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subject:"Unemployment"
type_genre:"Article in journal"
~person:"Addison, John T."
~person:"Gil-Alaña, Luis A."
~subject:"Börsenkurs"
~subject:"Unit root test"
~type_genre:"Nachschlagewerk"
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Unemployment
Börsenkurs
Unit root test
Estimation
155
Schätzung
155
Time series analysis
80
Zeitreihenanalyse
80
Cointegration
49
Kointegration
49
Fractional integration
43
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35
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35
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31
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31
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26
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26
fractional integration
25
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22
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Addison, John T.
Gil-Alaña, Luis A.
Gupta, Rangan
58
Chang, Tsangyao
57
Narayan, Paresh Kumar
36
Tiwari, Aviral Kumar
33
Zaremba, Adam
31
Su, Chi-Wei
30
McMillan, David G.
27
Wohar, Mark E.
27
Caporale, Guglielmo Maria
26
Bahmani-Oskooee, Mohsen
21
Lee, Chien-chiang
20
Pierdzioch, Christian
20
Chang, Hsu-Ling
17
Chiang, Thomas C.
17
Westerlund, Joakim
17
Balcilar, Mehmet
16
Salisu, Afees A.
16
Ma, Feng
15
Ranjbar, Omid
15
Apergēs, Nikolaos
13
Bohl, Martin T.
13
Jawadi, Fredj
13
Todorov, Viktor
13
Zhang, Yaojie
13
Cakici, Nusret
12
Holmes, Mark J.
12
Sehgal, Sanjay
12
Bollerslev, Tim
11
Brooks, Robert
11
Demirer, Rıza
11
Herwartz, Helmut
11
McAleer, Michael
11
Narayan, Seema
11
Ours, Jan C. van
11
Ramírez, Miguel D.
11
Smyth, Russell
11
Bouri, Elie
10
Li, Bin
10
Omay, Tolga
10
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Applied economics
4
Applied economics letters
4
International journal of finance & economics : IJFE
3
Oxford bulletin of economics and statistics
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Emerging markets, finance and trade : EMFT
2
Empirica : journal of european economics
2
Research in international business and finance
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1
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Oxford economic papers
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ECONIS (ZBW)
51
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1
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:
2
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:
3
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:
4
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
Saved in:
5
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:
6
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:
7
Testing Okun's Law : theoretical and empirical considerations using fractional integration
Gil-Alaña, Luis A.
;
Škare, Marinko
;
Blazevic Buric, Sanja
- In:
Applied economics
52
(
2020
)
5
,
pp. 459-474
Persistent link: https://www.econbiz.de/10012197424
Saved in:
8
Cryptocurrencies and stock market indices. Are they related?
Gil-Alaña, Luis A.
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Research in international business and finance
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012205484
Saved in:
9
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:
10
High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
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