Working Papers
2013
13-01: Guglielmo Maria Caporale, Luis A. Gil-Alana and Yuliya Lovcha, The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-memory Model
13-02: Omaima A. G. Hassan and Ray Barrell, Accounting for the determinants of banks’ credit ratings
13-03: John Hunter and Seyedeh Asieh Tabaghdehi , Cointegration and US Regional Gasoline Prices: Testing market efficiency from the stationarity of price proportions
13-04: Guglielmo Maria Caporale, Roberta De Santis and Alessandro Girardi, Trade Intensity and Output Synchronisation: On the Endogeneity Properties of the EMU
13-05: Guglielmo Maria Caporale and Luis Alberiko Gil-Alana, Long Memory in the Ukrainian Stock Market
13-06: R. Barrell, D. Karim and A. Ventouri, Financial Liberalization and Capital Adequacy in Models of Financial Crises
13-07: Guglielmo Maria Caporale, John Hunter and Faek Menla Ali, On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010
13-08: John Hunter and Faek Menla Ali, The Monetary Model of the US Dollar– Japanese Yen Exchange Rate: An Empirical Investigation
13-09: Guglielmo Maria Caporale and Luis A. Gil-Alana, Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate
13-10: Guglielmo Maria Caporale, Faek Menla Ali and Nicola Spagnolo, Exchange Rate Uncertainty and International Portfolio Flows
13-11: Jan Fidrmuc, Jarko Fidrmuc and Shuo Huang, Whither China? Reform and Economic Integration among Chinese Regions
13-12: Nahla Samargandi, Jan Fidrmuc and Sugata Ghosh, Financial development and economic growth in an oil-rich economy: The case of Saudi Arabia 2012
12-01: Carlos P. Barros, Guglielmo Maria Caporale and Luis A. Gil-Alana, Long Memory in German Energy Price Indices
12-02: Jan Fidrmuc and Ariane Tichit, How I Learned to Stop Worrying and Love the Crisis
12-03: Jan Fidrmuc, Elira Karaja and Ariane Tichit, Reform, Uncertainty and Spillovers a Gravity Model Approach
12-04: Matthew D. Rablen, Audit Probability Versus Effectiveness: The Beckerian Approach Revisited
12-05: Ray Barrell, Philip Davis, Iana Liadze, and Dilruba Karim, Off-Balance Sheet Exposures and Banking Crises in OECD Countries
12-06: Carlos P. Barros and Guglielmo Maria Caporale, Banking Consolidation in Nigeria, 2000-2010
12-07: Guglielmo Maria Caporale and Luis A. Gil-Alana, Persistence and Cycles in US Hours Worked
12-08: Guglielmo Maria Caporale, Mauro Costantini and Antonio Paradiso, Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal
12-09: Carlos P. Barros, Guglielmo Maria Caporale and Luis A. Gil-Alana, Long Memory in Angolan Macroeconomic Series: Mean Reversion Versus Explosive Behaviour.
