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~language:"eng"
~language:"hrv"
~language:"ind"
~person:"Gil-Alaña, Luis A."
~subject:"Share price"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Thesis"
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Share price
USA
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Time series analysis
172
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172
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126
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75
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64
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Gil-Alaña, Luis A.
Gupta, Rangan
279
Cebula, Richard J.
175
Bahmani-Oskooee, Mohsen
167
Wohar, Mark E.
131
McMillan, David G.
105
Neumark, David
104
Tiwari, Aviral Kumar
104
Bouri, Elie
103
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102
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100
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100
Viscusi, W. Kip
100
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98
Ma, Feng
98
Poterba, James M.
97
Uri, Noel Dean
97
Apergēs, Nikolaos
94
McAleer, Michael
90
Gruber, Jonathan
88
Hassan, M. Kabir
88
Serletis, Apostolos
85
Glaeser, Edward L.
79
Partridge, Mark D.
79
Krueger, Alan B.
77
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75
Pierdzioch, Christian
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73
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72
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70
Hsing, Yu
70
Lien, Da-hsiang Donald
70
Mishra, Ashok K.
70
Jorgenson, Dale Weldeau
69
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Applied economics letters
9
Applied economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Economics letters
5
Economic modelling
4
Finance research letters
4
Journal of economics and finance
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Empirica : journal of european economics
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International journal of theoretical and applied finance
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Review of development finance
2
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2
Review of quantitative finance and accounting
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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Tourism economics : the business and finance of tourism and recreation
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Advances in quantitative analysis of finance and accounting : a research annual
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African journal of economic and sustainable development
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Annales d'économie et de statistique
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Applied financial economics letters
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Canadian journal of agricultural economics : CJAE
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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European review of economics and finance
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IMA journal of management mathematics
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International Journal of Financial Studies : open access journal
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International advances in economic research
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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ECONIS (ZBW)
119
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1
Fractional cointegration between energy imports to the EURO area and exchange rates to the US dollar
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Monge …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
2
,
pp. 859-882
Persistent link: https://www.econbiz.de/10014519716
Saved in:
2
The influence of economic policy uncertainty shocks on art market
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Applied economics
55
(
2023
)
29
,
pp. 3404-3421
Persistent link: https://www.econbiz.de/10014299160
Saved in:
3
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:
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
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:
7
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:
8
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:
9
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:
10
Stock market linkages between the ASEAN countries, China and the US : a fractional integration/cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
5
,
pp. 1502-1514
Persistent link: https://www.econbiz.de/10013167095
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