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~isPartOf:"Empirica : journal of european economics"
~isPartOf:"Finance research letters"
~person:"Aaron, Henry J."
~person:"Gil-Alaña, Luis A."
~person:"Poterba, James M."
~person:"Wright, Mike"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Cointegration"
~subject:"Hochschule"
~subject:"Time series analysis"
~subject:"USA"
~subject:"United States"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatzsammlung"
~type_genre:"Bibliography included"
~type_genre:"Conference proceedings"
~type_genre:"Non-commercial literature"
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Aaron, Henry J.
Gil-Alaña, Luis A.
Poterba, James M.
Wright, Mike
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17
Gupta, Rangan
14
Caporale, Guglielmo Maria
9
Shen, Dehua
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Empirica : journal of european economics
Finance research letters
Working paper / National Bureau of Economic Research, Inc.
68
CESifo working papers
66
Economics and finance working paper series
58
Discussion papers / Deutsches Institut für Wirtschaftsforschung
33
Applied economics
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The American economic review
23
Discussion papers of interdisciplinary research project 373
16
National tax journal
16
Applied economics letters
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Tax policy and the economy
10
The Brookings review
9
Research in international business and finance
8
Economics letters
7
Journal of public economics
7
The journal of economic perspectives : EP ; a journal of the American Economic Association
7
Tourism economics : the business and finance of tourism and recreation
7
Economic modelling
6
Research policy : policy, management and economic studies of science, technology and innovation
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Applied financial economics
5
Energy economics
5
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
5
International journal of finance & economics : IJFE
5
International review of economics & finance : IREF
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Journal of economics and finance
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Massachusetts Institute of Technology Department of Economics working paper series : working paper
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Brookings papers on economic activity : BPEA
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Discussion paper series / Harvard Institute of Economic Research
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EUI working paper / ECO
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International journal of theoretical and applied finance
4
International review of financial analysis
4
Journal of economic studies
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Journal of economics and finance : JEF
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Journal of financial economics
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ECONIS (ZBW)
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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
Testing the hypothesis of duration dependence in the US housing market
Dettoni, Robinson
;
Gil-Alaña, Luis A.
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014632834
Saved in:
3
Persistence in US Treasury bonds
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
- In:
Finance research letters
45
(
2022
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014578142
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirica : journal of european economics
35
(
2008
)
3
,
pp. 241-253
Persistent link: https://www.econbiz.de/10003726470
Saved in:
10
Long run and cyclical strong dependence in macroeconomic time series : Nelson and Plosser revisited
Gil-Alaña, Luis A.
- In:
Empirica : journal of european economics
34
(
2007
)
2
,
pp. 139-154
Persistent link: https://www.econbiz.de/10003441943
Saved in:
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