Publicacións en colaboración con investigadores/as de University of Pretoria (34)

2022

  1. Globalization, long memory, and real interest rate convergence: a historical perspective

    Empirical Economics, Vol. 63, Núm. 5, pp. 2331-2355

  2. Temperature and precipitation in the US states: long memory, persistence, and time trend

    Theoretical and Applied Climatology, Vol. 150, Núm. 3-4, pp. 1731-1744

  3. The behaviour of real interest rates: New evidence from a 'suprasecular' perspective

    International Finance, Vol. 25, Núm. 1, pp. 46-64

2019

  1. Are BRICS exchange rates chaotic?

    Applied Economics Letters, Vol. 26, Núm. 13, pp. 1104-1110

  2. Forecasting the Probability of Recessions in South Africa: the Role of Decomposed Term Spread and Economic Policy Uncertainty

    Journal of International Development, Vol. 31, Núm. 1, pp. 101-116

  3. Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks

    International Journal of Finance and Economics, Vol. 24, Núm. 1, pp. 412-426

  4. Persistence in trends and cycles of gold and silver prices: Evidence from historical data

    Physica A: Statistical Mechanics and its Applications, Vol. 514, pp. 345-354

  5. Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data

    Manchester School, Vol. 87, Núm. 1, pp. 24-36