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~accessRights:"restricted"
~language:"eng"
~language:"spa"
~language:"vie"
~person:"Gil-Alaña, Luis A."
~subject:"Kapitaleinkommen"
~subject:"Share price"
~type_genre:"Article in journal"
~type_genre:"Interview"
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Kapitaleinkommen
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Time series analysis
64
Zeitreihenanalyse
64
Estimation
61
Schätzung
61
Fractional integration
40
Cointegration
32
Kointegration
32
fractional integration
25
Persistence
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persistence
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long memory
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Gil-Alaña, Luis A.
Gupta, Rangan
138
Zaremba, Adam
79
Ma, Feng
62
Bouri, Elie
53
Narayan, Paresh Kumar
52
Wohar, Mark E.
52
Tiwari, Aviral Kumar
46
Zhang, Wei
44
Ryu, Doojin
43
Xiong, Xiong
42
Wang, Yudong
39
Demirer, Rıza
37
Xuan Vinh Vo
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Hammoudeh, Shawkat
36
Salisu, Afees A.
34
Shahzad, Syed Jawad Hussain
34
Shen, Dehua
33
Zhang, Yaojie
32
Corbet, Shaen
31
Balcilar, Mehmet
30
Yin, Libo
29
McMillan, David G.
27
Chan, Kam C.
26
Li, Youwei
26
Wen, Fenghua
26
Blau, Benjamin
25
Umar, Zaghum
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Zhong, Angel
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Goodell, John W.
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Lien, Da-hsiang Donald
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Mensi, Walid
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Ur Rehman, Mobeen
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Caporale, Guglielmo Maria
22
Kang, Sang Hoon
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Lee, Chien-chiang
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Li, Yan
22
Liang, Chao
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Sehgal, Sanjay
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Finance research letters
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Research in international business and finance
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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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African journal of economic and sustainable development
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Computational economics
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International journal of bonds and derivatives
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International journal of finance & economics : IJFE
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International review of economics & finance : IREF
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International review of financial analysis
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ECONIS (ZBW)
23
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1
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:
2
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:
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
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:
5
Modelling stock market data in China : cisis and Coronavirus
Cristofaro, Lorenzo
;
Gil-Alaña, Luis A.
;
Chen, Zhongfei
; …
- In:
Finance research letters
41
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013336246
Saved in:
6
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:
7
Cryptocurrencies and stock market indices. Are they related?
Gil-Alaña, Luis A.
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Research in international business and finance
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012205484
Saved in:
8
High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
Saved in:
9
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:
10
Volatility persistence in the Russian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430826
Saved in:
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