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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:"Chang, Yu-Cheng"
~person:"Herwartz, Helmut"
~person:"Kang, Sang Hoon"
~person:"Tiwari, Aviral Kumar"
~subject:"Anleihe"
~subject:"Effizienzmarkthypothese"
~subject:"Einheitswurzeltest"
~subject:"Hysterese"
~subject:"Kointegration"
~subject:"Nonlinear regression"
~subject:"Time series analysis"
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Gil-Alaña, Luis A.
Chang, Yu-Cheng
Herwartz, Helmut
Kang, Sang Hoon
Tiwari, Aviral Kumar
Chang, Tsangyao
9
Caporale, Guglielmo Maria
4
Mitra, Rajarshi
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Aparna, A.
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Bahmani-Oskooee, Mohsen
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Impawe, Augustin
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Kolotioloman, Soro
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Kopic, Suvad
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Lee, Chung-Chih
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Lou, Tienwei
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Maravall, Agustín
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Murthy, Vasudeva N. R.
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Nouira, Ridha
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Poza, Carlos
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Suresh, K. G.
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Venkatraja, B.
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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
39
Economics and finance working paper series
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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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Journal of economics and finance
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Oxford bulletin of economics and statistics
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Review of financial economics : RFE
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Review of world economics
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ECONIS (ZBW)
17
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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
Does inter-region portfolio diversification pay more than the international diversification?
Ahmad, Nasir
;
Ur Rehman, Mobeen
;
Xuan Vinh Vo
;
Kang, …
- In:
The quarterly review of economics and finance : journal …
83
(
2022
),
pp. 26-35
Persistent link: https://www.econbiz.de/10013258505
Saved in:
3
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:
4
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:
5
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:
6
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
Saved in:
7
Real interest rate parity in the G7 countries : evidence from the quantile unit root test
Lou, Tienwei
;
Chang, Yu-Cheng
;
Chang, Tsangyao
- In:
The empirical economics letters : a monthly …
16
(
2017
)
9
,
pp. 929-939
Persistent link: https://www.econbiz.de/10011907048
Saved in:
8
Revisiting the Wagner law and Keynesian hypothesis : further evidence in the United States
Chang, Tsangyao
;
Chang, Yu-Cheng
- In:
The empirical economics letters : a monthly …
16
(
2017
)
8
,
pp. 807-811
Persistent link: https://www.econbiz.de/10011906688
Saved in:
9
A revisit of hysteresis and NAIRU : evidence from united states
Suresh, K. G.
;
Tiwari, Aviral Kumar
- In:
The empirical economics letters : a monthly …
14
(
2015
)
4
,
pp. 353-360
Persistent link: https://www.econbiz.de/10011418856
Saved in:
10
Testing the efficiency of stock market using nonlinear unit root : evidence from India
Suresh, K. G.
;
Tiwari, Aviral Kumar
- In:
The empirical economics letters : a monthly …
14
(
2015
)
6
,
pp. 543-549
Persistent link: https://www.econbiz.de/10011419117
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