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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"The journal of international trade & economic development"
~language:"eng"
~person:"Egger, Peter"
~person:"Gil-Alaña, Luis A."
~person:"Stiglitz, Joseph E."
~subject:"Kointegration"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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Kointegration
Time series analysis
6
Zeitreihenanalyse
6
Estimation
5
Schätzung
5
fractional integration
5
Cointegration
4
long memory
3
Aktienmarkt
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Egger, Peter
Gil-Alaña, Luis A.
Stiglitz, Joseph E.
Caporale, Guglielmo Maria
4
Chang, Tsangyao
3
André, Christophe
2
Chang, Bisharat Hussain
2
Cheung, Yin-Wong
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Gupta, Rangan
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Panagiōtidēs, Theodōros
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Rault, Christophe
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International journal of finance & economics : IJFE
The journal of international trade & economic development
CESifo working papers
19
Economics and finance working paper series
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
Discussion papers of interdisciplinary research project 373
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Research in international business and finance
4
Applied economics
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Applied economics letters
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Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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African development review
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Oxford bulletin of economics and statistics
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The South African journal of economics
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Asian Journal of Empirical Research
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ERC working papers in economics
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Economia internazionale
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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Economics bulletin : EB
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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Finance research letters
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GLO discussion paper
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Global economy journal : GEJ
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ECONIS (ZBW)
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1
Current account sustainability in G7 and BRICS : evidence from a long-memory model with structural breaks
André, Christophe
;
Balcilar, Mehmet
;
Chang, Tsangyao
; …
- In:
The journal of international trade & economic development
27
(
2018
)
5/6
,
pp. 638-654
Persistent link: https://www.econbiz.de/10011897008
Saved in:
2
The Feldstein-Horioka puzzle in South Africa : a fractional cointegration approach
Gil-Alaña, Luis A.
;
André, Christophe
;
Gupta, Rangan
; …
- In:
The journal of international trade & economic development
25
(
2016
)
7/8
,
pp. 978-991
Persistent link: https://www.econbiz.de/10011709722
Saved in:
3
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:
4
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:
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