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person:"Gil-Alaña, Luis A."
~isPartOf:"Discussion paper series / School of Economics and Finance, the University of Hong Kong"
~isPartOf:"International economics : a journal published by CEPII (Center for research and expertise on the world economy)"
~isPartOf:"Journal of banking & finance"
~person:"Cheung, Yin-Wong"
~subject:"Kointegration"
~subject:"United Kingdom"
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Kointegration
United Kingdom
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Gil-Alaña, Luis A.
Cheung, Yin-Wong
Beckmann, Joscha
2
Belke, Ansgar
2
Caporale, Guglielmo Maria
2
Carcel, Hector
2
Clare, Andrew D.
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Discussion paper series / School of Economics and Finance, the University of Hong Kong
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
Journal of banking & finance
CESifo working papers
26
Economics and finance working paper series
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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ECONIS (ZBW)
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1
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
2
Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum
Antonakakis, Nikolaos
;
Christou, Christina
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
167
(
2021
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013269231
Saved in:
3
Testing the Fisher hypothesis in the G-7 countries using I(d) techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International economics : a journal published by CEPII …
159
(
2019
),
pp. 140-150
Persistent link: https://www.econbiz.de/10012318834
Saved in:
4
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
152
(
2017
),
pp. 116-123
Persistent link: https://www.econbiz.de/10011802433
Saved in:
5
Parity convergence of real exchange rates : what role does price adjustment play?
Cheung, Yin-Wong
;
Lai, Kon-sun
;
Bergman, Michael U.
-
2000
Persistent link: https://www.econbiz.de/10001517166
Saved in:
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