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~isPartOf:"Applied economics letters"
~isPartOf:"Computational economics"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of development economics"
~language:"eng"
~language:"est"
~person:"Cook, Steven"
~person:"Gil-Alaña, Luis A."
~person:"Jalles, João Tovar"
~person:"Ryu, Doojin"
~person:"Shaffer, Sherrill"
~subject:"Börsenkurs"
~subject:"Cointegration"
~subject:"EU countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Supply chain"
~subject:"Theory"
~subject:"United Kingdom"
~subject:"Zeitreihenanalyse"
~subject:"fractional integration"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Statistik"
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Börsenkurs
Cointegration
EU countries
Economic growth
Entwicklungsländer
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United Kingdom
Zeitreihenanalyse
fractional integration
Estimation
28
Schätzung
28
Theorie
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Cook, Steven
Gil-Alaña, Luis A.
Jalles, João Tovar
Ryu, Doojin
Shaffer, Sherrill
Chang, Tsangyao
24
Caporale, Guglielmo Maria
19
Bahmani-Oskooee, Mohsen
18
Gupta, Rangan
18
Neck, Reinhard
17
Afonso, António
13
Hatemi-J, Abdulnasser
13
Afonso, Oscar
11
Agénor, Pierre-Richard
11
Cuestas, Juan Carlos
11
Fabozzi, Frank J.
11
Faff, Robert W.
11
Narayan, Paresh Kumar
11
Saunders, Anthony
11
Sosvilla-Rivero, Simón
11
Tsionas, Efthymios G.
11
Apergēs, Nikolaos
10
Bhaskara Rao, Buddhavarapu
10
Jawadi, Fredj
10
Aizenman, Joshua
9
Baland, Jean-Marie
9
Berger, Allen N.
9
Hamori, Shigeyuki
9
Herzer, Dierk
9
Shackleton, Mark B.
9
Tiwari, Aviral Kumar
9
Breuss, Fritz
8
Fiordelisi, Franco
8
Halkos, George E.
8
Lahiri, Sajal
8
Molyneux, Philip
8
Sarkar, Sudipto
8
Sercu, Piet
8
Turnovsky, Stephen J.
8
Belke, Ansgar
7
Branger, Nicole
7
Duan, Jin-Chuan
7
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Applied economics letters
Computational economics
Empirica : journal of european economics
Journal of banking & finance
Journal of development economics
Applied economics
38
Economics letters
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Finance research letters
10
Research in international business and finance
9
Economic modelling
8
Energy economics
8
International review of economics & finance : IREF
8
Tourism economics : the business and finance of tourism and recreation
8
Applied financial economics
7
International journal of finance & economics : IJFE
7
The North American journal of economics and finance : a journal of financial economics studies
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
6
International review of financial analysis
6
The journal of futures markets
6
Applied financial economics letters
5
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
5
Journal of economics and finance
5
Review of industrial organization : RIO
5
Economic issues
4
Economics bulletin : EB
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Emerging markets, finance and trade : EMFT
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International journal of theoretical and applied finance
4
Journal of economic studies
4
Journal of economics and finance : JEF
4
Journal of forecasting
4
Journal of international financial markets, institutions & money
4
Journal of international money and finance
4
Journal of regulatory economics
4
Review of development finance
4
Review of financial economics : RFE
4
Applied econometrics and international development
3
Bulletin of economic research
3
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ECONIS (ZBW)
61
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1
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:
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
Intraday option price changes and net buying pressure
Ryu, Doojin
;
Yang, Heejin
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 292-297
Persistent link: https://www.econbiz.de/10012803523
Saved in:
4
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
5
Does sentiment determine investor trading behaviour?
Kim, Karam
;
Ryu, Doojin
- In:
Applied economics letters
28
(
2021
)
10
,
pp. 811-816
Persistent link: https://www.econbiz.de/10012589660
Saved in:
6
Self-employment by gender in the EU : convergence and clusters
Faria, João Ricardo
;
Cuestas, Juan Carlos
;
Gil-Alaña, …
- In:
Empirica : journal of european economics
48
(
2021
)
3
,
pp. 717-741
Persistent link: https://www.econbiz.de/10012588135
Saved in:
7
Measuring multi-product banks' market power using the Lerner index
Shaffer, Sherrill
;
Spierdijk, Laura
- In:
Journal of banking & finance
117
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012495755
Saved in:
8
Measuring the degree of persistence in the U.S. economic policy uncertainty index
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Applied economics letters
27
(
2020
)
10
,
pp. 831-835
Persistent link: https://www.econbiz.de/10012266923
Saved in:
9
Public finances in the EU-27 : are they sustainable?
Cuestas, Juan Carlos
;
Gil-Alaña, Luis A.
;
Sauci, Laura
- In:
Empirica : journal of european economics
47
(
2020
)
1
,
pp. 181-204
Persistent link: https://www.econbiz.de/10012224176
Saved in:
10
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
51
(
2018
)
4
,
pp. 913-940
Persistent link: https://www.econbiz.de/10011972202
Saved in:
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