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~language:"eng"
~language:"fra"
~language:"nld"
~language:"pol"
~person:"Gil-Alaña, Luis A."
~subject:"Developing countries"
~subject:"Großbritannien"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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Developing countries
Großbritannien
Volatility
Time series analysis
172
Zeitreihenanalyse
172
Estimation
126
Schätzung
126
USA
75
United States
75
Cointegration
64
Kointegration
64
Theorie
59
Theory
59
Fractional integration
55
fractional integration
44
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43
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39
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39
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38
Structural break
38
Strukturbruch
38
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37
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37
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36
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36
Long memory
34
Volatilität
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Capital income
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persistence
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Inflation
24
long memory
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20
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18
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18
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18
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Gil-Alaña, Luis A.
Gupta, Rangan
168
Bahmani-Oskooee, Mohsen
123
Gnangnon, Sèna Kimm
91
Machin, Stephen
91
Bouri, Elie
88
Ma, Feng
87
McAleer, Michael
76
McMillan, David G.
69
Blundell, Richard W.
67
Hammoudeh, Shawkat
67
Wright, Mike
66
Taylor, Mark P.
64
Wohar, Mark E.
63
Caporale, Guglielmo Maria
62
Nunnenkamp, Peter
62
Tiwari, Aviral Kumar
60
Crafts, Nicholas
57
Greenaway, David
56
Bollerslev, Tim
55
Kang, Sang Hoon
53
Mills, Terence C.
52
Apergēs, Nikolaos
51
Bryson, Alex
51
Disney, Richard
50
Harris, Richard I. D.
50
Minford, Patrick
50
Mensi, Walid
48
Xuan Vinh Vo
47
MacDonald, Ronald
46
Jenkins, Stephen
45
Kumar, Dilip
45
Serletis, Apostolos
44
Wang, Yudong
44
Green, Francis
43
Narayan, Paresh Kumar
42
Pierdzioch, Christian
42
Propper, Carol
42
Speight, Alan E. H.
42
Andersen, Torben
41
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Applied economics
5
International journal of finance & economics : IJFE
5
Applied economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Finance research letters
3
International review of economics & finance : IREF
3
Journal of economics and finance
3
Economia internazionale
2
Economic modelling
2
Economics letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of theoretical and applied finance
2
Journal of economics and finance : JEF
2
Tourism economics : the business and finance of tourism and recreation
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Annales d'économie et de statistique
1
Applied econometrics and international development
1
Applied financial economics letters
1
Atlantic economic journal : AEJ
1
Computational economics
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economics bulletin : EB
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
European review of economics and finance
1
International Journal of Financial Studies : open access journal
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
International review of financial analysis
1
Journal of applied econometrics
1
Journal of economic integration
1
Journal of forecasting
1
Journal of international money and finance
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Oxford bulletin of economics and statistics
1
Recherches économiques de Louvain
1
Research in international business and finance
1
Review of development finance
1
Review of quantitative finance and accounting
1
The European journal of finance
1
The IUP journal of applied economics
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ECONIS (ZBW)
71
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1
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:
2
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:
3
Measuring volatility persistence in leveraged loan markets in the presence of structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 141-152
Persistent link: https://www.econbiz.de/10013334550
Saved in:
4
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
5
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:
6
Persistence, seasonality, and fractional integration within a nonlinear framework : evidence from US citizens' overseas travel
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Tourism economics : the business and finance of tourism …
28
(
2022
)
3
,
pp. 654-660
Persistent link: https://www.econbiz.de/10013267944
Saved in:
7
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:
8
True or spurious long memory in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata
;
Gil-Alaña, Luis A.
;
Mokni, Khaled
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1543-1570
Persistent link: https://www.econbiz.de/10013440392
Saved in:
9
Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum
Antonakakis, Nikolaos
;
Christou, Christina
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
167
(
2021
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013269231
Saved in:
10
A fractional cointegration var analysis of exchange rate dynamics
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
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