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publications

(15)

• Conditional Leptokurtosis and Non-Linear Dependence in Exchange Rate Returns
  Guglielmo Maria Caporale and Christis Hassapis and Nikitas Pittis Journal of Policy Modeling 20 581--601 (1998)
  to Heteroskedasticity by smicha on 2008-04-28 14:02:50
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• Testing for PPP and UIP in an FIML framework: Some evidence for Germany and Japan
  Guglielmo Maria Caporale and Sarantis Kalyvitis and Nikitas Pittis Journal of Policy Modeling 23 637--650 (2001)
  to VAR models by smicha on 2008-04-28 14:02:50
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• Modelling the sterling-deutschmark exchange rate: Non-linear dependence and thick tails
  Guglielmo Maria Caporale and Nikitas Pittis Economic Modelling 13 1--14 (1996)
  to Heteroscedasticity by smicha on 2008-04-28 13:05:01
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• Unit roots and long-run causality: investigating the relationship between output, money and interest rates
  Guglielmo Maria Caporale and Christis Hassapis and Nikitas Pittis Economic Modelling 15 91--112 (1998)
  to Unit roots by smicha on 2008-04-28 13:05:01
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• Efficient Estimation Of Cointegrating Vectors and Testing for Causality in Vector Autoregressions
  Nikitas Pittis Journal of Economic Surveys 13 1--35 (1999)
  to imported by smicha on 2008-04-25 09:13:59
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• On Modelling Speculative Prices: The Empirical Literature
  Elena Andreou and Nikitas Pittis and Aris Spanos Journal of Economic Surveys 15 187--220 (2001)
  to imported by smicha on 2008-04-25 09:13:59
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• Unit roots and Granger causality in the EMS interest rates: the German Dominance Hypothesis revisited
  Christis Hassapis and Nikitas Pittis and Kyprianos Prodromidis Journal of International Money and Finance 18 47--73 (1999)
  to Vector autoregression by smicha on 2008-04-23 22:05:04
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• Nominal exchange rate regimes and the stochastic behavior of real variables
  Guglielmo Maria Caporale and Nikitas Pittis Journal of International Money and Finance 14 395--415 (1995)
  to imported by smicha on 2008-04-23 22:05:04
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• Cointegration and predictability of asset prices
  G. M. Caporale and N. Pittis Journal of International Money and Finance 17 441--453 (1998)
  to Cointegration by smicha on 2008-04-23 22:05:04
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• The Feldstein-Horioka puzzle revisited: A Monte Carlo study
  Guglielmo Maria Caporale and Ekaterini Panopoulou and Nikitas Pittis Journal of International Money and Finance 24 1143--1149 (2005)
  to International capital mobility by smicha on 2008-04-23 22:05:04
  | URL | BibTeX