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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of banking & finance"
~person:"Gil-Alaña, Luis A."
~subject:"Behavioural finance"
~subject:"Risikoprämie"
~subject:"Stock market"
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United States
Behavioural finance
Risikoprämie
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Estimation
4
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4
Cointegration
3
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3
Fractional cointegration
2
USA
2
Aktienmarkt
1
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Article in journal
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Gil-Alaña, Luis A.
Prokopczuk, Marcel
4
Zaremba, Adam
4
Berkman, Henk
3
Liu, Jia
3
Ma, Feng
3
Wese Simen, Chardin
3
Annaert, Jan
2
Cakici, Nusret
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Caporale, Guglielmo Maria
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In, Francis Haeuck
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International review of financial analysis
Journal of banking & finance
Applied economics letters
4
Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International journal of finance & economics : IJFE
2
Journal of economics and finance : JEF
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Research in international business and finance
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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Empirica : journal of european economics
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Finance research letters
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Oxford bulletin of economics and statistics
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Recherches économiques de Louvain
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1
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:
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
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
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