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~language:"eng"
~language:"tur"
~language:"und"
~person:"Gil-Alaña, Luis A."
~person:"Zhang, Wei"
~subject:"Cointegration"
~subject:"Einheitswurzeltest"
~subject:"Kapitaleinkommen"
~subject:"Long memory"
~type_genre:"Article in journal"
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Cointegration
Einheitswurzeltest
Kapitaleinkommen
Long memory
Time series analysis
179
Zeitreihenanalyse
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Estimation
145
Schätzung
145
Theorie
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Gil-Alaña, Luis A.
Zhang, Wei
Gupta, Rangan
170
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140
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129
Bahmani-Oskooee, Mohsen
109
Zaremba, Adam
97
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88
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85
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76
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76
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74
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70
Westerlund, Joakim
66
Apergēs, Nikolaos
63
Phillips, Peter C. B.
63
Lee, Chien-chiang
59
Su, Chi-Wei
58
Bouri, Elie
47
Leybourne, Stephen James
47
Faff, Robert W.
46
Hammoudeh, Shawkat
46
Balcilar, Mehmet
44
Nguyen, Duc Khuong
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Xuan Vinh Vo
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Pierdzioch, Christian
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35
Demirer, Rıza
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Economic modelling
8
Finance research letters
8
Research in international business and finance
8
Applied economics letters
7
Empirica : journal of european economics
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International review of financial analysis
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied economics
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International journal of finance & economics : IJFE
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European review of economics and finance
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Pacific-Basin finance journal
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African development review
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Asia Pacific financial markets
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Emerging markets, finance and trade : EMFT
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of theoretical and applied finance
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Oxford bulletin of economics and statistics
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Review of quantitative finance and accounting
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The South African journal of economics
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The journal of international trade & economic development
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Advances in quantitative analysis of finance and accounting : a research annual
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Applied financial economics letters
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Asian Journal of Empirical Research
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ECONIS (ZBW)
172
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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
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:
3
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:
4
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:
5
Trading volume, anomaly returns and noise trader risk in China
Han, Chunmao
;
Zhang, Wei
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014534538
Saved in:
6
Liquidity risk and expected cryptocurrency returns
Zhang, Wei
;
Li, Yi
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 472-492
Persistent link: https://www.econbiz.de/10014253217
Saved in:
7
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:
8
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:
9
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:
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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