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person:"Gil-Alaña, Luis A."
~isPartOf:"Applied financial economics"
~isPartOf:"Department of Economics working papers"
~isPartOf:"Journal of policy modeling : JPMOD ; a social science forum of world issues"
~person:"Masih, Abdul Mansur M."
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Gil-Alaña, Luis A.
Masih, Abdul Mansur M.
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1
Evidence of persistence in U.S. short and long-term interest rates
Gil-Alaña, Luis A.
;
Cuñado Eizaguirre, Juncal
;
Gupta, …
- In:
Journal of policy modeling : JPMOD ; a social science …
39
(
2017
)
5
,
pp. 775-789
Persistent link: https://www.econbiz.de/10011792860
Saved in:
2
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
Saved in:
3
Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001615066
Saved in:
4
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
1999
Persistent link: https://www.econbiz.de/10001615056
Saved in:
5
Can family-planning programs "cause" a significant fertility decline in countries characterized by very low levels of socioeconomic development? : New evidence from Bangladesh base...
Masih, Abdul Mansur M.
- In:
Journal of policy modeling : JPMOD ; a social science …
19
(
1997
)
4
,
pp. 441-468
Persistent link: https://www.econbiz.de/10001224352
Saved in:
6
On the temporal causal relationship between energy consumption, real income, and prices : some new evidence from Asian-energy dependent NICs based on a multivariate cointegration v...
Masih, Abdul Mansur M.
- In:
Journal of policy modeling : JPMOD ; a social science …
19
(
1997
)
4
,
pp. 417-440
Persistent link: https://www.econbiz.de/10001224356
Saved in:
7
A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages
Masih, Abdul Mansur M.
- In:
Applied financial economics
7
(
1997
)
1
,
pp. 59-74
Persistent link: https://www.econbiz.de/10001219239
Saved in:
8
Empirical tests to discern the dynamic causal chain in macroeconomic activity : new evidence from Thailand and Malaysia based on a multivariate cointegration/vector errror-correcti...
Masih, Abdul Mansur M.
- In:
Journal of policy modeling : JPMOD ; a social science …
18
(
1996
)
5
,
pp. 531-560
Persistent link: https://www.econbiz.de/10001209346
Saved in:
9
Common stochastic trends, multivariate market efficiency and the temporal causal dynamics in a system of daily spot exchange rates
Masih, Abdul Mansur M.
- In:
Applied financial economics
6
(
1996
)
6
,
pp. 495-504
Persistent link: https://www.econbiz.de/10001217471
Saved in:
10
Investigating the robustness of tests of the market efficiency hypothesis : contributions from cointegration techniques on the Canadian floating dollar
Masih, Abdul Mansur M.
- In:
Applied financial economics
5
(
1995
)
3
,
pp. 139-150
Persistent link: https://www.econbiz.de/10001185273
Saved in:
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