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~language:"eng"
~language:"kor"
~person:"Eichengreen, Barry"
~person:"Gil-Alaña, Luis A."
~person:"Narayan, Paresh Kumar"
~person:"Vrontis, Demetris"
~subject:"Fractional integration"
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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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
Private and public debt convergence : a fractional cointegration approach
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Bermejo …
- In:
Empirica : journal of european economics
51
(
2024
)
1
,
pp. 161-183
Persistent link: https://www.econbiz.de/10014492069
Saved in:
3
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:
4
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:
5
Patent-related intellectual property and corporate investment
Narayan, Paresh Kumar
;
Narayan, Seema
;
Vuong Thao Tran
- In:
Finance research letters
52
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014472081
Saved in:
6
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:
7
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:
8
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:
9
Structural breaks in interactive effects panels and the stock market reaction to COVID-19
Karavias, Yiannis
;
Narayan, Paresh Kumar
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 653-666
Persistent link: https://www.econbiz.de/10014448426
Saved in:
10
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
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