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person:"Gil-Alaña, Luis A."
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of economics and finance : JEF"
~person:"Ang, Beng-wah"
~person:"Miller, J. Isaac"
~person:"Ramchander, Sanjay"
~subject:"Crude oil futures"
~subject:"Long memory"
~subject:"Oil price"
~subject:"Preiselastizität"
~subject:"Schätzung"
~subject:"Theorie"
~type_genre:"Article in journal"
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Crude oil futures
Long memory
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Preiselastizität
Schätzung
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7
Time series analysis
4
Zeitreihenanalyse
4
Börsenkurs
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Gil-Alaña, Luis A.
Ang, Beng-wah
Miller, J. Isaac
Ramchander, Sanjay
Brooks, Robert
5
Faff, Robert W.
5
Madura, Jeff
5
Becchetti, Leonardo
4
Caporale, Guglielmo Maria
4
Hamori, Shigeyuki
4
Masih, Rumi
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3
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Ap Gwilym, Owain
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2
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2
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Applied financial economics
Journal of economics and finance : JEF
Applied economics
11
Applied economics letters
11
Energy economics
10
Research in international business and finance
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
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Finance research letters
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2
Oxford bulletin of economics and statistics
2
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
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Annales d'économie et de statistique
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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
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:
3
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:
4
Asymmetric and cross-sectional effects of inflation on stock returns under varying monetary conditions
Simpson, Marc W.
;
Ramchander, Sanjay
- In:
Applied financial economics
22
(
2012
)
4/6
,
pp. 285-298
Persistent link: https://www.econbiz.de/10009581407
Saved in:
5
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:
6
The impact of federal reserve intervention on exchange rate volatility : evidence from the futures markets
Ramchander, Sanjay
;
Sant, R. Raymond
- In:
Applied financial economics
12
(
2002
)
4
,
pp. 231-240
Persistent link: https://www.econbiz.de/10001671105
Saved in:
7
International linkages in bank lending and borrowing markets : evidence from six industrialized countries
Chatrath, Arjun
- In:
Applied financial economics
7
(
1997
)
4
,
pp. 403-411
Persistent link: https://www.econbiz.de/10001226977
Saved in:
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