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~language:"eng"
~language:"fra"
~language:"nld"
~language:"pol"
~person:"Cebula, Richard J."
~person:"Gil-Alaña, Luis A."
~person:"Luitel, Hari S."
~person:"McAleer, Michael"
~person:"Ramírez, Miguel D."
~subject:"1999-2003"
~subject:"Asia"
~subject:"Developing countries"
~subject:"Fractional integration"
~subject:"Interest rate"
~subject:"Purchasing power parity"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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1999-2003
Asia
Developing countries
Fractional integration
Interest rate
Purchasing power parity
Time series analysis
Volatility
USA
273
United States
273
Zeitreihenanalyse
226
Estimation
205
Schätzung
204
Theorie
181
Theory
181
Cointegration
110
Kointegration
110
Volatilität
104
Einheitswurzeltest
62
Unit root test
62
Börsenkurs
61
Share price
61
Zins
60
ARCH model
58
ARCH-Modell
58
Welt
53
World
53
Großbritannien
52
United Kingdom
52
Estimation theory
51
Schätztheorie
51
Capital income
49
Kapitaleinkommen
49
Public debt
45
Öffentliche Schulden
45
Economic growth
44
Wirtschaftswachstum
44
fractional integration
44
Aktienmarkt
43
Stock market
43
Structural break
43
Strukturbruch
43
Stochastic process
41
Stochastischer Prozess
41
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Undetermined
130
Free
36
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Article
379
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1
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Article in journal
Government document
Textbook
Working Paper
424
Arbeitspapier
412
Graue Literatur
405
Non-commercial literature
405
Aufsatz in Zeitschrift
380
Aufsatz im Buch
8
Book section
8
Article
2
Bibliografie enthalten
2
Bibliography included
2
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2
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Cebula, Richard J.
Gil-Alaña, Luis A.
Luitel, Hari S.
McAleer, Michael
Ramírez, Miguel D.
Gupta, Rangan
228
Bahmani-Oskooee, Mohsen
202
Caporale, Guglielmo Maria
123
Chang, Tsangyao
115
Tiwari, Aviral Kumar
115
Bouri, Elie
93
Phillips, Peter C. B.
93
Gnangnon, Sèna Kimm
91
Ma, Feng
90
Franses, Philip Hans
86
Hammoudeh, Shawkat
82
Moosa, Imad A.
76
Wohar, Mark E.
76
Narayan, Paresh Kumar
68
Serletis, Apostolos
68
Taylor, Robert
67
Apergēs, Nikolaos
66
McMillan, David G.
66
Hsing, Yu
64
MacDonald, Ronald
64
Nunnenkamp, Peter
63
Leybourne, Stephen James
62
Kang, Sang Hoon
57
Bollerslev, Tim
56
Kutan, Ali Mustafa
55
Lee, Chien-chiang
54
Xuan Vinh Vo
53
Arize, Augustine Chuck
52
Mensi, Walid
52
Balcilar, Mehmet
51
Koopman, Siem Jan
51
Pierdzioch, Christian
51
Aizenman, Joshua
50
Baharumshah, Ahmad Zubaidi
50
Ghysels, Eric
50
Harvey, Andrew C.
50
Salisu, Afees A.
50
Wang, Yudong
50
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Applied economics
25
Applied economics letters
14
Econometric reviews
14
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
International review of economics & finance : IREF
10
Energy economics
9
Journal of econometrics
9
Tourism economics : the business and finance of tourism and recreation
9
Journal of economics and finance
8
Research in international business and finance
8
Economia internazionale
7
Journal of economic surveys
7
Journal of risk and financial management : JRFM
7
The North American journal of economics and finance : a journal of financial economics studies
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied financial economics
6
Economic modelling
6
Finance research letters
6
Atlantic economic journal : AEJ
5
Business and Economic Research : BER
5
Economics letters
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
Econometrics : open access journal
4
Empirica : journal of european economics
4
International review of financial analysis
4
Journal of economics and finance : JEF
4
Journal of forecasting
4
Review of development finance
4
Applied econometrics and international development
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
European review of economics and finance
3
International journal of forecasting
3
International journal of theoretical and applied finance
3
Review of financial economics : RFE
3
Risks : open access journal
3
Southern economic journal
3
The South African journal of economics
3
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ECONIS (ZBW)
380
Showing
1
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10
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380
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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 long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
3
Credit-to-GDP ratios – non-linear trends and persistence : evidence from 44 OECD economies
Cuestas, Juan Carlos
;
Gil-Alaña, Luis A.
;
Malmierca, María
- In:
Journal of economic studies
50
(
2023
)
3
,
pp. 448-463
Persistent link: https://www.econbiz.de/10014252396
Saved in:
4
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:
5
Persistence and long run co-movements across stock market prices
Gil-Alaña, Luis A.
;
Infante, Juan
;
Martín-Valmayor, …
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 347-357
Persistent link: https://www.econbiz.de/10014429885
Saved in:
6
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
7
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:
8
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
Saved in:
9
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
10
The behaviour of real interest rates : new evidence from a "suprasecular" perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
International finance : the only journal bridging the …
25
(
2022
)
1
,
pp. 46-64
Persistent link: https://www.econbiz.de/10013183818
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