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~isPartOf:"International journal of finance & economics : IJFE"
~language:"eng"
~language:"tur"
~language:"und"
~person:"Gil-Alaña, Luis A."
~person:"Zhang, Wei"
~subject:"CAPM"
~subject:"Cointegration"
~subject:"Kapitaleinkommen"
~subject:"Long memory"
~type_genre:"Article in journal"
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CAPM
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fractional integration
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Time series analysis
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Gil-Alaña, Luis A.
Zhang, Wei
Caporale, Guglielmo Maria
4
Gupta, Rangan
4
Kanas, Angelos
4
McMillan, David G.
3
Nitzsche, Dirk
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Salisu, Afees A.
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International journal of finance & economics : IJFE
Applied economics letters
8
Economic modelling
8
Finance research letters
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Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International review of financial analysis
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of economics and finance : JEF
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Review of development finance
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Applied economics
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Computational economics
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Empirica : journal of european economics
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Pacific-Basin finance journal
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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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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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International journal of economics and finance
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International journal of theoretical and applied finance
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Journal of banking & finance
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Journal of economics and finance
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Journal of international money and finance
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Oxford bulletin of economics and statistics
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Review of financial economics : RFE
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Review of quantitative finance and accounting
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The South African journal of economics
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The journal of international trade & economic development
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Applied financial economics letters
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Asian Journal of Empirical Research
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CBN journal of applied statistics
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China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University
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Comparative economic studies
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Economia internazionale
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ECONIS (ZBW)
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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
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:
3
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:
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:
5
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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