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person:"Gil-Alaña, Luis A."
~isPartOf:"Applied economics"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"Reihe Ökonomie"
~isPartOf:"Research in international business and finance"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Herwartz, Helmut"
~person:"Kunst, Robert M."
~person:"Stock, James H."
~person:"Tiwari, Aviral Kumar"
~subject:"Aktienmarkt"
~subject:"Austria"
~subject:"Einheitswurzeltest"
~subject:"Hysterese"
~subject:"Kointegration"
~subject:"Nonlinear regression"
~subject:"Time series analysis"
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Aktienmarkt
Austria
Einheitswurzeltest
Hysterese
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Estimation
55
Schätzung
55
Zeitreihenanalyse
27
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Gil-Alaña, Luis A.
Herwartz, Helmut
Kunst, Robert M.
Stock, James H.
Tiwari, Aviral Kumar
Chang, Tsangyao
15
Bahmani-Oskooee, Mohsen
13
Gupta, Rangan
11
Moosa, Imad A.
10
Caporale, Guglielmo Maria
9
Jumah, Adusei
8
Omay, Tolga
5
Winter-Ebmer, Rudolf
5
Yoon, Seong-min
5
Zaremba, Adam
5
Abakah, Emmanuel Joel Aikins
4
Balcilar, Mehmet
4
Belke, Ansgar
4
Böheim, René
4
Costantini, Mauro
4
Ma, Feng
4
Wu, Po-Chin
4
Abedin, Mohammad Zoynul
3
Gubareva, Mariya
3
Hasanov, Mübariz
3
Kang, Sang Hoon
3
Lee, Chung-Chih
3
Li, Bin
3
Lou, Tienwei
3
Mahdavi, Saeid
3
Mitra, Rajarshi
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Nguyen, Duc Khuong
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Payne, James E.
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Pierdzioch, Christian
3
Polasek, Wolfgang
3
Ranjbar, Omid
3
Umar, Zaghum
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Weber, Andrea
3
Wohar, Mark E.
3
Xuan Vinh Vo
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Applied economics
EUI working paper / ECO
Empirica : journal of european economics
Reihe Ökonomie
Research in international business and finance
The empirical economics letters : a monthly international journal of economics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
CESifo working papers
40
Economics and finance working paper series
32
Discussion papers / Deutsches Institut für Wirtschaftsforschung
23
Applied economics letters
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
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13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
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8
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Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
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ECONIS (ZBW)
48
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? : evidence from transfer entropy
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Abakah, …
- In:
Applied economics
56
(
2024
)
2
,
pp. 186-201
Persistent link: https://www.econbiz.de/10014439885
Saved in:
3
Private and public debt convergence : a fractional cointegration approach
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Bermejo …
- In:
Empirica : journal of european economics
51
(
2024
)
1
,
pp. 161-183
Persistent link: https://www.econbiz.de/10014492069
Saved in:
4
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:
5
Conditional transmission of global shocks to emerging stock markets : evidence from the quantile connectedness network analysis
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Trabelsi, Nader
- In:
Applied economics
54
(
2022
)
31
,
pp. 3621-3634
Persistent link: https://www.econbiz.de/10013410801
Saved in:
6
Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
Saved in:
7
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:
8
Cryptocurrencies and stock market indices. Are they related?
Gil-Alaña, Luis A.
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Research in international business and finance
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012205484
Saved in:
9
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
Saved in:
10
Quantile causality between banking stock and real estate securities returns in the US
Albulescu, C. T.
;
Bouri, E.
;
Tiwari, Aviral Kumar
; …
- In:
The quarterly review of economics and finance : journal …
78
(
2020
),
pp. 251-260
Persistent link: https://www.econbiz.de/10012431274
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