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~isPartOf:"International review of financial analysis"
~language:"eng"
~language:"ita"
~language:"lit"
~person:"Gao, Xiangyun"
~person:"Gil-Alaña, Luis A."
~person:"Wohar, Mark E."
~subject:"Auslandsinvestition"
~subject:"EU-Staaten"
~subject:"Share price"
~subject:"Supply chain"
~subject:"Wechselkurs"
~subject:"Wirkungsanalyse"
~subject:"Wirtschaftswachstum"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Aufsatzsammlung"
~type_genre:"Fallstudie"
~type_genre:"Handbuch"
~type_genre:"Hochschulschrift"
~type_genre:"Statistik"
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Gao, Xiangyun
Gil-Alaña, Luis A.
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9
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Xiong, Xiong
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International review of financial analysis
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8
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ECONIS (ZBW)
9
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1
Time-varying pattern causality inference in global stock markets
Wu, Tao
;
Gao, Xiangyun
;
An, Sufang
;
Liu, Siyao
- In:
International review of financial analysis
77
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012805872
Saved in:
2
Uncovering the impacts of structural similarity of financial indicators on stock returns at different quantile levels
Xi, Xian
;
Gao, Xiangyun
;
Zhou, Jinsheng
;
Zheng, Huiling
; …
- In:
International review of financial analysis
76
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012804699
Saved in:
3
Which time-frequency domain dominates spillover in the Chinese energy stock market?
Sun, Qingru
;
Gao, Xiangyun
;
An, Haizhong
;
Guo, Sui
; …
- In:
International review of financial analysis
73
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012803729
Saved in:
4
Identifying influential energy stocks based on spillover network
Wang, Ze
;
Gao, Xiangyun
;
An, Haizhong
;
Tang, Renwu
; …
- In:
International review of financial analysis
68
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012301082
Saved in:
5
Examining real interest parity : which component reverts quickest and in which regime?
Sirichand, Kavita
;
Vivian, Andrew
;
Wohar, Mark E.
- In:
International review of financial analysis
39
(
2015
),
pp. 72-83
Persistent link: https://www.econbiz.de/10011573075
Saved in:
6
The determinants of quantile autocorrelations : evidence from the UK
Ge̜bka, Bartosz
;
Wohar, Mark E.
- In:
International review of financial analysis
29
(
2013
),
pp. 51-61
Persistent link: https://www.econbiz.de/10010244128
Saved in:
7
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:
8
The output gap and stock returns : do cyclical fluctuations predict portfolio returns?
Vivian, Andrew
;
Wohar, Mark E.
- In:
International review of financial analysis
26
(
2013
),
pp. 40-50
Persistent link: https://www.econbiz.de/10009717221
Saved in:
9
A simple non-linear model with fractional integration for financial time series data
Gil-Alaña, Luis A.
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 838-848
Persistent link: https://www.econbiz.de/10003792309
Saved in:
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