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person:"Dreger, Christian"
~isPartOf:"Applied economics quarterly"
~isPartOf:"Economics and finance working paper series"
~person:"Ciferri, Davide"
~person:"Gil-Alaña, Luis A."
~subject:"fractional cointegration"
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fractional cointegration
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Dreger, Christian
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Stock market linkages between the ASEAN countries, China and the US : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
-
2019
Persistent link: https://www.econbiz.de/10011996351
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2
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2016
Persistent link: https://www.econbiz.de/10011448283
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3
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520824
Saved in:
4
The relationship between health care expenditure and disposable personal income in the US States : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
-
2015
Persistent link: https://www.econbiz.de/10011284934
Saved in:
5
Testing the Marshall-Lerner condition in Kenya
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Mudida, …
-
2012
Persistent link: https://www.econbiz.de/10009664461
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