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subject:"Welt"
~person:"Bagwell, Kyle"
~person:"Caballero, Ricardo J."
~person:"Gil-Alaña, Luis A."
~person:"Hussin, Mohd Yahya Bin Mohd"
~person:"Tisdell, Clement A."
~subject:"CAPM"
~subject:"Estimation"
~subject:"Game theory"
~subject:"Kointegration"
~subject:"Konjunktur"
~subject:"Trade agreement"
~subject:"Volatility"
~type:"article"
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Welt
CAPM
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Kointegration
Konjunktur
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Theory
227
Theorie
226
Time series analysis
45
Zeitreihenanalyse
45
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United States
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Bagwell, Kyle
Caballero, Ricardo J.
Gil-Alaña, Luis A.
Hussin, Mohd Yahya Bin Mohd
Tisdell, Clement A.
Güth, Werner
56
Gupta, Rangan
42
Caporale, Guglielmo Maria
37
Fabozzi, Frank J.
37
Lütkepohl, Helmut
37
Jarrow, Robert A.
36
Fudenberg, Drew
34
Serletis, Apostolos
33
Bollerslev, Tim
32
Phillips, Peter C. B.
32
McAleer, Michael
31
Samuelson, Larry
31
Binmore, Ken
30
Chiarella, Carl
30
Madan, Dilip B.
29
Tijs, Stef
29
Ghysels, Eric
27
Palfrey, Thomas R.
27
Kumbhakar, Subal
26
Levine, David K.
26
Semmler, Willi
26
Renault, Eric
25
Bahmani-Oskooee, Mohsen
24
Herwartz, Helmut
24
Jackson, Matthew O.
24
MacDonald, Ronald
24
Peleg, Bezalel
24
Roth, Alvin E.
24
Frankel, Jeffrey A.
23
Shubik, Martin
23
Wohar, Mark E.
23
Carraro, Carlo
22
Ferson, Wayne E.
22
Franses, Philip Hans
22
Pesaran, M. Hashem
22
Stiglitz, Joseph E.
22
Westerhoff, Frank H.
22
Barnett, William A.
21
Diebold, Francis X.
21
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Applied economics letters
5
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Economic modelling
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Empirica : journal of european economics
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Journal of international economics
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Oxford bulletin of economics and statistics
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3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Handbook of commercial policy ; Volume 1A
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Handbook of game theory with economic applications ; Vol. 3
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International review of financial analysis
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ECONIS (ZBW)
83
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83
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
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:
3
Private and public debt convergence : a fractional cointegration approach
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Bermejo …
- In:
Empirica : journal of european economics
51
(
2024
)
1
,
pp. 161-183
Persistent link: https://www.econbiz.de/10014492069
Saved in:
4
Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012547070
Saved in:
5
Testing the hypothesis of duration dependence in the US housing market
Dettoni, Robinson
;
Gil-Alaña, Luis A.
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014632834
Saved in:
6
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
Saved in:
7
Persistence and long run co-movements across stock market prices
Gil-Alaña, Luis A.
;
Infante, Juan
;
Martín-Valmayor, …
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 347-357
Persistent link: https://www.econbiz.de/10014429885
Saved in:
8
Gender diversity index. measuring persistence
Rio, Marta del
;
Infante, Juan
;
Gil-Alaña, Luis A.
- In:
Research in international business and finance
58
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013286443
Saved in:
9
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:
10
A model of fickle capital flows and retrenchment
Caballero, Ricardo J.
;
Simsek, Alp
- In:
Journal of political economy
128
(
2020
)
6
,
pp. 2288-2328
Persistent link: https://www.econbiz.de/10012417188
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