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~accessRights:"restricted"
~language:"ces"
~language:"eng"
~language:"hin"
~language:"nor"
~language:"por"
~language:"rus"
~person:"Gil-Alaña, Luis A."
~subject:"Germany"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Handbook"
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Germany
Wirkungsanalyse
Time series analysis
64
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63
Fractional integration
40
Cointegration
32
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fractional integration
25
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persistence
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long memory
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Gil-Alaña, Luis A.
Wagner, Joachim
41
Gupta, Rangan
33
Schnabel, Claus
18
Addison, John T.
15
Apergēs, Nikolaos
15
Bellmann, Lutz
15
Jirjahn, Uwe
15
Fritsch, Michael
14
Frondel, Manuel
14
Lin, Boqiang
14
Wohar, Mark E.
14
Caliendo, Marco
13
Furceri, Davide
13
Hayo, Bernd
13
Lee, Chien-chiang
13
Lucey, Brian M.
13
Mußhoff, Oliver
13
Xuan Vinh Vo
13
Zimmermann, Klaus F.
13
Corbet, Shaen
12
Demir, Ender
12
Hassan, M. Kabir
12
Pfeifer, Christian
12
Pisani, Massimiliano
12
Schröder, Carsten
12
Teixeira, Paulino
12
Vance, Colin
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Afonso, António
11
Bossler, Mario
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Brenner, Thomas
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Dave, Dhaval
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Goel, Rajeev K.
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Hayakawa, Kazunobu
11
Ji, Qiang
11
McKibbin, Warwick J.
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Mitze, Timo
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Neumeier, Florian
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Applied economics
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Applied economics letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of banking & finance
1
The North American journal of economics and finance : a journal of financial economics studies
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
12
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1
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:
2
US policy responses to the COVID-19 pandemic and sectoral stock indices : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Abakah, …
- In:
Applied economics
55
(
2023
)
3
,
pp. 283-292
Persistent link: https://www.econbiz.de/10013494423
Saved in:
3
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
4
Globalization, long memory, and real interest rate convergence : a historical perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2331-2355
Persistent link: https://www.econbiz.de/10013440481
Saved in:
5
The impact of COVID-19 on Turkey's tourism sector : fresh evidence from the fractional integration approach
Yucel, Ali Gokhan
;
Koksal, Cihat
;
Acar, Sevil
; …
- In:
Applied economics
54
(
2022
)
27
,
pp. 3074-3087
Persistent link: https://www.econbiz.de/10013171188
Saved in:
6
The outbreak of COVID-19 and stock market liquidity : evidence from emerging and developed equity markets
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534137
Saved in:
7
Persistence in Croatian tourism : the impact of COVID-19
Payne, James E.
;
Gil-Alaña, Luis A.
;
Mervar, Andrea
- In:
Tourism economics : the business and finance of tourism …
28
(
2022
)
6
,
pp. 1676-1682
Persistent link: https://www.econbiz.de/10013392357
Saved in:
8
Re-examination of international bond market dependence : evidence from a pair copula approach
Abakah, Emmanuel Joel Aikins
;
Addo, Emmanuel
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-35
Persistent link: https://www.econbiz.de/10012803932
Saved in:
9
Are central bank policy rates in Africa cointegrated? : evidence from a fractional cointegration approach
Gil-Alaña, Luis A.
;
Mudida, Robert
;
Abakah, Emmanuel …
- In:
Applied economics
52
(
2020
)
57
,
pp. 6171-6182
Persistent link: https://www.econbiz.de/10012308840
Saved in:
10
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
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