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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International journal of finance & economics : IJFE"
~language:"eng"
~language:"tur"
~language:"und"
~person:"Gil-Alaña, Luis A."
~person:"Zhang, Wei"
~subject:"Cointegration"
~subject:"Kapitaleinkommen"
~subject:"Long memory"
~type_genre:"Article in journal"
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Gil-Alaña, Luis A.
Zhang, Wei
Gupta, Rangan
8
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International journal of finance & economics : IJFE
Finance research letters
8
Research in international business and finance
8
Applied economics letters
7
Economic modelling
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
International review of financial analysis
5
Journal of economics and finance : JEF
4
Review of development finance
4
Applied economics
3
Computational economics
3
Empirica : journal of european economics
3
Energy economics
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International review of economics & finance : IREF
3
Pacific-Basin finance journal
3
African development review
2
Applied financial economics
2
Asia Pacific financial markets
2
Emerging markets, finance and trade : EMFT
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
2
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
2
International journal of economics and finance
2
International journal of theoretical and applied finance
2
Journal of banking & finance
2
Journal of economics and finance
2
Journal of international money and finance
2
Oxford bulletin of economics and statistics
2
Review of financial economics : RFE
2
Review of quantitative finance and accounting
2
The South African journal of economics
2
The journal of international trade & economic development
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Applied financial economics letters
1
Asian Journal of Empirical Research
1
CBN journal of applied statistics
1
China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University
1
Comparative economic studies
1
Economia internazionale
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1
Liquidity risk and expected cryptocurrency returns
Zhang, Wei
;
Li, Yi
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 472-492
Persistent link: https://www.econbiz.de/10014253217
Saved in:
2
Inflation analysis in the Central American Monetary Council
Carcel, Hector
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
54
(
2018
)
2
,
pp. 547-565
Persistent link: https://www.econbiz.de/10011949281
Saved in:
3
The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
3
,
pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
Saved in:
4
Exchange rate persistence of the Chinese yuan against the US dollar in the NDF market
Barros, Carlos Pestana
;
Gil-Alaña, Luis A.
;
Chen, Zhongfei
- In:
Empirical economics : a journal of the Institute for …
51
(
2016
)
4
,
pp. 1399-1414
Persistent link: https://www.econbiz.de/10011643728
Saved in:
5
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
6
Fractional integration and asymmetric volatility in European, American and Asian bull and bear markets : application to high-frequency stock data
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Shittu, …
- In:
International journal of finance & economics : IJFE
20
(
2015
)
3
,
pp. 276-290
Persistent link: https://www.econbiz.de/10011348408
Saved in:
7
Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
4
,
pp. 1389-1410
Persistent link: https://www.econbiz.de/10010461103
Saved in:
8
The purchasing power parity hypothesis in the US-China relationship : fractional integration, time variation and data frequency
Gil-Alaña, Luis A.
;
Jiang, Liang
- In:
International journal of finance & economics : IJFE
18
(
2013
)
1
,
pp. 82-92
Persistent link: https://www.econbiz.de/10009721889
Saved in:
9
Estimating persistence in the volatility of asset returns with signal plus noise models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International journal of finance & economics : IJFE
17
(
2012
)
1
,
pp. 23-30
Persistent link: https://www.econbiz.de/10009507857
Saved in:
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