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subject:"Volatility"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of international money and finance"
~person:"Gil-Alaña, Luis A."
~person:"Lee, Chien-chiang"
~subject:"EU countries"
~subject:"Schätzung"
~subject:"United States"
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Volatility
EU countries
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United States
Estimation
10
Fractional integration
4
Cointegration
3
Kointegration
3
Panel smooth transition regression
3
Time series analysis
3
Volatilität
3
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Gil-Alaña, Luis A.
Lee, Chien-chiang
Wohar, Mark E.
7
Xuan Vinh Vo
7
Beckmann, Joscha
6
Taylor, Mark P.
6
Balcilar, Mehmet
5
Caporale, Guglielmo Maria
5
Chinn, Menzie David
5
Gupta, Rangan
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Hammoudeh, Shawkat
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Kutan, Ali Mustafa
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MacDonald, Ronald
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Salisu, Afees A.
5
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4
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4
Hall, Stephen G.
4
Papell, David H.
4
Sousa, Ricardo M.
4
Tavlas, George S.
4
Wu, Jyh-lin
4
Afonso, António
3
Ali, Syed Zahid
3
Arize, Augustine Chuck
3
Aysun, Uluc
3
Baillie, Richard
3
Balli, Faruk
3
Belke, Ansgar
3
Bergin, Paul R.
3
Brooks, Robert
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Byrne, Joseph P.
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Chang, Kuang-Liang
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Chang, Tsangyao
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3
Chen, Shyh-Wei
3
Chiang, Thomas C.
3
Choudhri, Ehsan U.
3
Christopulos, Dēmētrēs K.
3
Fuertes, Ana María
3
Furceri, Davide
3
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International review of economics & finance : IREF
Journal of international money and finance
CESifo working papers
43
Economics and finance working paper series
33
Discussion papers / Deutsches Institut für Wirtschaftsforschung
22
Applied economics
14
Applied economics letters
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Discussion papers of interdisciplinary research project 373
9
Economic modelling
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Research in international business and finance
8
Energy economics
7
EUI working paper / ECO
5
International journal of finance & economics : IJFE
5
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4
Finance research letters
4
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4
Review of development finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
The South African journal of economics
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Defence and peace economics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International review of financial analysis
3
Journal of economics and finance : JEF
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
3
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Empirica : journal of european economics
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Iranian economic review : journal of University of Tehran
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Journal of forecasting
2
Macroeconomic dynamics
2
Oxford bulletin of economics and statistics
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Review of financial economics : RFE
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1
The effects of investor attention and policy uncertainties on cross-border country exchange-traded fund returns
Lee, Chien-chiang
;
Chen, Mei-Ping
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 830-852
Persistent link: https://www.econbiz.de/10012630771
Saved in:
2
GDP per capita in Sub-Saharan Africa : a time series approach using long memory
Gil-Alaña, Luis A.
;
Mudida, Robert
;
Zerbo, Eleazar
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 175-190
Persistent link: https://www.econbiz.de/10012671595
Saved in:
3
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:
4
Volatility persistence in cryptocurrency markets under structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 680-691
Persistent link: https://www.econbiz.de/10012487193
Saved in:
5
Financial development, income inequality, and country risk
Chiu, Yi-Bin
;
Lee, Chien-chiang
- In:
Journal of international money and finance
93
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012138605
Saved in:
6
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 170-178
Persistent link: https://www.econbiz.de/10012205401
Saved in:
7
Financial liberalization, insurance market, and the likelihood of financial crises
Lee, Chien-chiang
;
Lin, Chun-Wei
;
Zeng, Jhih-Hong
- In:
Journal of international money and finance
62
(
2016
),
pp. 25-51
Persistent link: https://www.econbiz.de/10011668306
Saved in:
8
On the persistence and volatility in European, American and Asian stocks bull and bear markets
Gil-Alaña, Luis A.
;
Shittu, Olanrewaju I.
;
Yaya, …
- In:
Journal of international money and finance
40
(
2014
),
pp. 149-162
Persistent link: https://www.econbiz.de/10010239995
Saved in:
9
Modeling OECD energy demand : an international panel smooth transition error-correction model
Lee, Chien-chiang
;
Chiu, Yi-bin
- In:
International review of economics & finance : IREF
25
(
2013
),
pp. 372-383
Persistent link: https://www.econbiz.de/10009693287
Saved in:
10
The impact of real income on insurance premiums : evidence from panel data
Lee, Chien-chiang
;
Chiu, Yi-bin
- In:
International review of economics & finance : IREF
21
(
2012
)
1
,
pp. 245-260
Persistent link: https://www.econbiz.de/10009486124
Saved in:
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