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~language:"eng"
~language:"sqi"
~person:"Cuestas, Juan Carlos"
~person:"Gil-Alaña, Luis A."
~subject:"Einheitswurzeltest"
~subject:"Stock market"
~type_genre:"Article in journal"
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Einheitswurzeltest
Stock market
Time series analysis
180
Zeitreihenanalyse
180
Estimation
144
Schätzung
144
USA
77
United States
77
Cointegration
71
Kointegration
71
Theorie
67
Theory
67
Fractional integration
58
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50
Strukturbruch
50
Unit root test
50
fractional integration
47
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44
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41
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41
Persistence
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37
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35
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30
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30
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30
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27
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27
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26
persistence
26
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23
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23
long memory
23
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22
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84
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Cuestas, Juan Carlos
Gil-Alaña, Luis A.
Chang, Tsangyao
102
Gupta, Rangan
99
Narayan, Paresh Kumar
67
Tiwari, Aviral Kumar
66
Su, Chi-Wei
58
Hammoudeh, Shawkat
57
Taylor, Robert
54
Xuan Vinh Vo
52
Caporale, Guglielmo Maria
49
Zaremba, Adam
49
Mensi, Walid
47
Ma, Feng
44
Bouri, Elie
43
Wohar, Mark E.
43
Kang, Sang Hoon
42
Westerlund, Joakim
40
Demirer, Rıza
39
Lee, Chien-chiang
39
Leybourne, Stephen James
39
Wong, Wing Keung
37
McMillan, David G.
36
Nguyen, Duc Khuong
36
Guesmi, Khaled
35
Chang, Hsu-Ling
34
Hassan, M. Kabir
34
Lucey, Brian M.
34
Phillips, Peter C. B.
34
Shahzad, Syed Jawad Hussain
34
Brooks, Robert
33
Chiang, Thomas C.
31
Ryu, Doojin
31
Arouri, Mohamed
29
Faff, Robert W.
29
Sehgal, Sanjay
29
Yoon, Seong-min
29
Harvey, David I.
28
Lee, Junsoo
27
Bahmani-Oskooee, Mohsen
26
Kutan, Ali Mustafa
26
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Economic modelling
5
Applied economics letters
4
Empirica : journal of european economics
4
Applied economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance research letters
3
International journal of finance & economics : IJFE
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
Applied financial economics
2
European review of economics and finance
2
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
2
International journal of theoretical and applied finance
2
International review of economics & finance : IREF
2
Journal of economic studies
2
Journal of forecasting
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Research in international business and finance
2
Review of financial economics : RFE
2
Advances in quantitative analysis of finance and accounting : a research annual
1
African journal of economic and sustainable development
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
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
German economic review
1
Global finance journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of banking, accounting and finance
1
International journal of bonds and derivatives
1
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
1
Journal of applied economics
1
Journal of common market studies : JCMS
1
Journal of economic integration : jei
1
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ECONIS (ZBW)
84
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1
A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis
Furuoka, Fumitaka
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
; …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
6
,
pp. 2471-2499
Persistent link: https://www.econbiz.de/10015048304
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
The outbreak of COVID-19 and stock market liquidity : evidence from emerging and developed equity markets
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534137
Saved in:
5
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:
6
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:
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
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 & trade : a journal of the …
58
(
2022
)
5
,
pp. 1502-1514
Persistent link: https://www.econbiz.de/10013167095
Saved in:
9
Global and regional financial integration in emerging Asia : evidence from stock markets
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
- In:
Journal of economic integration : jei
36
(
2021
)
2
,
pp. 185-202
Persistent link: https://www.econbiz.de/10012620110
Saved in:
10
Modelling stock market data in China : cisis and Coronavirus
Cristofaro, Lorenzo
;
Gil-Alaña, Luis A.
;
Chen, Zhongfei
; …
- In:
Finance research letters
41
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013336246
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