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person:"Hess, Dieter"
subject:"Börsenkurs"
~person:"Gil-Alaña, Luis A."
~person:"Wohar, Mark E."
~subject:"Marktmikrostruktur"
~subject:"United Kingdom"
~subject:"Wechselkurs"
~type:"article"
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Börsenkurs
Marktmikrostruktur
United Kingdom
Wechselkurs
Estimation
214
Schätzung
214
Time series analysis
89
Zeitreihenanalyse
89
Cointegration
59
Kointegration
59
USA
54
United States
54
Share price
52
Theorie
49
Theory
49
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44
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44
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43
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38
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38
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33
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33
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30
fractional integration
25
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20
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89
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Hess, Dieter
Gil-Alaña, Luis A.
Wohar, Mark E.
Gupta, Rangan
72
Bahmani-Oskooee, Mohsen
64
Caporale, Guglielmo Maria
37
McMillan, David G.
33
Zaremba, Adam
32
Narayan, Paresh Kumar
31
Tiwari, Aviral Kumar
31
Pierdzioch, Christian
27
Belke, Ansgar
22
Balcilar, Mehmet
21
MacDonald, Ronald
21
Moosa, Imad A.
21
Salisu, Afees A.
20
Bollerslev, Tim
18
Chiang, Thomas C.
17
Hsing, Yu
17
Beckmann, Joscha
16
Bohl, Martin T.
16
Brooks, Robert
16
Ma, Feng
16
Jawadi, Fredj
15
Apergēs, Nikolaos
14
Blundell, Richard W.
14
Cheung, Yin-Wong
14
Rashid, Abdul
14
Chinn, Menzie David
13
Herwartz, Helmut
13
Lee, Chien-chiang
13
McAleer, Michael
13
Sarno, Lucio
13
Shahbaz, Muhammad
13
Todorov, Viktor
13
Xuan Vinh Vo
13
Zhang, Yaojie
13
Cakici, Nusret
12
Demirer, Rıza
12
Hautsch, Nikolaus
12
Hegerty, Scott W.
12
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International review of economics & finance : IREF
6
International review of financial analysis
5
Applied economics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of finance & economics : IJFE
4
Applied economics letters
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied financial economics
2
Energy economics
2
Finance research letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of economics and finance : JEF
2
Research in international business and finance
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Southern economic journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
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1
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1
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Emerging markets, finance and trade : EMFT
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Empirica : journal of european economics
1
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1
Global finance journal
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Institutional arrangements for global economic integration
1
International journal of economic policy studies
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of economics and finance
1
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Journal of international economics
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Journal of international financial markets, institutions & money
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Journal of international money and finance
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Journal of macroeconomics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
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ECONIS (ZBW)
89
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1
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
2
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:
3
Stock market linkages between the ASEAN countries, China and the US : a fractional integration/cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
5
,
pp. 1502-1514
Persistent link: https://www.econbiz.de/10013167095
Saved in:
4
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
5
Stock market prices and dividends in the US : bubbles or long-run equilibria relationships?
Dettoni, Robinson
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014544069
Saved in:
6
Dynamics of the asymmetric S-curve between Pakistan and Japan
Ahmad, Sareer
;
Iqbal, Javed
;
Nosheen, Misbah
;
Wohar, Mark E.
- In:
International journal of economic policy studies
17
(
2023
)
2
,
pp. 551-561
Persistent link: https://www.econbiz.de/10014420267
Saved in:
7
Housing price uncertainty and housing prices in the UK in a time-varying environment
Balcilar, Mehmet
;
Uzuner, Gizem
;
Bekun, Festus Victor
; …
- In:
Empirica : journal of european economics
50
(
2023
)
2
,
pp. 523-549
Persistent link: https://www.econbiz.de/10014251826
Saved in:
8
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:
9
Persistence, seasonality, and fractional integration within a nonlinear framework : evidence from US citizens' overseas travel
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Tourism economics : the business and finance of tourism …
28
(
2022
)
3
,
pp. 654-660
Persistent link: https://www.econbiz.de/10013267944
Saved in:
10
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
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