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~language:"eng"
~language:"lit"
~language:"swe"
~person:"Gil-Alaña, Luis A."
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Geldpolitik
Großbritannien
Volatility
Volatilität
Time series analysis
175
Zeitreihenanalyse
175
Estimation
128
Schätzung
128
USA
77
United States
77
Cointegration
66
Kointegration
66
Theorie
63
Theory
63
Fractional integration
57
fractional integration
46
United Kingdom
43
Börsenkurs
39
Einheitswurzeltest
39
Persistence
39
Share price
39
Unit root test
39
Structural break
38
Strukturbruch
38
Aktienmarkt
37
Stock market
37
Long memory
34
Capital income
28
Kapitaleinkommen
28
Arbeitslosigkeit
27
Unemployment
27
persistence
25
Inflation
24
long memory
22
Welt
20
World
20
EU countries
19
EU-Staaten
19
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18
Interest rate
18
Spain
18
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Fallstudie
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77
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71
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71
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Gil-Alaña, Luis A.
Gupta, Rangan
210
Bahmani-Oskooee, Mohsen
94
Bouri, Elie
93
Ma, Feng
93
Machin, Stephen
89
Wohar, Mark E.
78
McAleer, Michael
76
Minford, Patrick
73
Belke, Ansgar
72
Caporale, Guglielmo Maria
72
McMillan, David G.
72
Arestis, Philip
70
Tiwari, Aviral Kumar
70
Hammoudeh, Shawkat
68
Apergēs, Nikolaos
66
Blundell, Richard W.
66
Wright, Mike
66
Siklos, Pierre L.
65
Taylor, Mark P.
63
Crafts, Nicholas
60
Pierdzioch, Christian
60
Serletis, Apostolos
58
Bollerslev, Tim
55
Kang, Sang Hoon
54
Mills, Terence C.
54
Bordo, Michael D.
52
Goodhart, Charles A. E.
52
Mensi, Walid
51
Harris, Richard I. D.
50
Xuan Vinh Vo
50
Balcilar, Mehmet
49
Bryson, Alex
49
Hsing, Yu
49
Hughes Hallett, Andrew
49
Peel, David
49
Haan, Jakob de
48
Lucey, Brian M.
48
Corbet, Shaen
47
Disney, Richard
47
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Applied economics
8
Applied economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of finance & economics : IJFE
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 change and restructuring : empirical and policy research on the transitional and emerging economies
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
Journal of policy modeling : JPMOD ; a social science forum of world issues
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
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ECONIS (ZBW)
77
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1
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:
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
Are central bank policy rates in Africa cointegrated? : evidence from a fractional cointegration approach
Gil-Alaña, Luis A.
;
Mudida, Robert
;
Abakah, Emmanuel …
- In:
Applied economics
52
(
2020
)
57
,
pp. 6171-6182
Persistent link: https://www.econbiz.de/10012308840
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