Items where Author is "Caporale, Guglielmo Maria"
ASEAN currencies
Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2017) Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB. Research in International Business and Finance, 44. pp. 227-238. ISSN 0275-5319 (doi:10.1016/j.ribaf.2017.07.091)
Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2016) Exchange Rate Linkages Between the ASEAN Currencies, the US Dollar and the Chinese RMB. [Working Paper] (Unpublished)
Asian stock markets
Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2021) Global and regional financial integration in emerging Asia: evidence from stock markets. Journal of Economic Integration, 36 (2). pp. 185-202. ISSN 1225-651X (Print), 1976-5525 (Online) (doi:10.11130/jei.2021.36.2.185)
Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2021) Stock market linkages between the ASEAN countries, China and the US: a fractional integration/cointegration approach. Emerging Markets Finance and Trade, 58 (5). pp. 1502-1514. ISSN 1540-496X (Print), 1558-0938 (Online) (doi:10.1080/1540496X.2021.1898366)
Caporale, Guglielmo Maria, You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 and Chen, Lei (2019) Global and regional stock market integration in Asia: a panel convergence approach. International Review of Financial Analysis, 65:101381. ISSN 1057-5219 (doi:10.1016/j.irfa.2019.101381)
Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2017) Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets. [Working Paper] (Unpublished)
Caporale, Guglielmo Maria and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2017) Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests. [Working Paper] (Unpublished)
Breaks
Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2017) Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB. Research in International Business and Finance, 44. pp. 227-238. ISSN 0275-5319 (doi:10.1016/j.ribaf.2017.07.091)
Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2016) Exchange Rate Linkages Between the ASEAN Currencies, the US Dollar and the Chinese RMB. [Working Paper] (Unpublished)
China
Caporale, Guglielmo Maria and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2015) China after 35 years of economic transition. China Economic Review, 34. pp. 180-181. ISSN 1043-951X (doi:10.1016/j.chieco.2015.05.008)
Chinese RMB
Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2017) Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB. Research in International Business and Finance, 44. pp. 227-238. ISSN 0275-5319 (doi:10.1016/j.ribaf.2017.07.091)
Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2016) Exchange Rate Linkages Between the ASEAN Currencies, the US Dollar and the Chinese RMB. [Working Paper] (Unpublished)
Development
Caporale, Guglielmo Maria and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2015) China after 35 years of economic transition. China Economic Review, 34. pp. 180-181. ISSN 1043-951X (doi:10.1016/j.chieco.2015.05.008)
financial integration
Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2021) Stock market linkages between the ASEAN countries, China and the US: a fractional integration/cointegration approach. Emerging Markets Finance and Trade, 58 (5). pp. 1502-1514. ISSN 1540-496X (Print), 1558-0938 (Online) (doi:10.1080/1540496X.2021.1898366)
fractional cointegration
Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2021) Stock market linkages between the ASEAN countries, China and the US: a fractional integration/cointegration approach. Emerging Markets Finance and Trade, 58 (5). pp. 1502-1514. ISSN 1540-496X (Print), 1558-0938 (Online) (doi:10.1080/1540496X.2021.1898366)
fractional integration
Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2021) Global and regional financial integration in emerging Asia: evidence from stock markets. Journal of Economic Integration, 36 (2). pp. 185-202. ISSN 1225-651X (Print), 1976-5525 (Online) (doi:10.11130/jei.2021.36.2.185)
Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2021) Stock market linkages between the ASEAN countries, China and the US: a fractional integration/cointegration approach. Emerging Markets Finance and Trade, 58 (5). pp. 1502-1514. ISSN 1540-496X (Print), 1558-0938 (Online) (doi:10.1080/1540496X.2021.1898366)
Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2017) Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB. Research in International Business and Finance, 44. pp. 227-238. ISSN 0275-5319 (doi:10.1016/j.ribaf.2017.07.091)
Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2017) Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets. [Working Paper] (Unpublished)
Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2016) Exchange Rate Linkages Between the ASEAN Currencies, the US Dollar and the Chinese RMB. [Working Paper] (Unpublished)
global and regional integration
Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2021) Global and regional financial integration in emerging Asia: evidence from stock markets. Journal of Economic Integration, 36 (2). pp. 185-202. ISSN 1225-651X (Print), 1976-5525 (Online) (doi:10.11130/jei.2021.36.2.185)
Caporale, Guglielmo Maria, You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 and Chen, Lei (2019) Global and regional stock market integration in Asia: a panel convergence approach. International Review of Financial Analysis, 65:101381. ISSN 1057-5219 (doi:10.1016/j.irfa.2019.101381)
Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2017) Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets. [Working Paper] (Unpublished)
Caporale, Guglielmo Maria and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2017) Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests. [Working Paper] (Unpublished)
global financial crisis
Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2021) Global and regional financial integration in emerging Asia: evidence from stock markets. Journal of Economic Integration, 36 (2). pp. 185-202. ISSN 1225-651X (Print), 1976-5525 (Online) (doi:10.11130/jei.2021.36.2.185)
Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2017) Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets. [Working Paper] (Unpublished)
panel and club convergence
Caporale, Guglielmo Maria, You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 and Chen, Lei (2019) Global and regional stock market integration in Asia: a panel convergence approach. International Review of Financial Analysis, 65:101381. ISSN 1057-5219 (doi:10.1016/j.irfa.2019.101381)
Caporale, Guglielmo Maria and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2017) Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests. [Working Paper] (Unpublished)
Phillips-Sul tests
Caporale, Guglielmo Maria, You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 and Chen, Lei (2019) Global and regional stock market integration in Asia: a panel convergence approach. International Review of Financial Analysis, 65:101381. ISSN 1057-5219 (doi:10.1016/j.irfa.2019.101381)
Caporale, Guglielmo Maria and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2017) Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests. [Working Paper] (Unpublished)
Transition
Caporale, Guglielmo Maria and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2015) China after 35 years of economic transition. China Economic Review, 34. pp. 180-181. ISSN 1043-951X (doi:10.1016/j.chieco.2015.05.008)
US dollar peg
Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2017) Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB. Research in International Business and Finance, 44. pp. 227-238. ISSN 0275-5319 (doi:10.1016/j.ribaf.2017.07.091)
Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2016) Exchange Rate Linkages Between the ASEAN Currencies, the US Dollar and the Chinese RMB. [Working Paper] (Unpublished)