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~isPartOf:"International journal of finance & economics : IJFE"
~language:"eng"
~language:"por"
~language:"sqi"
~person:"Gil-Alaña, Luis A."
~subject:"Developing countries"
~subject:"Firm performance"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
~subject:"Risk"
~subject:"Schätzung"
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
~type_genre:"Statistik"
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Developing countries
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fractional integration
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Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
7
Gupta, Rangan
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Kanas, Angelos
6
Cheung, Yin-Wong
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Shahbaz, Muhammad
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Tiwari, Aviral Kumar
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Ma, Feng
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3
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Apergēs, Nikolaos
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Bask, Mikael
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Chang, Tsangyao
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De Grauwe, Paul
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Demetriades, Panicos O.
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Umar, Zaghum
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Wei, Yu
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Zaman, Syed Imran
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International journal of finance & economics : IJFE
Applied economics
18
Applied economics letters
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Finance research letters
7
Research in international business and finance
6
Economic modelling
5
International review of economics & finance : IREF
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International review of financial analysis
4
Journal of economics and finance
4
Review of development finance
4
Computational economics
3
Economics letters
3
Empirica : journal of european economics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Journal of economics and finance : JEF
3
Oxford bulletin of economics and statistics
3
The South African journal of economics
3
Applied econometrics and international development
2
Applied financial economics
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
European review of economics and finance
2
International journal of theoretical and applied finance
2
Journal of applied economics
2
Journal of banking & finance
2
Review of financial economics : RFE
2
Review of international economics
2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
2
African development review
1
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Annales d'économie et de statistique
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Applied financial economics letters
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Asian Journal of Empirical Research
1
Australian economic papers
1
Bulletin of economic research
1
Comparative economic studies
1
Defence and peace economics
1
Eastern economic journal
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1
Persistence and dependence in geopolitical risks in various developed and developing countries
Solarin Sakiru Adebola
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1488-1496
Persistent link: https://www.econbiz.de/10014253418
Saved in:
2
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
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
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:
5
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:
6
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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