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person:"Gil-Alaña, Luis A."
~person:"Ang, Beng-wah"
~person:"Barkoulas, John T."
~person:"Chiang, Thomas C."
~person:"Miller, J. Isaac"
~person:"Ramchander, Sanjay"
~person:"Yin, Libo"
~subject:"Fractional integration"
~subject:"Long memory"
~subject:"Oil price"
~subject:"Schätzung"
~subject:"Theorie"
~type_genre:"Article in journal"
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Fractional integration
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93
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Gil-Alaña, Luis A.
Ang, Beng-wah
Barkoulas, John T.
Chiang, Thomas C.
Miller, J. Isaac
Ramchander, Sanjay
Yin, Libo
Gupta, Rangan
177
Bahmani-Oskooee, Mohsen
156
Chang, Tsangyao
100
Caporale, Guglielmo Maria
93
Tiwari, Aviral Kumar
84
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80
Apergēs, Nikolaos
78
Narayan, Paresh Kumar
74
Belke, Ansgar
65
Lee, Chien-chiang
63
Zaremba, Adam
63
Kumbhakar, Subal
57
Shahbaz, Muhammad
56
Su, Chi-Wei
54
Wagner, Joachim
54
Pierdzioch, Christian
53
Balcilar, Mehmet
49
Egger, Peter
48
Hsing, Yu
47
Moosa, Imad A.
47
Serletis, Apostolos
47
Herwartz, Helmut
46
Xuan Vinh Vo
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Payne, James E.
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Hammoudeh, Shawkat
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Jalles, João Tovar
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Kutan, Ali Mustafa
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Pradhan, Rudra Prakash
37
Bouri, Elie
36
Ma, Feng
36
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36
Salisu, Afees A.
36
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International review of economics & finance : IREF
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ECONIS (ZBW)
201
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91
Evidence of persistence in U.S. short and long-term interest rates
Gil-Alaña, Luis A.
;
Cuñado Eizaguirre, Juncal
;
Gupta, …
- In:
Journal of policy modeling : JPMOD ; a social science …
39
(
2017
)
5
,
pp. 775-789
Persistent link: https://www.econbiz.de/10011792860
Saved in:
92
The fisher relationship in Nigeria
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
- In:
Journal of economics and finance
41
(
2017
)
2
,
pp. 343-353
Persistent link: https://www.econbiz.de/10011795723
Saved in:
93
Surprises, sentiments, and the expectations hypothesis of the term structure of interest rates
Chen, Cathy Yi-Hsuan
;
Chiang, Thomas C.
- In:
Review of quantitative finance and accounting
49
(
2017
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011797010
Saved in:
94
Herding within industries : evidence from Asian stock markets
Zheng, Dazhi
;
Li, Huimin
;
Chiang, Thomas C.
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 487-509
Persistent link: https://www.econbiz.de/10011754568
Saved in:
95
Modelling persistence in the conditional mean of inflation using the ARFIMA process with GARCH and GJR-GARCH innovations : the case of Ghana and South Africa
Boateng, Alexander
;
Lesaoana, Maseka
;
Siweya, Hlengani
; …
- In:
African review of economics & finance : AREF : (a …
9
(
2017
)
2
,
pp. 96-130
Persistent link: https://www.econbiz.de/10011780438
Saved in:
96
Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
43
(
2017
),
pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
Saved in:
97
Persistence and cycles in the us federal funds rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
52
(
2017
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011868684
Saved in:
98
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
152
(
2017
),
pp. 116-123
Persistent link: https://www.econbiz.de/10011802433
Saved in:
99
Empirical analysis of dynamic linkages between China and international stock markets
Chiang, Thomas C.
;
Chen, Xiaoyu
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 189-212
Persistent link: https://www.econbiz.de/10011543897
Saved in:
100
Interest rate dynamics in Kenya : commercial banks' rates and the 91-day treasury bill rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Journal of international development : the journal of …
28
(
2016
)
2
,
pp. 214-232
Persistent link: https://www.econbiz.de/10011552186
Saved in:
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