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person:"Gil-Alaña, Luis A."
~accessRights:"restricted"
~isPartOf:"Applied financial economics"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Energy economics"
~isPartOf:"Finance research letters"
~isPartOf:"International economics : a journal published by CEPII (Center for research and expertise on the world economy)"
~isPartOf:"Review of development finance"
~isPartOf:"Theoretical economics letters"
~person:"Nguyen Phuc Canh"
~subject:"ARCH-Modell"
~subject:"Cointegration"
~subject:"Fractional cointegration"
~subject:"Kalendereffekt"
~subject:"Schätzung"
~subject:"Strukturbruch"
~subject:"Theorie"
~type_genre:"Article in journal"
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ARCH-Modell
Cointegration
Fractional cointegration
Kalendereffekt
Schätzung
Strukturbruch
Theorie
Estimation
17
Fractional integration
7
Time series analysis
7
Zeitreihenanalyse
7
Capital income
5
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5
Kointegration
5
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5
Volatilität
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17
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Gil-Alaña, Luis A.
Nguyen Phuc Canh
Gupta, Rangan
14
Tiwari, Aviral Kumar
12
Ma, Feng
11
Shahbaz, Muhammad
11
Hammoudeh, Shawkat
10
Bouri, Elie
9
Wang, Yudong
9
Salisu, Afees A.
8
Gozgor, Giray
7
Shahzad, Syed Jawad Hussain
7
Smyth, Russell
7
Caporale, Guglielmo Maria
6
Ji, Qiang
6
Lau, Chi Keung
6
Lee, Chien-chiang
6
Liddle, Brantley
6
Liu, Li
6
Ren, Xiaohang
6
Yoon, Seong-min
6
Apergēs, Nikolaos
5
Ghoddusi, Hamed
5
Narayan, Paresh Kumar
5
Pierdzioch, Christian
5
Polemis, Michael
5
Thornton, John
5
Zhang, Yaojie
5
Chevallier, Julien
4
Corbet, Shaen
4
Das, Debojyoti
4
Kumar, Dilip
4
Li, Yan
4
Lu, Xinjie
4
Nonejad, Nima
4
Roubaud, David
4
Vuong Thao Tran
4
Wei, Yu
4
Wohar, Mark E.
4
Xuan Vinh Vo
4
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Applied financial economics
Discussion paper series / IZA
Energy economics
Finance research letters
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
Review of development finance
Theoretical economics letters
Applied economics
6
Research in international business and finance
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International review of economics & finance : IREF
4
Applied economics letters
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of economics and finance
2
Journal of international trade & economic development : an international and comparative review
2
The South African journal of economics
2
Australian economic papers
1
Eastern economic journal
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Foreign trade review : FTR ; quarterly journal of Indian Institute of Foreign Trade
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
International economics and economic policy : IEEP
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of Chinese economic and business studies
1
Journal of banking & finance
1
Journal of economic studies
1
Journal of entrepreneurship
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international development : the journal of the Development Studies Association
1
Journal of international financial markets, institutions & money
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of quantitative economics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Telecommunications policy : the international journal of digital economy, data sciences and new media
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of international trade & economic development
1
Tourism economics : the business and finance of tourism and recreation
1
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ECONIS (ZBW)
17
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1
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
2
How lithium prices affect mergers and acquisitions in the lithium industry
Monge, Manuel
;
Cristobal, Enrique
;
Gil-Alaña, Luis A.
- In:
Review of development finance
11
(
2021
)
1
,
pp. 26-34
Persistent link: https://www.econbiz.de/10012618596
Saved in:
3
Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum
Antonakakis, Nikolaos
;
Christou, Christina
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
167
(
2021
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013269231
Saved in:
4
Twin balances, public governance and private investment : quantile estimation for OECD countries
Thanh Dinh Su
;
Nguyen Phuc Canh
- In:
International economics : a journal published by CEPII …
165
(
2021
),
pp. 85-93
Persistent link: https://www.econbiz.de/10013254149
Saved in:
5
Determinants of foreign direct investment inflows : the role of economic policy uncertainty
Nguyen Phuc Canh
;
Binh Nguyen Thanh
;
Su Dinh Thanh
; …
- In:
International economics : a journal published by CEPII …
161
(
2020
),
pp. 159-172
Persistent link: https://www.econbiz.de/10012642541
Saved in:
6
Institutions, economic openness and stock return co-movements : an empirical investigation in emerging markets
Nguyen Phuc Canh
;
Thai Vu Hong Nguyen
;
Schinckus, Christophe
- In:
Finance research letters
28
(
2019
),
pp. 137-147
Persistent link: https://www.econbiz.de/10012388043
Saved in:
7
An examination of trade-weighted real exchange rates based on fractional integration
Gil-Alaña, Luis A.
;
Trani, Tommaso
- In:
International economics : a journal published by CEPII …
158
(
2019
),
pp. 64-76
Persistent link: https://www.econbiz.de/10012318739
Saved in:
8
Testing the Fisher hypothesis in the G-7 countries using I(d) techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International economics : a journal published by CEPII …
159
(
2019
),
pp. 140-150
Persistent link: https://www.econbiz.de/10012318834
Saved in:
9
Cryptocurrencies and investment diversification : empirical evidence from seven largest cryptocurrencies
Nguyen Phuc Canh
;
Nguyen Quang Binh
;
Su Dinh Thanh
- In:
Theoretical economics letters
9
(
2019
)
3
,
pp. 431-452
Persistent link: https://www.econbiz.de/10012395414
Saved in:
10
Systematic risk in cryptocurrency market : evidence from DCC-MGARCH model
Nguyen Phuc Canh
;
Wongchoti, Udomsak
;
Su Dinh Thanh
; …
- In:
Finance research letters
29
(
2019
),
pp. 90-100
Persistent link: https://www.econbiz.de/10012417957
Saved in:
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