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person:"Gil-Alaña, Luis A."
~isPartOf:"EUI working paper / ECO"
~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:"Bouri, Elie"
~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
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Nonlinear regression
Schätzung
Time series analysis
Estimation
21
Zeitreihenanalyse
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Theorie
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Theory
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United States
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Gil-Alaña, Luis A.
Boughrara, Adel
Bouri, Elie
Herwartz, Helmut
Stock, James H.
Tiwari, Aviral Kumar
Chang, Tsangyao
11
Gupta, Rangan
7
Mitra, Rajarshi
5
Bohl, Martin T.
4
Caporale, Guglielmo Maria
4
Wu, Po-chin
4
Azar, Samih Antoine
3
Bahmani-Oskooee, Mohsen
3
Hossain, Md. Sharif
3
Ichino, Andrea
3
Impawe, Augustin
3
Lou, Tienwei
3
Marcellino, Massimiliano
3
Pierdzioch, Christian
3
Verner, Dorte
3
Wohar, Mark E.
3
Çağlayan Akay, Ebru
3
Aggarwal, Khushboo
2
Aparna, A.
2
Artis, Michael J.
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Balcilar, Mehmet
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Baloch, Amdadullah
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Banerjee, Anindya
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Belzil, Christian
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Bhandari, Avishek
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Biswas, Anindya Kumar
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Chang, Yu-Cheng
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Chou, Ming Che
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Demirer, Rıza
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Ermini, Luigi
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Fernandes, Marcelo
2
Flabbi, Luca
2
Goswami, Gour G.
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Güngör, Arifenur
2
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EUI working paper / ECO
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
43
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
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Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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NBER Working Paper
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of international money and finance
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Macroeconomic dynamics
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Oxford bulletin of economics and statistics
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Review of world economics
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SFB 649 discussion paper
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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
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ECONIS (ZBW)
21
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1
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:
2
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:
3
Causal nexus between crude oil and US corporate bonds
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Hernandez, …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 577-589
Persistent link: https://www.econbiz.de/10012655570
Saved in:
4
Uncertainty and daily predictability of housing returns and volatility of the United States : evidence from a higher-order nonparametric causality-in-quantiles test
Bouri, Elie
;
Gupta, Rangan
;
Kyei, Clement Kweku
; …
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 200-206
Persistent link: https://www.econbiz.de/10013258467
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
Dynamics and determinants of spillovers across the option-implied volatilities of US equities
Bouri, Elie
;
Lucey, Brian M.
;
Roubaud, David
- In:
The quarterly review of economics and finance : journal …
75
(
2020
),
pp. 257-264
Persistent link: https://www.econbiz.de/10012416566
Saved in:
8
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:
9
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:
10
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
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