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~language:"eng"
~language:"hrv"
~person:"Gil-Alaña, Luis A."
~subject:"Einheitswurzeltest"
~subject:"Share price"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
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Einheitswurzeltest
Share price
USA
Volatility
Time series analysis
173
Zeitreihenanalyse
173
Estimation
127
Schätzung
127
United States
76
Cointegration
65
Kointegration
65
Theorie
61
Theory
61
Fractional integration
56
fractional integration
44
Großbritannien
43
United Kingdom
43
Persistence
39
Unit root test
39
Börsenkurs
38
Structural break
38
Strukturbruch
38
Aktienmarkt
37
Stock market
37
Long memory
34
Volatilität
30
Capital income
28
Kapitaleinkommen
28
Arbeitslosigkeit
27
Unemployment
27
persistence
25
Inflation
24
long memory
21
Welt
20
World
20
EU countries
19
EU-Staaten
19
Exchange rate
18
Interest rate
18
Spain
18
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Undetermined
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5
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Article
148
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Article in journal
Collection of articles written by one author
Aufsatz in Zeitschrift
148
Arbeitspapier
138
Working Paper
138
Graue Literatur
134
Non-commercial literature
134
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5
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5
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Gil-Alaña, Luis A.
Gupta, Rangan
290
Bahmani-Oskooee, Mohsen
190
Cebula, Richard J.
175
Wohar, Mark E.
136
Narayan, Paresh Kumar
128
Tiwari, Aviral Kumar
126
Chang, Tsangyao
115
Caporale, Guglielmo Maria
111
Bouri, Elie
110
McMillan, David G.
105
Hammoudeh, Shawkat
104
Neumark, David
104
Ma, Feng
102
Madura, Jeff
100
Viscusi, W. Kip
100
Apergēs, Nikolaos
97
Poterba, James M.
97
Uri, Noel Dean
97
McAleer, Michael
92
Gruber, Jonathan
88
Hassan, M. Kabir
88
Serletis, Apostolos
88
Payne, James E.
85
Partridge, Mark D.
80
Glaeser, Edward L.
79
Krueger, Alan B.
79
Pierdzioch, Christian
77
Jorgenson, Dale Weldeau
74
Auerbach, Alan J.
73
Burkhauser, Richard V.
73
Fabozzi, Frank J.
73
Faff, Robert W.
73
Heckman, James J.
73
Xuan Vinh Vo
73
Brooks, Robert
72
Cutler, David M.
71
Lien, Da-hsiang Donald
71
Feldstein, Martin S.
70
Hsing, Yu
70
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Applied economics
9
Applied economics letters
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Economic modelling
6
Economics letters
5
Finance research letters
5
Journal of economics and finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Empirica : journal of european economics
4
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
4
International journal of finance & economics : IJFE
4
International review of financial analysis
4
Research in international business and finance
4
Applied financial economics
3
Computational economics
3
European review of economics and finance
3
International review of economics & finance : IREF
3
Journal of banking & finance
3
Journal of forecasting
3
Journal of policy modeling : JPMOD ; a social science forum of world issues
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy economics
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 economic studies
2
Oxford bulletin of economics and statistics
2
Review of development finance
2
Review of financial economics : RFE
2
Review of quantitative finance and accounting
2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
2
Tourism economics : the business and finance of tourism and recreation
2
Advances in quantitative analysis of finance and accounting : a research annual
1
African journal of economic and sustainable development
1
Annales d'économie et de statistique
1
Applied financial economics letters
1
Canadian journal of agricultural economics : CJAE
1
Defence and peace economics
1
Eastern economic journal
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Emerging markets, finance and trade : EMFT
1
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ECONIS (ZBW)
148
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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
Stock market prices and dividends in the US : bubbles or long-run equilibria relationships?
Dettoni, Robinson
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014544069
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Persistence in commodity prices
Gil-Alaña, Luis A.
;
Villanueva, Cecilia Font de
- In:
Journal of agricultural and resource economics : JARE ; …
47
(
2022
)
2
,
pp. 262-277
Persistent link: https://www.econbiz.de/10013285487
Saved in:
10
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
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