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~isPartOf:"African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)"
~isPartOf:"Asian Journal of Empirical Research"
~isPartOf:"Economic notes : economic review of Banca Monte dei Paschi di Siena"
~isPartOf:"Finance research letters"
~isPartOf:"International journal of finance & economics : IJFE"
~language:"eng"
~language:"fra"
~language:"nld"
~language:"pol"
~person:"Gil-Alaña, Luis A."
~subject:"Börsenkurs"
~subject:"Developing countries"
~subject:"Fractional integration"
~subject:"Großbritannien"
~subject:"Inflationsrate"
~subject:"Unemployment theory"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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Börsenkurs
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Time series analysis
10
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10
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Gil-Alaña, Luis A.
Goodell, John W.
16
Gupta, Rangan
16
Lucey, Brian M.
14
Corbet, Shaen
13
Bouri, Elie
12
Caporale, Guglielmo Maria
11
Ma, Feng
11
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11
Liang, Chao
10
Roubaud, David
10
Wei, Yu
10
Kanas, Angelos
9
Lyócsa, Štefan
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8
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8
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7
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6
Gozgor, Giray
6
Li, Xiafei
6
Molnár, Peter
6
Ryu, Doojin
6
Shahbaz, Muhammad
6
Wen, Fenghua
6
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Xiong, Xiong
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Yousaf, Imran
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Zaremba, Adam
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Chi, Xie
5
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Lau, Chi Keung
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Luo, Xingguo
5
Pierdzioch, Christian
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Salisu, Afees A.
5
Schiereck, Dirk
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Toan Luu Duc Huynh
5
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
Asian Journal of Empirical Research
Economic notes : economic review of Banca Monte dei Paschi di Siena
Finance research letters
International journal of finance & economics : IJFE
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Research in international business and finance
8
Applied economics
7
Applied economics letters
7
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6
International review of economics & finance : IREF
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Review of development finance
4
Computational economics
3
Economic modelling
3
Economics letters
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International journal of theoretical and applied finance
3
Journal of economic studies
3
Journal of economics and finance : JEF
3
Applied financial economics
2
Economia internazionale
2
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2
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
2
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
2
International review of financial analysis
2
Journal of forecasting
2
Tourism economics : the business and finance of tourism and recreation
2
Advances in quantitative analysis of finance and accounting : a research annual
1
African development review
1
African journal of economic and sustainable development
1
Annales d'économie et de statistique
1
Applied econometrics and international development
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Applied financial economics letters
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Atlantic economic journal : AEJ
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Defence and peace economics
1
Eastern economic journal
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Economics bulletin : EB
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ECONIS (ZBW)
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1
Persistence and dependence in geopolitical risks in various developed and developing countries
Solarin Sakiru Adebola
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1488-1496
Persistent link: https://www.econbiz.de/10014253418
Saved in:
2
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:
3
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:
4
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:
5
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:
6
The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Finance research letters
24
(
2018
),
pp. 34-41
Persistent link: https://www.econbiz.de/10011982450
Saved in:
7
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
8
Modelling persistence in the conditional mean of inflation using the ARFIMA process with GARCH and GJR-GARCH innovations : the case of Ghana and South Africa
Boateng, Alexander
;
Lesaoana, Maseka
;
Siweya, Hlengani
; …
- In:
African review of economics & finance : AREF : (a …
9
(
2017
)
2
,
pp. 96-130
Persistent link: https://www.econbiz.de/10011780438
Saved in:
9
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
10
Fractional integration and asymmetric volatility in European, American and Asian bull and bear markets : application to high-frequency stock data
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Shittu, …
- In:
International journal of finance & economics : IJFE
20
(
2015
)
3
,
pp. 276-290
Persistent link: https://www.econbiz.de/10011348408
Saved in:
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