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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"International economics : a journal published by CEPII (Center for research and expertise on the world economy)"
~person:"Aslan, Caglayan"
~person:"Gil-Alaña, Luis A."
~person:"Prokopczuk, Marcel"
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Volatility
Yield curve
Estimation
9
Schätzung
9
Time series analysis
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Fractional integration
5
Long memory
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Theorie
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Aslan, Caglayan
Gil-Alaña, Luis A.
Prokopczuk, Marcel
Ahmed, Walid M. A.
1
Akpiliç, Ferdi
1
Altamimi, Sohale
1
Andrada Félix, Julián
1
Antonakakis, Nikolaos
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Assaf, Ata
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Deniz, Pinar
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Fernandez-Perez, Adrian
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Grigoryan, Aleksandr
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1
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
Journal of banking & finance
6
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
Economics and finance working paper series
5
CESifo working papers
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Applied economics letters
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Finance research letters
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International review of economics & finance : IREF
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Journal of international money and finance
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Applied financial economics letters
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Energy economics
1
International journal of finance & economics : IJFE
1
International review of financial analysis
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Journal of commodity markets
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Journal of economics and finance : JEF
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international development : the journal of the Development Studies Association
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Research in international business and finance
1
Review of development finance
1
Stock returns : cyclicity, prediction and economic consequences
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Do the export reactions to exchange rate and exchange rate volatility differ depending on technology intensity? : new evidences from the panel SVAR analysis
Aslan, Caglayan
;
Akpiliç, Ferdi
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
4
,
pp. 1587-1631
Persistent link: https://www.econbiz.de/10014519939
Saved in:
2
True or spurious long memory in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata
;
Gil-Alaña, Luis A.
;
Mokni, Khaled
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1543-1570
Persistent link: https://www.econbiz.de/10013440392
Saved in:
3
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
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