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subject:"Volatility"
subject:"Yield curve"
~person:"Gil-Alaña, Luis A."
~subject:"Geldpolitik"
~subject:"United Kingdom"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliography included"
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Volatility
Yield curve
Geldpolitik
United Kingdom
Estimation
128
Schätzung
128
Time series analysis
80
Zeitreihenanalyse
80
Cointegration
49
Kointegration
49
Fractional integration
44
Theorie
34
Theory
34
USA
31
United States
31
fractional integration
25
Börsenkurs
22
Großbritannien
22
Share price
22
Persistence
20
Long memory
18
Aktienmarkt
15
Capital income
15
Fractional cointegration
15
Kapitaleinkommen
15
Stock market
15
Volatilität
15
Einheitswurzeltest
14
Unit root test
14
Structural break
13
Strukturbruch
13
Arbeitslosigkeit
12
Unemployment
12
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10
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10
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Article
44
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Aufsatz in Zeitschrift
Bibliography included
Article in journal
44
Arbeitspapier
43
Working Paper
43
Graue Literatur
42
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English
44
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Gil-Alaña, Luis A.
Gupta, Rangan
81
Bahmani-Oskooee, Mohsen
41
Caporale, Guglielmo Maria
35
Wohar, Mark E.
32
Ma, Feng
27
Xuan Vinh Vo
25
Balcilar, Mehmet
24
Belke, Ansgar
24
Bollerslev, Tim
24
Pierdzioch, Christian
24
Todorov, Viktor
24
Bouri, Elie
23
McAleer, Michael
23
Apergēs, Nikolaos
20
Kumar, Dilip
20
Tiwari, Aviral Kumar
20
McMillan, David G.
18
Mensi, Walid
18
Chiang, Thomas C.
17
Kang, Sang Hoon
17
Rashid, Abdul
17
Brooks, Robert
16
Papadamou, Stephanos
16
Serletis, Apostolos
16
Asai, Manabu
15
Mumtaz, Haroon
15
Tauchen, George Eugene
15
Hamori, Shigeyuki
14
Li, Jia
14
Narayan, Paresh Kumar
14
Salisu, Afees A.
14
Wei, Yu
14
Yoon, Seong-min
14
Zhu, Huiming
14
Andersen, Torben
13
Buch, Claudia M.
13
Hsing, Yu
13
Jawadi, Fredj
13
Malik, Farooq
13
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Applied economics letters
5
Applied economics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of finance & economics : IJFE
3
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
Journal of economics and finance : JEF
2
Applied econometrics and international development
1
Applied financial economics letters
1
Economic modelling
1
Economics bulletin : EB
1
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1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of international development : the journal of the Development Studies Association
1
Journal of international money and finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Oxford bulletin of economics and statistics
1
Recherches économiques de Louvain
1
Research in international business and finance
1
Review of development finance
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)
44
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1
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
2
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:
3
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
4
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
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
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:
8
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:
9
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:
10
A fractional cointegration var analysis of exchange rate dynamics
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
Saved in:
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