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subject:"United Kingdom"
~accessRights:"restricted"
~person:"Gil-Alaña, Luis A."
~subject:"Fractional cointegration"
~subject:"Kapitaleinkommen"
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United Kingdom
Fractional cointegration
Kapitaleinkommen
Estimation
63
Schätzung
63
Time series analysis
38
Zeitreihenanalyse
38
Fractional integration
31
Cointegration
27
Kointegration
27
Persistence
14
Theorie
13
Theory
13
fractional integration
12
Börsenkurs
11
Long memory
11
Share price
11
Aktienmarkt
9
Großbritannien
9
Stock market
9
Interest rate
8
Volatility
8
Volatilität
8
Zins
8
Structural break
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Strukturbruch
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USA
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United States
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6
EU countries
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EU-Staaten
6
Einheitswurzeltest
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Inflation
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Nichtlineare Regression
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Nonlinear regression
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Unit root test
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5
Deutschland
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Economic growth
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Germany
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22
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Gil-Alaña, Luis A.
Gupta, Rangan
63
Zaremba, Adam
49
Wohar, Mark E.
20
Ma, Feng
16
Wang, Yudong
16
Balcilar, Mehmet
15
McMillan, David G.
15
Tiwari, Aviral Kumar
15
Long, Huaigang
14
Narayan, Paresh Kumar
14
Pierdzioch, Christian
14
Todorov, Viktor
13
Zhang, Yaojie
13
Bouri, Elie
12
Cakici, Nusret
11
Demirer, Rıza
11
Salisu, Afees A.
11
Sehgal, Sanjay
11
Bollerslev, Tim
10
Caporale, Guglielmo Maria
10
Chiang, Thomas C.
10
Kumar, Dilip
10
Xuan Vinh Vo
10
Bali, Turan G.
9
Chiah, Mardy
9
Jawadi, Fredj
9
Li, Bin
9
Nonejad, Nima
9
Yin, Libo
9
Zhu, Huiming
9
Umutlu, Mehmet
8
Yang, Chunpeng
8
Apergēs, Nikolaos
7
Bekiros, Stelios
7
Christou, Christina
7
Jareño, Francisco
7
Karathanasopoulos, Andreas
7
Kim, Jae H.
7
Lee, Chien-chiang
7
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Research in international business and finance
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Finance research letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of economics & finance : IREF
2
Review of development finance
2
Applied economics
1
Applied economics letters
1
Economics letters
1
Empirica : journal of european economics
1
International journal of finance & economics : IJFE
1
Journal of banking & finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tourism economics : the business and finance of tourism and recreation
1
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ECONIS (ZBW)
22
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1
Private and public debt convergence : a fractional cointegration approach
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Bermejo …
- In:
Empirica : journal of european economics
51
(
2024
)
1
,
pp. 161-183
Persistent link: https://www.econbiz.de/10014492069
Saved in:
2
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:
3
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:
4
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:
5
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:
6
How lithium prices affect mergers and acquisitions in the lithium industry
Monge, Manuel
;
Cristobal, Enrique
;
Gil-Alaña, Luis A.
- In:
Review of development finance
11
(
2021
)
1
,
pp. 26-34
Persistent link: https://www.econbiz.de/10012618596
Saved in:
7
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:
8
Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
Saved in:
9
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:
10
How do stocks in BRICS co-move with real estate stocks?
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
;
Akinsomi, Omokolade
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 93-101
Persistent link: https://www.econbiz.de/10012486337
Saved in:
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