12-10: Alessandra Canepa, Robust Bartlett Adjustment for Hypotheses Testing on Cointegrating Vectors: a Bootstrap Approach
12-11: Sanjay Banerji, Alexia Ventouri and Zilong Wang, The sovereign spread in Asian emerging economies: The significance of external versus internal factors
12-12: Georgios E. Chortareas, Claudia Girardone and Alexia Ventouri, Financial Freedom and Bank Efficiency: Evidence from the European Union
12-13: Ray Barrell and Dilruba Karim, The Role of Capital, Liquidity and Credit
12-14: Konstantinos Drakos and Panagiotis T. Konstantinou, Investment Decisions in Manufacturing: Assessing the Effects of Real Oil Prices and their Uncertainty
12-15: Qiwei Chen, Risk and Seasonal Effects: International Evidence
12-16: Qiwei Chen and Ying Jiang, The Impact of Mandatory IFRS Adoption on Accrual Anomaly and Earning Conservatism
12-17: Guglielmo Maria Caporale and Luis A. Gil-Alana, Persistence in Youth Unemployment
12-18: Ugur Akgun and Ioana Chioveanu, Loyalty Discounts
12-19: Ioana Chioveanu and Jidong Zhou, Price Competition with Consumer Confusion
12-20: Simon Burke and John Hunter, Arbitrage, Market Definition and Monitoring a Time Series Approach
12-21: Laurence D. Booth, Dimitrios Gounopoulos and Frank S. Skinner, The choice among non-callable bonds and make whole, claw back and otherwise ordinary callable bonds
12-22: Guglielmo Maria Caporale, Luis A. Gil-Alana and Robert Mudida, Testing the Marshall-Lerner Condition in Kenya
12-23: Javier Coto-Martinez and Juan C. Reboredo, The Relative Price of Non-Traded Goods under Imperfect Competition
12-24: Weonho Yang, Jan Fidrmuc and Sugata Ghosh, Government Spending Shocks and the Multiplier: New Evidence from the U.S. Based on Natural Disasters
12-25: Guglielmo Maria Caporale and Alessandro Girardi, Business Cycles, International Trade and Capital Flows: Evidence from Latin America
12-26: Guglielmo Maria Caporale and Luis A. Gil-Alana, Persistence and Cycles in the US Federal Funds Rate
12-27: Guglielmo Maria Caporale and Luis A. Gil-Alana, Testing the PPP Hypothesis in the Sub-Saharan Countries2011
- 11-20: Sugata Ghosh and Kyriakos C. Neanidis, Corruption, Fiscal Policy, and Growth:a Unified Approach
- 11-19: Roberto González and Hector Sala, The Frisch Elasticity in the MercosurCountries: a Pseudo-Panel Approach
- 11-18: Guglielmo Maria Caporale and Alessandro Girardi, Fiscal Spillovers in the Euro Area
- 11-17: Guglielmo Maria Caporale and Marinko Škare, Short- and Long-Run Linkages Between Employment Growth, Inflation and Output Growth: Evidence From a Large Panel
- 11-16: Guglielmo Maria Caporale and Nicola Spagnolo, Stock Market and Economic Growth: Evidence from Three CEECs
- 11-15: Guglielmo Maria Caporale and Ricardo M. Sousa, Are Stock and Housing Returns Complements or Substitutes? Evidence from OECD Countries
- 11-14: Guglielmo Maria Caporale and Ricardo M. Sousa, Consumption, Wealth, Stock and Housing
Returns: Evidence from Emerging Markets - 11-13: Guglielmo Maria Caporale and Luis A. Gil-Alana, Persistence and Cyclical Dependence in
the Monthly Euribor Rate - 11-12: Ali Mirzaei, Guy Liu, and Tomoe Moore, Does Market Structure Matter on Banks’ Profitability and Stability? Emerging versus Advanced Economies
- 11-11: Anja Shortland, “Robin Hook”: The Developmental Effects of Somali Piracy
- 11-10: Guglielmo Maria Caporale and Alessandro Girardi, Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System
- 11-09: Guglielmo Maria Caporale and Marinko Škare, Employment Growth, Inflation and Output Growth: Was Phillips Right? Evidence from a Dynamic Panel
- 11-08: Russ Moro, Wolfgang Härdle, Saeideh Aliakbari and Linda Hoffmann, Forecasting Corporate Distress in the Asian and Pacific Region
- 11-07: E.P. Davis, T.M. Fic and D. Karim, Housing Market Dynamics and Macroprudential Tools
- 11-06: Guglielmo Maria Caporale and Luis A. Gil-Alana, Infant Mortality Rates: Time Trends and Fractional Integration
- 11-05: Jan Fidrmuc and Ariane Tichit, How I Learned to Stop Worrying and Love the Crisis
- 11-04: Jan Fidrmuc, The Economics of Multilingualism in the EU
- 11-03: Ray Barrell, E Philip Davis, Dilruba Karim and Iana Liadze, How Idiosyncratic Are Banking Crises in OECD Countries?
- 11-02: Guglielmo Maria Caporale and Luis A. Gil-Alana, Fractional Integration and Cointegration in US Financial Time Series Data
- 11-01: Guglielmo Maria Caporale, Alessandro Girardi and Marco Ventura, The Euro Changeover and Price Adjustments in Italy
