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person:"Gil-Alaña, Luis A."
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Empirica : journal of european economics"
~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:"Bohl, Martin T."
~person:"Foglia, Matteo"
~person:"Herwartz, Helmut"
~person:"Kunst, Robert M."
~person:"Stock, James H."
~person:"Tiwari, Aviral Kumar"
~subject:"Aktienmarkt"
~subject:"Einheitswurzeltest"
~subject:"Hysterese"
~subject:"Kaufkraftparität"
~subject:"Kointegration"
~subject:"Nonlinear regression"
~subject:"Share price"
~subject:"Time series analysis"
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Aktienmarkt
Einheitswurzeltest
Hysterese
Kaufkraftparität
Kointegration
Nonlinear regression
Share price
Time series analysis
Estimation
46
Schätzung
46
Zeitreihenanalyse
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Cointegration
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Theorie
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38
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Gil-Alaña, Luis A.
Bohl, Martin T.
Foglia, Matteo
Herwartz, Helmut
Kunst, Robert M.
Stock, James H.
Tiwari, Aviral Kumar
Caporale, Guglielmo Maria
10
Chang, Tsangyao
10
Gupta, Rangan
10
Jumah, Adusei
7
Bahmani-Oskooee, Mohsen
6
Balcilar, Mehmet
5
Mitra, Rajarshi
4
Wu, Po-Chin
4
Abedin, Mohammad Zoynul
3
Costantini, Mauro
3
Lee, Chung-Chih
3
Lou, Tienwei
3
Pierdzioch, Christian
3
Poza, Carlos
3
Abakah, Emmanuel Joel Aikins
2
Aggarwal, Khushboo
2
Ahmad, Wasim
2
Al-Shboul, Mohammad
2
Aparna, A.
2
Belke, Ansgar
2
Bhandari, Avishek
2
Bolat, Süleyman
2
Boughrara, Adel
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Bouteska, Ahmed
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Chang, Dongkoo
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Chang, Yu-Cheng
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Chiang, Thomas C.
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Chou, Ming Che
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Demirer, Rıza
2
Ermini, Luigi
2
Esteve García, Vicente
2
Fernandes, Marcelo
2
Hadj Amor, Thouraya
2
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Hsueh, Hsin-Pei
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EUI working paper / ECO
Empirica : journal of european economics
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
41
Economics and finance working paper series
32
Discussion papers / Deutsches Institut für Wirtschaftsforschung
24
Applied economics
16
Applied economics letters
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
Discussion papers of interdisciplinary research project 373
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Economic modelling
7
IHS economics series : working paper
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6
Finance research letters
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International journal of finance & economics : IJFE
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Economics working paper
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International review of economics & finance : IREF
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Review of development finance
4
Bundesbank Series 1 Discussion Paper
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International review of financial analysis
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NBER Working Paper
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Oxford bulletin of economics and statistics
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The North American journal of economics and finance : a journal of financial economics studies
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The South African journal of economics
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Applied econometrics and international development
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Applied financial economics
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Bulletin of economic research
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Computational economics
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Department of Economics working paper series
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ECONIS (ZBW)
38
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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
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:
3
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:
4
Multilayer network analysis of investor sentiment and stock returns
Wang, Gang-Jin
;
Xiong, Lu
;
Zhu, You
;
Chi, Xie
;
Foglia, …
- In:
Research in international business and finance
62
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014247313
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Chaos in G7 stock markets using over one century of data : a note
Tiwari, Aviral Kumar
;
Gupta, Rangan
- In:
Research in international business and finance
47
(
2019
),
pp. 304-310
Persistent link: https://www.econbiz.de/10012135738
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