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person:"Gil-Alaña, Luis A."
~isPartOf:"Applied 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:"Theoretical economics letters"
~person:"Nguyen Phuc Canh"
~subject:"ARCH-Modell"
~subject:"Aktienmarkt"
~subject:"Cointegration"
~subject:"Fractional cointegration"
~subject:"Kalendereffekt"
~subject:"Schätzung"
~subject:"Strukturbruch"
~subject:"Theorie"
~type_genre:"Article in journal"
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ARCH-Modell
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Kalendereffekt
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Estimation
27
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13
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Gil-Alaña, Luis A.
Nguyen Phuc Canh
Gupta, Rangan
25
Bahmani-Oskooee, Mohsen
21
Tiwari, Aviral Kumar
18
Ma, Feng
16
Hammoudeh, Shawkat
15
Moosa, Imad A.
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10
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9
Shahzad, Syed Jawad Hussain
9
Umar, Zaghum
9
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9
Balcilar, Mehmet
8
Chang, Tsangyao
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Salisu, Afees A.
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Wohar, Mark E.
8
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7
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7
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Pierdzioch, Christian
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Xuan Vinh Vo
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Yin, Libo
7
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6
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6
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6
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6
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Applied 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)
Theoretical economics letters
Applied economics letters
11
Research in international business and finance
6
Review of development finance
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
International journal of finance & economics : IJFE
4
International review of economics & finance : IREF
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economic modelling
3
International review of financial analysis
3
Journal of economics and finance : JEF
3
The South African journal of economics
3
Economics letters
2
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2
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2
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2
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2
Oxford bulletin of economics and statistics
2
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2
Review of international economics
2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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ECONIS (ZBW)
27
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1
Testing the hypothesis of duration dependence in the US housing market
Dettoni, Robinson
;
Gil-Alaña, Luis A.
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014632834
Saved in:
2
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
Saved in:
3
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:
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
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:
6
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:
7
Are central bank policy rates in Africa cointegrated? : evidence from a fractional cointegration approach
Gil-Alaña, Luis A.
;
Mudida, Robert
;
Abakah, Emmanuel …
- In:
Applied economics
52
(
2020
)
57
,
pp. 6171-6182
Persistent link: https://www.econbiz.de/10012308840
Saved in:
8
Testing Okun's Law : theoretical and empirical considerations using fractional integration
Gil-Alaña, Luis A.
;
Škare, Marinko
;
Blazevic Buric, Sanja
- In:
Applied economics
52
(
2020
)
5
,
pp. 459-474
Persistent link: https://www.econbiz.de/10012197424
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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