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person:"Gil-Alaña, Luis A."
~isPartOf:"Applied financial economics"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Energy economics"
~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:"Tiwari, Aviral Kumar"
~subject:"Banking stocks"
~subject:"Einheitswurzeltest"
~subject:"Hysterese"
~subject:"Kointegration"
~subject:"Nonlinear regression"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Banking stocks
Einheitswurzeltest
Hysterese
Kointegration
Nonlinear regression
Time series analysis
Estimation
19
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19
Cointegration
7
Unit root test
7
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7
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5
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Gil-Alaña, Luis A.
Herwartz, Helmut
Tiwari, Aviral Kumar
Chang, Tsangyao
10
Balcilar, Mehmet
4
Caporale, Guglielmo Maria
4
Gupta, Rangan
4
Ma, Feng
4
Bahmani-Oskooee, Mohsen
3
Mitra, Rajarshi
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Shahbaz, Muhammad
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2
Barkoulas, John T.
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Chang, Chun Ping
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Chang, Yu-Cheng
2
Chou, Ming Che
2
Hadj Amor, Thouraya
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Hammoudeh, Shawkat
2
Hossain, Md. Sharif
2
Impawe, Augustin
2
Kolotioloman, Soro
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Kopic, Suvad
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Lee, Chien-chiang
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Liddle, Brantley
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Lou, Tienwei
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Nouira, Ridha
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Otero, Jesús G.
2
Pal, Debdatta
2
Pathak, Rajesh
2
Sephton, Peter S.
2
Siklos, Pierre L.
2
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2
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Applied financial economics
EUI working paper / ECO
Energy economics
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
Applied economics letters
14
Applied economics
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Research in international business and finance
6
Economic modelling
5
International journal of finance & economics : IJFE
5
International review of economics & finance : IREF
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Finance research letters
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3
International review of financial analysis
3
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3
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3
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3
The South African journal of economics
3
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2
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2
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2
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2
Empirica : journal of european economics
2
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
2
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2
Oxford bulletin of economics and statistics
2
Review of financial economics : RFE
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2
The North American journal of economics and finance : a journal of financial economics studies
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Theoretical economics letters
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Tourism economics : the business and finance of tourism and recreation
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
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Applied financial economics letters
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Asian Journal of Empirical Research
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China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University
1
Comparative economic studies
1
Eastern economic journal
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Econometric reviews
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1
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:
2
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
Saved in:
3
Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate
Olayeni, Olaolu Richard
;
Tiwari, Aviral Kumar
;
Wohar, …
- In:
Energy economics
92
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518924
Saved in:
4
Measuring inequality persistence in OECD 1963-2008 using fractional integration and cointegration
Gil-Alaña, Luis A.
;
Škare, Marinko
; …
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 65-72
Persistent link: https://www.econbiz.de/10012176225
Saved in:
5
Testing the oil price efficiency using various measures of long-range dependence
Tiwari, Aviral Kumar
;
Kumar, Satish
;
Pathak, Rajesh
; …
- In:
Energy economics
84
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012183291
Saved in:
6
Testing the Purchasing Power Parity hypothesis in India : a non-linear cointegration approach
Tiwari, Aviral Kumar
;
Aruna, Mothkuri
;
Dash, Aruna Kumar
- In:
The empirical economics letters : a monthly …
17
(
2018
)
11
,
pp. 1321-1330
Persistent link: https://www.econbiz.de/10012006892
Saved in:
7
The PPP hypothesis revisited : evidence using a multivariate long-memory model
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Lovcha, …
- In:
The empirical economics letters : a monthly …
17
(
2018
)
5
,
pp. 563-567
Persistent link: https://www.econbiz.de/10011913379
Saved in:
8
A revisit of hysteresis and NAIRU : evidence from united states
Suresh, K. G.
;
Tiwari, Aviral Kumar
- In:
The empirical economics letters : a monthly …
14
(
2015
)
4
,
pp. 353-360
Persistent link: https://www.econbiz.de/10011418856
Saved in:
9
Testing the efficiency of stock market using nonlinear unit root : evidence from India
Suresh, K. G.
;
Tiwari, Aviral Kumar
- In:
The empirical economics letters : a monthly …
14
(
2015
)
6
,
pp. 543-549
Persistent link: https://www.econbiz.de/10011419117
Saved in:
10
Testing fractional persistence and non-linearities in the natural gas market : an application of non-linear deterministic terms based on Chebyshev polynomials in time
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
Energy economics
52
(
2015
)
1
,
pp. 240-245
Persistent link: https://www.econbiz.de/10011568248
Saved in:
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