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~isPartOf:"International journal of finance & economics : IJFE"
~language:"eng"
~person:"De Grauwe, Paul"
~person:"Egger, Peter"
~person:"Gil-Alaña, Luis A."
~person:"Stiglitz, Joseph E."
~subject:"Share price"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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De Grauwe, Paul
Egger, Peter
Gil-Alaña, Luis A.
Stiglitz, Joseph E.
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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:
2
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
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