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person:"Gil-Alaña, Luis A."
~isPartOf:"Applied financial economics"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Economic modelling"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Energy economics"
~isPartOf:"Journal of economics and finance : JEF"
~person:"Caporale, Guglielmo Maria"
~person:"Lucey, Brian M."
~person:"Yan, Cheng"
~subject:"CAPM"
~subject:"Cointegration"
~subject:"Fractional integration"
~subject:"Schätzung"
~subject:"Volatilität"
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CAPM
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Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
Lucey, Brian M.
Yan, Cheng
Wagner, Joachim
35
Addison, John T.
33
Rycx, François
30
Berg, Gerard J. van den
26
Heckman, James J.
25
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Martins, Pedro S.
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Riphahn, Regina T.
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17
Jenkins, Stephen
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Lechner, Michael
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Pastore, Francesco
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Portugal, Pedro
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Constant, Amelie
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Grund, Christian
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Ham, Maarten van
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Heshmati, Almas
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Rosholm, Michael
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Shields, Michael
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Soest, Arthur van
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Tansel, Aysıt
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Zimmermann, Klaus F.
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Belzil, Christian
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Hartog, Joop
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Miller, Paul W.
15
Cappellari, Lorenzo
14
Vivarelli, Marco
14
Wang, Yudong
14
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13
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Applied financial economics
Discussion paper series / IZA
Economic modelling
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of economics and finance : JEF
CESifo working papers
74
Economics and finance working paper series
53
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34
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ECONIS (ZBW)
29
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1
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
2
Exchange rate parities and Taylor rule deviations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
4
,
pp. 1809-1835
Persistent link: https://www.econbiz.de/10013440437
Saved in:
3
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
4
Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012547070
Saved in:
5
Does carbon price uncertainty affect stock price crash risk? : evidence from China
Ren, Xiaohang
;
Zhong, Yan
;
Cheng, Xu
;
Yan, Cheng
; …
- In:
Energy economics
122
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014440761
Saved in:
6
Differences in carbon risk spillovers with green versus traditional assets : evidence from a full distributional analysis
Duan, Kun
;
Yang, Liu
;
Yan, Cheng
;
Huang, Yingying
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014488701
Saved in:
7
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
8
Dynamic impacts of energy consumption on economic growth in China : evidence from a non-parametric panel data model
Ren, Xiaohang
;
Tong, Ziwei
;
Sun, Xianming
;
Yan, Cheng
- In:
Energy economics
107
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013202441
Saved in:
9
Welfare gains from international trade and renewable energy demand : evidence from the OECD countries
Lu, Zhou
;
Gozgor, Giray
;
Mahalik, Mantu Kumar
;
Padhan, …
- In:
Energy economics
112
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013350266
Saved in:
10
True or spurious long memory in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata
;
Gil-Alaña, Luis A.
;
Mokni, Khaled
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1543-1570
Persistent link: https://www.econbiz.de/10013440392
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