Luis Alberiko
Gil Alaña
Catedrático de Universidad
Guglielmo M.
Caporale
Publications by the researcher in collaboration with Guglielmo M. Caporale (13)
2022
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Persistence in the realized betas: some evidence for the Spanish stock market
Leveraging new business technology for a sustainable economic recovery
2018
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The PPP hypothesis revisited. Evidence using multivariate long memory models
Empirical Economics Letters, Vol. 17, Núm. 5, pp. 563 - 567
2015
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The Kenyan stock market: inefficiency, long memory, persistence and anomalies in the NSE-20
African Journal of Economic and Sustainable Development, Vol. 4, Núm. 3, pp. 254 - 277
2013
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Testing the PPP hypothesis in the sub-Saharan countries
Journal of African Studies and Development, Vol. 5, Núm. 4, pp. 57 - 63
2012
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Long Memory and Volatility Dynamics in the US Dollar Exchange Rate
Multinational Finance Journal, Vol. 16, Núm. 1/2, pp. 105-136
2011
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Forecasting the Spanish Stock Market Returns with Fractional and Non-Fractional Models
American Journal of Economics and Business Administration, Vol. 3, Núm. 4, pp. 586 - 588
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Multi-factor gegenbauer processes and european inflation rates
Journal of Economic Integration, Vol. 26, Núm. 2, pp. 386 - 409
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The weekly structure of US stock prices
Applied financial economics, Vol. 21, Núm. 22, pp. 1757-1764
2010
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Real exchange rates in Latin America: the PPP hypothesis and fractional integration
Journal of Economic Development, Vol. 35, Núm. 2, pp. 1-21
2009
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Basque terrorism: police action, political measures and the influence of violence on the stock market in the Basque Country
Defence and Peace Economics, Vol. 20, Núm. 4, pp. 287 - 301
2008
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Fractional integration and data frequency
Working Papers ( Universidad de Navarra. Facultad de Ciencias Económicas y Empresariales )
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Modelling the US, the UK and Japanese unemployment rates. Fractional integrationand structural breaks
Working Papers ( Universidad de Navarra. Facultad de Ciencias Económicas y Empresariales )
2005
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Long memory at the Llong Run and at the Cyclical Frequencies: Modelling Real waves in England: 1260-1994
Working Papers ( Universidad de Navarra. Facultad de Ciencias Económicas y Empresariales )