 20 20
Monetary Policy and Financial Liberalization: The Case of United Kingdom Consumption 0 0 0 96 0 1 2 218
Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity 1 2 5 124 3 4 15 343
Monetary policy rules in emerging countries: Is there an augmented nonlinear taylor rule? 0 2 13 44 1 6 62 203
Money, Credit and Spending: Drawing Causal Inferences 0 0 0 0 0 0 0 0
Multi-Factor Gegenbauer Processes and European Inflation Rates 0 0 0 0 1 1 5 33
Multiple cyclical fractional structures in financial time series 0 0 0 4 0 0 5 28
Multiple shifts and fractional integration in the US and UK unemployment rates 0 1 1 19 0 2 3 66
Nominal exchange rate regimes and the stochastic behavior of real variables 1 1 1 35 1 1 4 105
Non-linearities, cyber attacks and cryptocurrencies 0 1 2 3 4 7 19 23
Non-normality, heteroscedasticity and recursive unit root tests of PPP: solving the PPP puzzle? 0 0 0 37 1 1 4 114
Nonlinearities and Fractional Integration in the US Unemployment Rate* 0 0 0 36 0 2 6 139
Oil price uncertainty and sectoral stock returns in China: A time-varying approach 0 2 4 15 1 5 14 82
On stock price overreactions: frequency, seasonality and information content 0 0 0 0 0 0 0 0
On the bilateral trade effects of free trade agreements between the EU-15 and the CEEC-4 countries 0 1 2 32 0 2 10 201
On the bilateral trade effects of free trade agreements between the EU-15 and the CEEC-4 countries 0 0 0 70 0 2 14 295
On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010 2 4 11 32 9 13 32 120
Panel data tests of PPP: a critical overview 0 0 0 50 0 1 3 168
Parameter instability and forecasting performance: a Monte Carlo study 0 0 0 8 0 2 5 40
Parameter instability, superexogeneity, and the monetary model of the exchange rate 0 0 0 4 0 0 0 40
Persistence and cycles in US hours worked 0 0 0 4 0 0 2 42
Persistence and cycles in the us federal funds rate 0 0 0 2 1 1 10 29
Persistence and cyclical dependence in the monthly euribor rate 0 0 1 8 0 0 6 59
Persistence in macroeconomic time series: Is it a model invariant property? 0 0 0 36 1 13 46 222
Persistence in real variables under alternative exchange rate regimes: Some multi-country evidence 0 0 0 12 0 0 0 62
Persistence in the cryptocurrency market 0 1 4 8 1 6 22 67
Persistence, non-linearities and structural breaks in European stock market indices 0 0 0 0 0 1 6 6
Political tension and stock markets in the Arabian Peninsula 0 0 1 1 0 5 7 7
Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system 0 0 0 83 1 2 9 335
Price formation on the EuroMTS platform 0 0 0 6 0 0 3 58
Price overreactions in the cryptocurrency market 0 1 1 2 1 5 8 12
Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence 1 2 4 4 2 3 12 13
Quoted spreads and trade imbalance dynamics in the European Treasury bond market 0 0 0 9 1 3 11 84
REAL EXCHANGE RATES IN LATIN AMERICA: THE PPP HYPOTHESIS AND FRACTIONAL INTEGRATION 0 0 2 17 0 0 9 62
Ratings assignments: Lessons from international banks 0 0 0 9 7 7 27 109
Re-examining the decline in the US saving rate: The impact of mortgage equity withdrawal 0 0 0 11 1 1 6 67
Real Exchange Rate Effects on the Balance of Trade: Cointegration and the Marshall-Lerner Condition 1 4 16 986 3 15 58 3,209
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 0 2 241
Risk analysis in complex systems: intelligent systems in finance 0 0 0 0 0 0 1 1
SOURCES OF REAL EXCHANGE RATE VOLATILITY AND INTERNATIONAL FINANCIAL INTEGRATION: A DYNAMIC GENERALISED METHOD OF MOMENTS PANEL APPROACH 0 0 1 5 0 2 7 40
STOCK MARKET DEVELOPMENT AND ECONOMIC GROWTH: THE CAUSAL LINKAGE 16 78 287 1,922 57 249 915 5,383
Searching for Inefficiencies in Exchange Rate Dynamics 0 0 0 5 0 0 5 37
Sectoral shocks and business cycles: a disaggregated analysis of output fluctuations in the UK 0 0 1 21 0 0 3 62
Short-Term Price Overreactions: Identification, Testing, Exploitation 0 0 0 5 0 1 7 37
Spillovers between food and energy prices and structural breaks 0 1 3 8 1 3 15 40
Spillovers between food and energy prices and structural breaks 0 0 1 8 0 0 6 29
Stock Market Integration Between Three CEECs 0 0 0 31 0 0 2 101
Stock Market Integration between Three CEECs, Russia, and the UK 0 0 0 0 0 0 2 49
Stock Prices and Monetary Policy: An Impulse Response Analysis 0 0 0 51 0 1 6 131
Term structure and interest differentials as predictors of future inflation changes and inflation differentials 0 0 0 16 0 0 1 83
Testing PPP for the South African Rand/US Dollar Real Exchange Rate at Different Data Frequencies 0 0 0 2 0 0 6 41
Testing Unemployment Theories: A Multivariate Long Memory Approach 0 0 0 0 0 0 0 0
Testing for Causality-in-Variance: An Application to the East Asian Markets 0 0 1 211 0 1 6 438
Testing for PPP and UIP in an FIML framework: Some evidence for Germany and Japan 0 0 0 115 0 0 1 328
