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~language:"bos"
~language:"eng"
~language:"vie"
~person:"Gil-Alaña, Luis A."
~subject:"Capital income"
~subject:"Entwicklungsländer"
~type_genre:"Article in journal"
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Capital income
Entwicklungsländer
Time series analysis
173
Zeitreihenanalyse
173
Estimation
128
Schätzung
128
USA
77
United States
77
Cointegration
65
Kointegration
65
Theorie
62
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62
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57
fractional integration
44
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43
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43
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39
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39
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38
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Long memory
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persistence
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long memory
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Gil-Alaña, Luis A.
Gupta, Rangan
124
Zaremba, Adam
99
Gnangnon, Sèna Kimm
90
McMillan, David G.
67
Narayan, Paresh Kumar
65
Nunnenkamp, Peter
61
Wohar, Mark E.
59
Bouri, Elie
47
Faff, Robert W.
45
Cakici, Nusret
42
Ma, Feng
41
Bahmani-Oskooee, Mohsen
40
Bali, Turan G.
40
Tiwari, Aviral Kumar
40
Demirer, Rıza
36
Fletcher, Jonathan
36
Wang, Yudong
36
Bird, Graham R.
35
Brooks, Robert
35
Pierdzioch, Christian
35
Chiang, Thomas C.
34
Sehgal, Sanjay
34
Hassan, M. Kabir
33
Zhang, Wei
33
Nguyen, Duc Khuong
32
Titman, Sheridan
32
Apergēs, Nikolaos
31
Caporale, Guglielmo Maria
31
Ryu, Doojin
31
Hammoudeh, Shawkat
30
Lee, Chien-chiang
30
Xuan Vinh Vo
30
Zhou, Guofu
30
Kutan, Ali Mustafa
29
Shahzad, Syed Jawad Hussain
29
Timmermann, Allan
29
Hoekman, Bernard M.
28
Zhang, Yaojie
28
Aizenman, Joshua
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Finance research letters
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International journal of finance & economics : IJFE
3
Applied economics letters
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Computational economics
2
International journal of theoretical and applied finance
2
Journal of economics and finance
2
Journal of economics and finance : JEF
2
Applied financial economics
1
Applied financial economics letters
1
European review of economics and finance
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Research in international business and finance
1
Review of development finance
1
Review of quantitative finance and accounting
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
29
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
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:
3
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
4
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
5
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
6
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
7
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
8
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
9
Modelling stock market data in China : cisis and Coronavirus
Cristofaro, Lorenzo
;
Gil-Alaña, Luis A.
;
Chen, Zhongfei
; …
- In:
Finance research letters
41
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013336246
Saved in:
10
Re-examination of international bond market dependence : evidence from a pair copula approach
Abakah, Emmanuel Joel Aikins
;
Addo, Emmanuel
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-35
Persistent link: https://www.econbiz.de/10012803932
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