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~isPartOf:"Economics and finance working paper series"
~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Haan, Jakob de"
~person:"Narayan, Paresh Kumar"
~subject:"United States"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Time series analysis
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Gil-Alaña, Luis A.
Haan, Jakob de
Narayan, Paresh Kumar
Caporale, Guglielmo Maria
28
Hunter, John
4
Cuñado Eizaguirre, Juncal
3
Davis, E. Philip
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Gil-Alana, Luis A.
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Economics and finance working paper series
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1
Stock market linkages between the ASEAN countries, China and the US : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
-
2019
Persistent link: https://www.econbiz.de/10011996351
Saved in:
2
Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
-
2016
Persistent link: https://www.econbiz.de/10011536781
Saved in:
3
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520824
Saved in:
4
The relationship between health care expenditure and disposable personal income in the US States : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
-
2015
Persistent link: https://www.econbiz.de/10011284934
Saved in:
5
Long memory and fractional integration in high frequency data on the US dollar British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731952
Saved in:
6
Persistence and cycles in the US federal funds rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2012
Persistent link: https://www.econbiz.de/10009672480
Saved in:
7
Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2011
Persistent link: https://www.econbiz.de/10009231360
Saved in:
8
Fractional cointegration in US term spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963290
Saved in:
9
Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963286
Saved in:
10
Testing PPP for the South African rand/US dollar exchange rate at different frequencies
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003979854
Saved in:
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