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~isPartOf:"Economics letters"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of futures markets"
~language:"eng"
~language:"fin"
~language:"spa"
~person:"Bali, Turan G."
~person:"Gil-Alaña, Luis A."
~subject:"ARCH-Modell"
~subject:"Capital income"
~subject:"Financial crisis"
~subject:"India"
~subject:"Innovation"
~subject:"Lieferkette"
~subject:"USA"
~type:"article"
~type:"book"
~type_genre:"Article in journal"
~type_genre:"Book Part"
~type_genre:"Conference proceedings"
~type_genre:"Market information"
~type_genre:"Systematic review"
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ARCH-Modell
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Bali, Turan G.
Gil-Alaña, Luis A.
Berger, Allen N.
17
Lien, Da-hsiang Donald
17
Moshirian, Fariborz
15
Tse, Yiuman
15
Chang, Eric Chieh
14
Ma, Feng
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Cakici, Nusret
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10
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Simon, David P.
10
Wang, George H. K.
10
Christiansen, Charlotte
9
Locke, Peter R.
9
Malliaris, Anastasios G.
9
Peel, David
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Peterson, David R.
9
Slovin, Myron B.
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Xiong, Xiong
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Zhong, Angel
9
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8
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8
Bouri, Elie
8
Brooks, Chris
8
Chatrath, Arjun
8
Choudhry, Taufiq
8
Cornett, Marcia Millon
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Duan, Jin-Chuan
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Economics letters
International review of financial analysis
Journal of banking & finance
The journal of futures markets
Applied economics letters
9
Journal of financial and quantitative analysis : JFQA
8
Journal of financial economics
8
Applied economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
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5
Finance research letters
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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International journal of finance & economics : IJFE
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Research in international business and finance
3
Review of financial economics : RFE
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
The review of financial studies
3
Computational economics
2
Empirica : journal of european economics
2
International journal of theoretical and applied finance
2
Journal of economics & business
2
Journal of economics and finance : JEF
2
Journal of empirical finance
2
Journal of forecasting
2
Journal of international money and finance
2
Review of quantitative finance and accounting
2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
2
The journal of finance : the journal of the American Finance Association
2
The journal of fixed income
2
The journal of portfolio management : a publication of Institutional Investor
2
Tourism economics : the business and finance of tourism and recreation
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Advances in quantitative analysis of finance and accounting : a research annual
1
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Annales d'économie et de statistique
1
Applied financial economics letters
1
CBN journal of applied statistics
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ECONIS (ZBW)
28
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1
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:
2
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:
3
Upside potential of hedge funds as a predictor of future performance
Bali, Turan G.
;
Brown, Stephen J.
;
Caglayan, Mustafa O.
- In:
Journal of banking & finance
98
(
2019
),
pp. 212-229
Persistent link: https://www.econbiz.de/10012162272
Saved in:
4
A new approach to measuring riskiness in the equity market : implications for the risk premium
Bali, Turan G.
;
Cakici, Nusret
;
Chabi-Yo, Fousseni
- In:
Journal of banking & finance
57
(
2015
),
pp. 101-117
Persistent link: https://www.econbiz.de/10011543805
Saved in:
5
Government debt dynamics and the global financial crisis : has anything changed in the EA12?
Cuestas, Juan Carlos
;
Gil-Alaña, Luis A.
;
Stæhr, Karsten
- In:
Economics letters
124
(
2014
)
1
,
pp. 64-66
Persistent link: https://www.econbiz.de/10010490606
Saved in:
6
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.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
7
Uncovering the US term premium : an alternative route
Gil-Alaña, Luis A.
;
Moreno, Antonio
- In:
Journal of banking & finance
36
(
2012
)
4
,
pp. 1181-1193
Persistent link: https://www.econbiz.de/10009558566
Saved in:
8
World market risk, country-specific risk and expected returns in international stock markets
Bali, Turan G.
;
Cakici, Nusret
- In:
Journal of banking & finance
34
(
2010
)
6
,
pp. 1152-1165
Persistent link: https://www.econbiz.de/10003977937
Saved in:
9
Unemployment and entrepreneurship : a cyclical relation?
Faria, João Ricardo
;
Cuestas, Juan Carlos
;
Gil-Alaña, …
- In:
Economics letters
105
(
2009
)
3
,
pp. 318-320
Persistent link: https://www.econbiz.de/10003931100
Saved in:
10
Nonlinear mean reversion in stock prices
Bali, Turan G.
;
Demirtas, K. Ozgur
;
Levy, Haim
- In:
Journal of banking & finance
32
(
2008
)
5
,
pp. 767-782
Persistent link: https://www.econbiz.de/10003702750
Saved in:
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