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~language:"eng"
~language:"tur"
~language:"und"
~person:"Gil-Alaña, Luis A."
~person:"Zhang, Wei"
~subject:"Cointegration"
~subject:"Kapitaleinkommen"
~subject:"Long memory"
~type_genre:"Article in journal"
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Cointegration
Kapitaleinkommen
Long memory
Time series analysis
178
Zeitreihenanalyse
178
Estimation
144
Schätzung
144
Theorie
106
Theory
106
China
95
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88
United States
88
Börsenkurs
73
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73
Kointegration
65
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61
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47
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fractional integration
44
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long memory
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Gil-Alaña, Luis A.
Zhang, Wei
Gupta, Rangan
163
Narayan, Paresh Kumar
101
Zaremba, Adam
94
Bahmani-Oskooee, Mohsen
86
McMillan, David G.
76
Caporale, Guglielmo Maria
75
Tiwari, Aviral Kumar
75
Shahbaz, Muhammad
72
Wohar, Mark E.
70
Chang, Tsangyao
63
Apergēs, Nikolaos
60
Faff, Robert W.
46
Hammoudeh, Shawkat
46
Bouri, Elie
45
Balcilar, Mehmet
44
Lee, Chien-chiang
44
Nguyen, Duc Khuong
42
Sehgal, Sanjay
42
Cakici, Nusret
41
Bali, Turan G.
40
Ma, Feng
40
Chiang, Thomas C.
39
Shahzad, Syed Jawad Hussain
37
Wang, Yudong
37
Fletcher, Jonathan
36
Pierdzioch, Christian
36
Xuan Vinh Vo
36
Demirer, Rıza
35
Brooks, Robert
34
Phillips, Peter C. B.
33
Westerlund, Joakim
33
Narayan, Seema
32
Titman, Sheridan
32
Arize, Augustine Chuck
31
Ramírez, Miguel D.
31
Herzer, Dierk
30
Timmermann, Allan
30
Wong, Wing Keung
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Finance research letters
8
Research in international business and finance
8
Applied economics letters
7
Economic modelling
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
International journal of finance & economics : IJFE
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International review of financial analysis
4
Journal of economics and finance : JEF
4
Review of development finance
4
Applied economics
3
Computational economics
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Empirica : journal of european economics
3
Energy economics
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International review of economics & finance : IREF
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African development review
2
Applied financial economics
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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
2
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
2
International journal of economics and finance
2
International journal of theoretical and applied finance
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Journal of banking & finance
2
Journal of economics and finance
2
Journal of international money and finance
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Oxford bulletin of economics and statistics
2
Pacific-Basin finance journal
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Review of financial economics : RFE
2
Review of quantitative finance and accounting
2
The South African journal of economics
2
The journal of international trade & economic development
2
Applied financial economics letters
1
Asian Journal of Empirical Research
1
CBN journal of applied statistics
1
China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University
1
Comparative economic studies
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Economia internazionale
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ECONIS (ZBW)
144
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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
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:
5
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:
6
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:
7
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:
8
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:
9
The accounting and trading information channels of excess control rights on IPO long-term return in China
Zhang, Wei
;
Xiong, Xiong
;
Wang, Guanying
;
Li, Jing
- In:
Review of quantitative finance and accounting
59
(
2022
)
4
,
pp. 1609-1646
Persistent link: https://www.econbiz.de/10013459419
Saved in:
10
Behavioural heterogeneity and equity premium volatility in China
Zhou, Zhong-Qiang
;
Huang, Ping
;
Fu, Desheng
;
Zhang, Wei
- In:
Applied economics letters
29
(
2022
)
15
,
pp. 1399-1404
Persistent link: https://www.econbiz.de/10013412190
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