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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~person:"Gil-Alaña, Luis A."
~subject:"Monetary policy"
~subject:"United States"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Aufsatzsammlung"
~type_genre:"Forschungsbericht"
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EU-Staaten
Monetary policy
United States
Volatility
Estimation
129
Schätzung
129
Time series analysis
81
Zeitreihenanalyse
81
Cointegration
49
Kointegration
49
Fractional integration
45
Theorie
35
Theory
35
USA
31
fractional integration
25
Börsenkurs
22
Großbritannien
22
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22
United Kingdom
22
Persistence
20
Long memory
18
Aktienmarkt
15
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15
Einheitswurzeltest
15
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15
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15
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15
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13
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9
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53
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Übersichtsarbeit
Aufsatz in Zeitschrift
Aufsatzsammlung
Forschungsbericht
Arbeitspapier
66
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66
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65
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65
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53
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2
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53
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Gil-Alaña, Luis A.
Gupta, Rangan
106
Bahmani-Oskooee, Mohsen
60
Caporale, Guglielmo Maria
50
Wohar, Mark E.
43
Belke, Ansgar
39
Apergēs, Nikolaos
29
Pierdzioch, Christian
29
Balcilar, Mehmet
28
Bollerslev, Tim
28
Ma, Feng
28
Tiwari, Aviral Kumar
28
Bouri, Elie
27
Xuan Vinh Vo
27
Todorov, Viktor
26
McAleer, Michael
25
Hsing, Yu
24
Serletis, Apostolos
22
Kumar, Dilip
20
Kang, Sang Hoon
19
Mensi, Walid
19
Brooks, Robert
18
Payne, James E.
18
Hammoudeh, Shawkat
17
Hegerty, Scott W.
17
Jawadi, Fredj
17
McMillan, David G.
17
Papadamou, Stephanos
17
Rashid, Abdul
17
Sosvilla-Rivero, Simón
17
Hamori, Shigeyuki
16
Tauchen, George Eugene
16
Yoon, Seong-min
16
Asai, Manabu
15
Caporin, Massimiliano
15
Chang, Tsangyao
15
Chiang, Thomas C.
15
Herwartz, Helmut
15
Koopman, Siem Jan
15
Lee, Chien-chiang
15
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Applied economics letters
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Economic modelling
3
Finance research letters
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied economics
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
Journal of economics and finance : JEF
2
Review of financial economics : RFE
2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
2
Annales d'économie et de statistique
1
Applied financial economics
1
Applied financial economics letters
1
Comparative economic studies
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International advances in economic research
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of international money and finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Macroeconomic dynamics
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Oxford bulletin of economics and statistics
1
Recherches économiques de Louvain
1
Research in international business and finance
1
Review of development finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The South African journal of economics
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ECONIS (ZBW)
53
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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
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
3
U.S. house prices by Census Division : persistence, trends and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International advances in economic research
29
(
2023
)
1/2
,
pp. 79-90
Persistent link: https://www.econbiz.de/10014251676
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
Testing the hypothesis of duration dependence in the US housing market
Dettoni, Robinson
;
Gil-Alaña, Luis A.
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014632834
Saved in:
6
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
7
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:
8
True or spurious long memory in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata
;
Gil-Alaña, Luis A.
;
Mokni, Khaled
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1543-1570
Persistent link: https://www.econbiz.de/10013440392
Saved in:
9
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
Saved in:
10
Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum
Antonakakis, Nikolaos
;
Christou, Christina
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
167
(
2021
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013269231
Saved in:
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