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subject:"Share price"
subject:"World"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Gil-Alaña, Luis A."
~person:"Voigt, Stefan"
~person:"Wohar, Mark E."
~subject:"Cointegration"
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Share price
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Gil-Alaña, Luis A.
Voigt, Stefan
Wohar, Mark E.
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3
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International journal of finance & economics : IJFE
CESifo working papers
28
Economics and finance working paper series
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
10
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
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International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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Working papers / University of Connecticut, Department of Economics
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World development : the multi-disciplinary international journal devoted to the study and promotion of world development
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1
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
2
Fractional integration and asymmetric volatility in European, American and Asian bull and bear markets : application to high-frequency stock data
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Shittu, …
- In:
International journal of finance & economics : IJFE
20
(
2015
)
3
,
pp. 276-290
Persistent link: https://www.econbiz.de/10011348408
Saved in:
3
The purchasing power parity hypothesis in the US-China relationship : fractional integration, time variation and data frequency
Gil-Alaña, Luis A.
;
Jiang, Liang
- In:
International journal of finance & economics : IJFE
18
(
2013
)
1
,
pp. 82-92
Persistent link: https://www.econbiz.de/10009721889
Saved in:
4
Stock return predictability and dividend-price ratio : a nonlinear approach
McMillan, David G.
;
Wohar, Mark E.
- In:
International journal of finance & economics : IJFE
15
(
2010
)
4
,
pp. 351-365
Persistent link: https://www.econbiz.de/10008811291
Saved in:
5
The real exchange rate-real interest rate relation : evidence from tests for symmetric and asymmetric threshold cointegration
Sollis, Robert
;
Wohar, Mark E.
- In:
International journal of finance & economics : IJFE
11
(
2006
)
2
,
pp. 139-153
Persistent link: https://www.econbiz.de/10003322582
Saved in:
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