Guglielmo M. Caporale-rekin lankidetzan egindako argitalpenak (13)

2022

  1. Persistence in the realized betas: some evidence for the Spanish stock market

    Leveraging new business technology for a sustainable economic recovery

2018

  1. The PPP hypothesis revisited. Evidence using multivariate long memory models

    Empirical Economics Letters, Vol. 17, Núm. 5, pp. 563 - 567

2015

  1. 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

  1. Testing the PPP hypothesis in the sub-Saharan countries

    Journal of African Studies and Development, Vol. 5, Núm. 4, pp. 57 - 63

2012

  1. Long Memory and Volatility Dynamics in the US Dollar Exchange Rate

    Multinational Finance Journal, Vol. 16, Núm. 1/2, pp. 105-136

2011

  1. 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

  2. Multi-factor gegenbauer processes and european inflation rates

    Journal of Economic Integration, Vol. 26, Núm. 2, pp. 386 - 409

  3. The weekly structure of US stock prices

    Applied financial economics, Vol. 21, Núm. 22, pp. 1757-1764

2010

  1. Real exchange rates in Latin America: the PPP hypothesis and fractional integration

    Journal of Economic Development, Vol. 35, Núm. 2, pp. 1-21

2009

  1. 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

  1. Fractional integration and data frequency

    Working Papers ( Universidad de Navarra. Facultad de Ciencias Económicas y Empresariales )

  2. 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

  1. 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 )