Browsing Economic and Management Sciences by Author "Caporin, Massimiliano"

Browsing Economic and Management Sciences by Author "Caporin, Massimiliano"

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  • Bonaccolto, Giovanni; Caporin, Massimiliano; Gupta, Rangan (Elsevier, 2018-10)
    The aim of this study is to analyze the relevance of recently developed news-based measures of economic policy and equity market uncertainty in causing and predicting the conditional quantiles of crude oil returns and risk. ...
  • Caporin, Massimiliano; Gupta, Rangan (Springer, 2017-09)
    The persistence property of inflation is an important issue for not only economists, but, especially for central banks, given that the degree of inflation persistence determines the extent to which central banks can ...