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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of international money and finance"
~language:"eng"
~person:"Fatum, Rasmus"
~person:"Gil-Alaña, Luis A."
~subject:"EU countries"
~subject:"Schätzung"
~subject:"Time series analysis"
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Fatum, Rasmus
Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
9
Hammoudeh, Shawkat
8
Choudhry, Taufiq
7
Furceri, Davide
7
Hall, Stephen G.
7
MacDonald, Ronald
7
Papell, David H.
7
Taylor, Mark P.
7
Beckmann, Joscha
6
Herwartz, Helmut
6
Ma, Feng
6
Tavlas, George S.
6
Xuan Vinh Vo
6
Afonso, António
5
Beetsma, Roel
5
Cheung, Yin-Wong
5
Chinn, Menzie David
5
Fabozzi, Frank J.
5
Fratzscher, Marcel
5
Fuertes, Ana María
5
Haan, Jakob de
5
Hagen, Jürgen von
5
Jayasekera, Ranadeva
5
Narayan, Paresh Kumar
5
Bouri, Elie
4
Bredin, Donal
4
Brooks, Robert
4
Coakley, Jerry
4
Darné, Olivier
4
De Grauwe, Paul
4
Gupta, Rangan
4
Hasan, Iftekhar
4
Hayo, Bernd
4
Hyde, Stuart
4
Jong, Frank de
4
Kim, Jae H.
4
Koedijk, Kees
4
Lau, Chi Keung
4
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International review of financial analysis
Journal of international money and finance
CESifo working papers
66
Economics and finance working paper series
54
Discussion papers / Deutsches Institut für Wirtschaftsforschung
28
Applied economics
21
Discussion papers of interdisciplinary research project 373
15
Applied economics letters
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Research in international business and finance
8
Empirica : journal of european economics
6
Finance research letters
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Tourism economics : the business and finance of tourism and recreation
6
Working paper series / Economic Policy Research Unit, Institute of Economics, University of Copenhagen
6
Applied financial economics
5
EUI working paper / ECO
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
International journal of finance & economics : IJFE
5
International review of economics & finance : IREF
5
Economic modelling
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Energy economics
4
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
4
Journal of economics and finance
4
Journal of economics and finance : JEF
4
Journal of forecasting
4
Review of development finance
4
The South African journal of economics
4
Discussion paper / Centre for Economic Forecasting
3
EPRU Working Paper Series
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
Oxford bulletin of economics and statistics
3
Research memorandum / METEOR
3
Review of financial economics : RFE
3
Working paper series
3
African journal of economic and sustainable development
2
Applied econometrics and international development
2
CBN journal of applied statistics
2
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ECONIS (ZBW)
12
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1
Stock market prices and dividends in the US : bubbles or long-run equilibria relationships?
Dettoni, Robinson
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014544069
Saved in:
2
Is the Renminbi a safe haven?
Fatum, Rasmus
;
Yamamoto, Yohei
;
Zhu, Guozhong
- In:
Journal of international money and finance
79
(
2017
),
pp. 189-202
Persistent link: https://www.econbiz.de/10011788360
Saved in:
3
Persistence and cycles in the us federal funds rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
52
(
2017
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011868684
Saved in:
4
Foreign exchange intervention when interest rates are zero : does the portfolio balance channel matter after all?
Fatum, Rasmus
- In:
Journal of international money and finance
57
(
2015
),
pp. 185-199
Persistent link: https://www.econbiz.de/10011478224
Saved in:
5
Trends and cycles in historical gold and silver prices
Gil-Alaña, Luis A.
;
Aye, Goodness C.
;
Gupta, Rangan
- In:
Journal of international money and finance
58
(
2015
),
pp. 98-109
Persistent link: https://www.econbiz.de/10011478242
Saved in:
6
On the persistence and volatility in European, American and Asian stocks bull and bear markets
Gil-Alaña, Luis A.
;
Shittu, Olanrewaju I.
;
Yaya, …
- In:
Journal of international money and finance
40
(
2014
),
pp. 149-162
Persistent link: https://www.econbiz.de/10010239995
Saved in:
7
The intraday effects of central bank intervention on exchange rate spreads
Fatum, Rasmus
;
Pederson, Jesper
;
Sørensen, Peter Norman
- In:
Journal of international money and finance
33
(
2013
),
pp. 103-117
Persistent link: https://www.econbiz.de/10009730769
Saved in:
8
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
9
Evaluating foreign exchange market intervention : self-selection, counterfactuals and average treatment effects
Fatum, Rasmus
;
Hutchison, Michael M.
- In:
Journal of international money and finance
29
(
2010
)
3
,
pp. 570-584
Persistent link: https://www.econbiz.de/10003947784
Saved in:
10
Daily effects of foreign exchange intervention : evidence from official Bank of Canada data
Fatum, Rasmus
- In:
Journal of international money and finance
27
(
2008
)
3
,
pp. 438-454
Persistent link: https://www.econbiz.de/10003717256
Saved in:
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