Testing for PPP: the erratic behaviour of unit root tests 0 0 0 27 0 0 1 90
Testing for Seasonal Fractional Roots in German Real Output 0 0 0 0 0 0 0 0
Testing for Seasonal Fractional Roots in German Real Output 0 0 0 6 0 0 1 100
Testing for Unbiasedness of Term Structure and Interest Differentials as Predictors of Future Inflation Changes and Inflation Differentials 0 0 0 1 0 1 1 62
Testing for contagion: a conditional correlation analysis 0 0 6 215 0 5 26 527
Testing for deterministic and stochastic cycles in macroeconomic time series 0 0 0 19 0 0 1 70
Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis 1 1 2 138 1 2 5 385
Testing for persistence in mutual fund performance and the ex-post verification problem: evidence from the Greek market 0 0 3 32 1 1 8 188
Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates 0 0 0 8 0 1 3 57
Testing stock market convergence: a non-linear factor approach 0 0 1 7 0 1 6 37
Testing the Fisher hypothesis in the G-7 countries using I(d) techniques 2 2 2 2 2 2 4 10
Testing the Fisher hypothesis in the G-7 countries using I(d) techniques 0 0 0 0 0 0 4 10
Testing the Marshall–Lerner Condition in Kenya 0 0 1 12 1 2 11 49
Testing unemployment theories: A multivariate long memory approach 0 0 0 12 0 0 1 47
The Asymmetric Effects of a Common Monetary Policy in Europe 0 0 0 0 1 2 4 61
The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification: A Monte Carlo Study 0 0 0 39 0 0 3 130
The EMBI in Latin America: Fractional integration, non-linearities and breaks 0 0 0 3 0 0 24 82
The Euro and Monetary Policy Transparency 0 0 2 26 0 0 2 132
The Euro and inflation uncertainty in the European Monetary Union 0 0 3 63 0 2 11 192
The Feldstein-Horioka puzzle revisited: A Monte Carlo study 0 1 2 58 0 1 6 247
The Kenyan stock market: inefficiency, long memory, persistence and anomalies in the NSE-20 0 0 0 6 1 4 7 48
The Measurement of Productivity and Market Structure in the UK 0 0 0 1 0 0 0 121
The World Economy 0 0 0 0 0 1 2 12
The World Economy 0 0 0 0 0 0 2 11
The World Economy 0 0 0 0 0 0 1 12
The World Economy 0 0 0 0 0 0 0 14
The World Economy 0 0 0 0 0 0 2 11
The asymmetric behaviour of spanish unemployment persistence 0 0 2 24 0 1 6 67
The bank lending channel in the Malaysian Islamic and conventional banking system 0 0 1 1 0 2 15 15
The day of the week effect in the cryptocurrency market 0 0 2 3 1 2 24 31
The euro changeover and price adjustments in Italy 0 0 0 6 0 0 2 38
The fisher relationship in Nigeria 0 0 0 3 1 6 9 30
The impact of business and political news on the GCC stock markets 0 2 5 5 3 11 30 34
The nexus between prices, employment and output growth: a global and national evidence 0 0 0 10 0 0 0 43
The performance of banks in the MENA region during the global financial crisis 0 0 0 6 1 3 13 75
The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis 0 0 1 10 0 1 4 45
The stochastic unit root model and fractional integration: An extension to the seasonal case 0 0 0 0 0 0 1 3
The weekend effect: a fractional integration and trading robot analysis 0 0 1 5 0 1 10 33
The weekend effect: an exploitable anomaly in the Ukrainian stock market? 1 1 1 1 1 2 3 23
The weekly structure of US stock prices 0 0 0 17 0 0 3 48
Time-Varying Spot and Futures Oil Price Dynamics 0 1 1 4 0 1 7 68
Trade flows and trade specialisation: The case of China 0 1 2 16 0 18 34 127
Trade intensity and output synchronisation: On the endogeneity properties of EMU 0 0 0 32 0 0 3 412
UK overseas visitors: Seasonality and persistence 0 0 0 0 0 0 2 2
Unemployment and input prices: a fractional cointegration approach 0 0 0 40 0 0 2 187
Unemployment in Africa: A Fractional Integration Approach 0 0 2 6 5 24 88 119
Unit Root Testing Using Covariates: Some Theory and Evidence 0 0 0 0 0 0 0 0
Unit Roots versus Other Types of Time Heterogeneity, Parameter Time Dependence and Superexogeneity 0 0 0 0 0 0 1 151
Unit roots and long-run causality: investigating the relationship between output, money and interest rates 0 0 0 35 0 0 2 120
Using Chebyshev Polynomials to Approximate Partial Differential Equations 0 0 0 13 0 0 4 79
Volatility Spillovers and Contagion from Mature to Emerging Stock Markets 0 1 1 28 3 10 22 158
Volatility persistence in the Russian stock market 0 0 1 1 2 2 8 10
Volatility transmission and financial crises 0 0 2 8 0 0 5 55
Youth Unemployment in Europe: Persistence and Macroeconomic Determinants 1 2 6 33 1 6 21 122
Total Journal Articles 43 159 546 8,347 207 707 2,734 31,348
1 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
Cycles and Long-Range Behaviour in the European Stock Markets 0 0 0 0 0 0 1 1
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 1 19
The finance–growth nexus: evidence from ten new EU members 0 0 0 11 1 3 6 40
Total Chapters 0 0 0 11 1 3 8 60


Statistics updated 2021-07-05