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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Applied economics letters"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Münchener Wirtschaftswissenschaftliche Beiträge : discussion papers"
~person:"Cheung, Yin-Wong"
~person:"Freyberger, Joachim"
~person:"Gil-Alaña, Luis A."
~subject:"Aktienindex"
~subject:"Business cycle"
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Volatility
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011893067
Saved in:
3
Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011893395
Saved in:
4
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.
-
2013
Persistent link: https://www.econbiz.de/10009731952
Saved in:
5
Persistence and cycles in the US federal funds rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2012
Persistent link: https://www.econbiz.de/10009672480
Saved in:
6
Unemployment rate cycles in Europe
Cuestas, Juan Carlos
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
24
(
2017
)
1/3
,
pp. 136-139
Persistent link: https://www.econbiz.de/10011703977
Saved in:
7
Persistence and cyclical dependence in the monthly Euribor rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2011
Persistent link: https://www.econbiz.de/10009387257
Saved in:
8
Long memory and fractional integration in high frequency financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003979849
Saved in:
9
Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963286
Saved in:
10
Fractional cointegration in US term spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963290
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