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~language:"eng"
~language:"nor"
~person:"Gil-Alaña, Luis A."
~source:"econis"
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Textbook"
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Kapitaleinkommen
Share price
Volatilität
Time series analysis
173
Zeitreihenanalyse
173
Estimation
127
Schätzung
127
USA
76
United States
76
Cointegration
65
Kointegration
65
Theorie
61
Theory
61
Fractional integration
56
fractional integration
44
Großbritannien
43
United Kingdom
43
Einheitswurzeltest
39
Persistence
39
Unit root test
39
Börsenkurs
38
Structural break
38
Strukturbruch
38
Aktienmarkt
37
Stock market
37
Long memory
34
Volatility
30
Capital income
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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Article
65
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Aufsatz in Zeitschrift
65
Arbeitspapier
61
Graue Literatur
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Non-commercial literature
61
Working Paper
61
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2
Book section
2
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English
Norwegian
Author
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Gil-Alaña, Luis A.
Gupta, Rangan
239
McMillan, David G.
114
Bouri, Elie
112
Zaremba, Adam
108
Ma, Feng
106
Wohar, Mark E.
105
Tiwari, Aviral Kumar
103
Narayan, Paresh Kumar
99
Hammoudeh, Shawkat
97
Bahmani-Oskooee, Mohsen
79
McAleer, Michael
78
Faff, Robert W.
77
Caporale, Guglielmo Maria
76
Xuan Vinh Vo
75
Pierdzioch, Christian
71
Ryu, Doojin
69
Brooks, Robert
67
Kang, Sang Hoon
64
Zhang, Wei
64
Lucey, Brian M.
63
Wang, Yudong
62
Mensi, Walid
61
Apergēs, Nikolaos
60
Demirer, Rıza
60
Nguyen, Duc Khuong
60
Xiong, Xiong
60
Madura, Jeff
59
Salisu, Afees A.
58
Hassan, M. Kabir
56
Zhang, Yaojie
56
Corbet, Shaen
55
Fabozzi, Frank J.
55
Bali, Turan G.
54
Bollerslev, Tim
54
Subrahmanyam, Avanidhar
54
Balcilar, Mehmet
53
Lien, Da-hsiang Donald
51
Shahzad, Syed Jawad Hussain
51
Hamori, Shigeyuki
50
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Finance research letters
4
Research in international business and finance
4
Applied economics letters
3
Applied financial economics
3
Computational economics
3
International journal of finance & economics : IJFE
3
International journal of theoretical and applied finance
3
International review of economics & finance : IREF
3
International review of financial analysis
3
Journal of economics and finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Journal of economic studies
2
Journal of economics and finance : JEF
2
Review of development finance
2
Review of quantitative finance and accounting
2
African journal of economic and sustainable development
1
Applied financial economics letters
1
Defence and peace economics
1
Economic modelling
1
Emerging markets, finance and trade : EMFT
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 economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of bonds and derivatives
1
Journal of banking & finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
Journal of quantitative economics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Review of financial economics : RFE
1
The European journal of finance
1
The IUP journal of applied economics
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
1
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ECONIS (ZBW)
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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
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
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
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:
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 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:
10
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
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