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person:"Dreger, Christian"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Review of financial economics : RFE"
~person:"Gil-Alaña, Luis A."
~subject:"Germany"
~subject:"Share price"
~subject:"Time series analysis"
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Search: subject_exact:"ECM (Error correction model)"
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Dreger, Christian
Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
3
Cheung, Yin-Wong
2
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1
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International journal of finance & economics : IJFE
Review of financial economics : RFE
CESifo working papers
16
Economics and finance working paper series
11
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Research in international business and finance
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DIW Berlin Discussion Paper
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Empirica : journal of european economics
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Implikationen der Währungsunion für makroökonometrische Modelle
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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International review of financial analysis
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Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
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Journal of banking & finance
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ECONIS (ZBW)
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1
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
2
The purchasing power parity hypothesis in the US-China relationship : fractional integration, time variation and data frequency
Gil-Alaña, Luis A.
;
Jiang, Liang
- In:
International journal of finance & economics : IJFE
18
(
2013
)
1
,
pp. 82-92
Persistent link: https://www.econbiz.de/10009721889
Saved in:
3
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
3
,
pp. 245-258
Persistent link: https://www.econbiz.de/10002087632
Saved in:
4
Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
4
,
pp. 327-340
Persistent link: https://www.econbiz.de/10002375332
Saved in:
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