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person:"Gil-Alaña, Luis A."
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Reihe Ökonomie"
~isPartOf:"Research in international business and finance"
~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:"Kunst, Robert M."
~person:"Stock, James H."
~person:"Tiwari, Aviral Kumar"
~subject:"Aktienmarkt"
~subject:"Einheitswurzeltest"
~subject:"Hysterese"
~subject:"Kointegration"
~subject:"Nonlinear regression"
~subject:"Time series analysis"
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Aktienmarkt
Einheitswurzeltest
Hysterese
Kointegration
Nonlinear regression
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Estimation
45
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45
Zeitreihenanalyse
21
Cointegration
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fractional integration
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Gil-Alaña, Luis A.
Herwartz, Helmut
Kunst, Robert M.
Stock, James H.
Tiwari, Aviral Kumar
Caporale, Guglielmo Maria
12
Chang, Tsangyao
12
Gupta, Rangan
9
Jumah, Adusei
7
Bahmani-Oskooee, Mohsen
5
Wohar, Mark E.
4
Wu, Po-Chin
4
Abedin, Mohammad Zoynul
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Balcilar, Mehmet
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Costantini, Mauro
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Demirer, Rıza
3
Lee, Chung-Chih
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Lou, Tienwei
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McMillan, David G.
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Mitra, Rajarshi
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Omay, Tolga
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Pierdzioch, Christian
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Salisu, Afees A.
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Xuan Vinh Vo
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Abakah, Emmanuel Joel Aikins
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Aggarwal, Khushboo
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Ahmad, Wasim
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Al-Shboul, Mohammad
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Aparna, A.
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Bolat, Süleyman
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Bouteska, Ahmed
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EUI working paper / ECO
Empirica : journal of european economics
International journal of finance & economics : IJFE
Reihe Ökonomie
Research in international business and finance
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
40
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32
Discussion papers / Deutsches Institut für Wirtschaftsforschung
23
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13
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10
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7
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Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
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International review of financial analysis
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ECONIS (ZBW)
37
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
3
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
4
Private and public debt convergence : a fractional cointegration approach
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Bermejo …
- In:
Empirica : journal of european economics
51
(
2024
)
1
,
pp. 161-183
Persistent link: https://www.econbiz.de/10014492069
Saved in:
5
Are the top six cryptocurrencies efficient? : evidence from time-varying long memory
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Doğan, Buhari
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3730-3740
Persistent link: https://www.econbiz.de/10013330753
Saved in:
6
Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
Saved in:
7
Cryptocurrencies and stock market indices. Are they related?
Gil-Alaña, Luis A.
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Research in international business and finance
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012205484
Saved in:
8
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:
9
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:
10
High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
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