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subject:"United Kingdom"
~accessRights:"restricted"
~person:"Gil-Alaña, Luis A."
~person:"Jawadi, Fredj"
~subject:"Fractional integration"
~subject:"Kapitaleinkommen"
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United Kingdom
Fractional integration
Kapitaleinkommen
Estimation
90
Schätzung
90
Time series analysis
44
Zeitreihenanalyse
44
Cointegration
31
Kointegration
31
Theorie
25
Theory
25
Börsenkurs
24
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24
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19
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16
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14
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Nonlinear regression
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fractional integration
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Long memory
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10
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7
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7
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7
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7
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7
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English
52
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Gil-Alaña, Luis A.
Jawadi, Fredj
Gupta, Rangan
68
Zaremba, Adam
50
Wohar, Mark E.
20
Wang, Yudong
19
Zhang, Yaojie
17
Balcilar, Mehmet
16
Caporale, Guglielmo Maria
16
Ma, Feng
16
McMillan, David G.
15
Pierdzioch, Christian
15
Tiwari, Aviral Kumar
15
Long, Huaigang
14
Narayan, Paresh Kumar
14
Bouri, Elie
13
Todorov, Viktor
13
Salisu, Afees A.
12
Cakici, Nusret
11
Demirer, Rıza
11
Sehgal, Sanjay
11
Bollerslev, Tim
10
Chiang, Thomas C.
10
Kumar, Dilip
10
Nonejad, Nima
10
Xuan Vinh Vo
10
Bali, Turan G.
9
Chiah, Mardy
9
Li, Bin
9
Yang, Chunpeng
9
Yin, Libo
9
Zhu, Huiming
9
Jareño, Francisco
8
Umar, Zaghum
8
Umutlu, Mehmet
8
Apergēs, Nikolaos
7
Bekiros, Stelios
7
Christou, Christina
7
Dai, Zhifeng
7
He, Mengxi
7
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Finance research letters
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International review of economics & finance : IREF
4
Research in international business and finance
4
Applied economics
3
Review of development finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied economics letters
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy economics
2
Review of quantitative finance and accounting
2
Computational economics
1
Decision making and risk/return optimization in financial economics
1
Eastern economic journal
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of economics and finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
Journal of international financial markets, institutions & money
1
The North American journal of economics and finance : a journal of financial economics studies
1
Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
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1
Sentiment and energy price volatility : a nonlinear high frequency analysis
Jawadi, Fredj
;
Bourghelle, David
;
Rozin, Philippe
; …
- In:
Energy economics
133
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015048288
Saved in:
2
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:
3
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
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
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:
6
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:
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
Globalization, long memory, and real interest rate convergence : a historical perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2331-2355
Persistent link: https://www.econbiz.de/10013440481
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
Does inequality help in forecasting equity premium in a panel of G7 countries?
Christou, Christina
;
Gupta, Rangan
;
Jawadi, Fredj
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822273
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