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~isPartOf:"Applied econometrics and international development"
~isPartOf:"Applied economics"
~isPartOf:"International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society"
~isPartOf:"Modern economy"
~isPartOf:"Research in international business and finance"
~language:"eng"
~language:"fra"
~language:"nld"
~language:"pol"
~person:"Aguayo, Eva"
~person:"Dittrich, Ludwig O."
~person:"Dēmelē, Sophias P."
~person:"Gil-Alaña, Luis A."
~person:"Grubaugh, Stephen G."
~person:"Lee, Chien-chiang"
~person:"Ramírez, Miguel D."
~source:"econis"
~subject:"Asia"
~subject:"Developing countries"
~subject:"Fractional integration"
~subject:"Großbritannien"
~subject:"KPSS unit root test"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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Asia
Developing countries
Fractional integration
Großbritannien
KPSS unit root test
Time series analysis
Volatility
Zeitreihenanalyse
37
Estimation
29
Schätzung
29
USA
17
United States
17
Cointegration
16
Kointegration
16
Theorie
16
Theory
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Einheitswurzeltest
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Unit root test
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fractional integration
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persistence
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Risk
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long memory
7
Auslandsinvestition
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China
6
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Lateinamerika
6
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Article
54
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Article in journal
Government document
Textbook
Aufsatz in Zeitschrift
54
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English
French
Dutch
Polish
Author
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Aguayo, Eva
Dittrich, Ludwig O.
Dēmelē, Sophias P.
Gil-Alaña, Luis A.
Grubaugh, Stephen G.
Lee, Chien-chiang
Ramírez, Miguel D.
Gupta, Rangan
21
Bahmani-Oskooee, Mohsen
18
Moosa, Imad A.
18
Tiwari, Aviral Kumar
14
Guisán, María-Carmen
13
Caporale, Guglielmo Maria
11
Umar, Zaghum
9
Zhang, Yaojie
8
Balcilar, Mehmet
7
Bhaskara Rao, Buddhavarapu
7
Chang, Tsangyao
7
Ma, Feng
7
Mills, Terence C.
7
Speight, Alan E. H.
7
Turner, Paul
7
Yoon, Seong-min
7
Chevallier, Julien
6
Guesmi, Khaled
6
Lau, Chi Keung
6
Leslie, Derek G.
6
McMillan, David G.
6
Peel, David
6
Sloane, Peter J.
6
Taylor, Mark P.
6
Aboura, Sofiane
5
Allen, David E.
5
Bouri, Elie
5
Brown, Sarah
5
Ftiti, Zied
5
Goutte, Stéphane
5
Gozgor, Giray
5
Gubareva, Mariya
5
Hamori, Shigeyuki
5
Holmes, Mark J.
5
Jawadi, Fredj
5
Kang, Sang Hoon
5
Kim, Jong-Min
5
Leybourne, Stephen James
5
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Applied econometrics and international development
Applied economics
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
Modern economy
Research in international business and finance
Applied economics letters
13
Energy economics
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
International review of economics & finance : IREF
8
Tourism economics : the business and finance of tourism and recreation
8
Economic modelling
7
Finance research letters
6
International journal of finance & economics : IJFE
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Business and Economic Research : BER
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
International review of financial analysis
5
Journal of economics and finance
5
Journal of forecasting
5
Applied financial economics
4
Empirica : journal of european economics
4
Journal of economics and finance : JEF
4
Journal of international money and finance
4
Review of development finance
4
Atlantic economic journal : AEJ
3
Economics letters
3
Emerging markets, finance and trade : EMFT
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
European review of economics and finance
3
International journal of theoretical and applied finance
3
Oxford bulletin of economics and statistics
3
Pacific-Basin finance journal
3
The North American journal of economics and finance : a journal of financial economics studies
3
The South African journal of economics
3
African journal of economic and sustainable development
2
Bulletin of applied economics
2
CBN journal of applied statistics
2
Defence and peace economics
2
Economia internazionale
2
Energy policy
2
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ECONIS (ZBW)
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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
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
3
The impact of central bank digital currency variation on firm's implied volatility
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Hsieh, Hsin-Yi
; …
- In:
Research in international business and finance
64
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014279249
Saved in:
4
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:
5
Analyzing the hysteresis properties and growth stability of renewable energy production of the U.S.
Lee, Chien-chiang
;
Ranjbar, Omid
;
Lee, Chi-Chuan
- In:
Applied economics
53
(
2021
)
24
,
pp. 2752-2770
Persistent link: https://www.econbiz.de/10012501412
Saved in:
6
Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
Saved in:
7
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:
8
Investor attention, ETF returns, and country-specific factors
Lee, Chien-chiang
;
Chen, Mei-Ping
;
Lee, Chi-Chuan
- In:
Research in international business and finance
56
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013267884
Saved in:
9
Mean reversion in monetary aggregates in Chile
Martin-Valmayor, Miguel Angel
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics
53
(
2021
)
13
,
pp. 1572-1584
Persistent link: https://www.econbiz.de/10012485279
Saved in:
10
Persistence in the private debt-t- GDP ratio : evidence from 43 OECD countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics
53
(
2021
)
43
,
pp. 5018-5027
Persistent link: https://www.econbiz.de/10012609922
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