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person:"Gil-Alaña, Luis A."
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Economic modelling"
~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:"Boughrara, Adel"
~person:"Herwartz, Helmut"
~person:"Stock, James H."
~person:"Tiwari, Aviral Kumar"
~subject:"BSE sectoral indices"
~subject:"Einheitswurzeltest"
~subject:"Hysterese"
~subject:"Kointegration"
~subject:"Nichtlineare Regression"
~subject:"Nonlinear regression"
~subject:"Schätzung"
~subject:"Time series analysis"
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BSE sectoral indices
Einheitswurzeltest
Hysterese
Kointegration
Nichtlineare Regression
Nonlinear regression
Schätzung
Time series analysis
Estimation
28
Zeitreihenanalyse
12
Theorie
10
Theory
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Share price
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Gil-Alaña, Luis A.
Boughrara, Adel
Herwartz, Helmut
Stock, James H.
Tiwari, Aviral Kumar
Chang, Tsangyao
14
Gupta, Rangan
12
Caporale, Guglielmo Maria
8
Lee, Chien-chiang
6
Narayan, Paresh Kumar
6
Apergēs, Nikolaos
5
Belke, Ansgar
5
Bohl, Martin T.
5
Chang, Chun Ping
5
Chen, Shyh-Wei
5
Jalles, João Tovar
5
Mitra, Rajarshi
5
Narayan, Seema
5
Arčabić, Vladimir
4
Bahmani-Oskooee, Mohsen
4
Balcilar, Mehmet
4
Chou, Ming Che
4
Huang, Ho-chuan
4
Rault, Christophe
4
Uddin, Mohammed Gazi Salah
4
Wang, Yudong
4
Wu, Po-chin
4
Arouri, Mohamed
3
Azar, Samih Antoine
3
Beckmann, Joscha
3
Bouri, Elie
3
Chen, Shyh-wei
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Chien, Mei-Se
3
Hossain, Md. Sharif
3
Hur, Joonyoung
3
Ichino, Andrea
3
Impawe, Augustin
3
Jalil, Abdul
3
Jawadi, Fredj
3
Jiang, Cuixia
3
Kumar, Dilip
3
Kumar, Saten
3
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EUI working paper / ECO
Economic modelling
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
CESifo working papers
44
Economics and finance working paper series
33
Discussion papers / Deutsches Institut für Wirtschaftsforschung
25
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
20
Applied economics letters
17
Discussion papers of interdisciplinary research project 373
17
Applied economics
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Research in international business and finance
11
Economics working paper
10
Finance research letters
10
Energy economics
7
International journal of finance & economics : IJFE
7
NBER Working Paper
7
International review of economics & finance : IREF
6
NBER working paper series
6
Working paper / National Bureau of Economic Research, Inc.
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Journal of international money and finance
4
Review of development finance
4
Cege discussion paper
3
Economics letters
3
International review of financial analysis
3
Journal of economics and finance
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Journal of economics and finance : JEF
3
Journal of risk and financial management : JRFM
3
Macroeconomic dynamics
3
Oxford bulletin of economics and statistics
3
Review of world economics
3
SFB 649 discussion paper
3
The South African journal of economics
3
An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
2
Applied econometrics and international development
2
Applied quantitative finance
2
Bulletin of economic research
2
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ECONIS (ZBW)
28
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1
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
2
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
3
On the effect of full-fledged IT adoption on stock returns and their conditional volatility : evidence from propensity score matching
Dridi, Ichrak
;
Boughrara, Adel
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 179-194
Persistent link: https://www.econbiz.de/10012655300
Saved in:
4
How informative are variance risk premium and implied volatility for Value-at-Risk prediction? : international evidence
Slim, Skander
;
Dahmene, Meriam
;
Boughrara, Adel
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 22-37
Persistent link: https://www.econbiz.de/10012417081
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Estimating market risk using time-varying CAPM and structural break models in Indian banking sector
Jena, Sangram Kesari
;
Mitra, Amarnath
;
Tiwari, Aviral Kumar
- In:
The empirical economics letters : a monthly …
17
(
2018
)
4
,
pp. 505-511
Persistent link: https://www.econbiz.de/10011913245
Saved in:
10
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
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