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~language:"eng"
~language:"tur"
~language:"und"
~person:"Gil-Alaña, Luis A."
~person:"Zhang, Wei"
~subject:"Kapitaleinkommen"
~subject:"Long memory"
~subject:"Unit root test"
~type_genre:"Article in journal"
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Kapitaleinkommen
Long memory
Unit root test
Time series analysis
178
Zeitreihenanalyse
178
Estimation
144
Schätzung
144
Theorie
106
Theory
106
China
95
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88
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Gil-Alaña, Luis A.
Zhang, Wei
Gupta, Rangan
133
Zaremba, Adam
94
Chang, Tsangyao
93
Narayan, Paresh Kumar
92
McMillan, David G.
67
Wohar, Mark E.
63
Taylor, Robert
58
Tiwari, Aviral Kumar
57
Caporale, Guglielmo Maria
56
Su, Chi-Wei
51
Westerlund, Joakim
47
Bouri, Elie
45
Faff, Robert W.
45
Cakici, Nusret
41
Bali, Turan G.
40
Leybourne, Stephen James
40
Ma, Feng
40
Fletcher, Jonathan
36
Demirer, Rıza
35
Lee, Chien-chiang
35
Phillips, Peter C. B.
35
Wang, Yudong
35
Brooks, Robert
34
Chiang, Thomas C.
33
Nguyen, Duc Khuong
33
Pierdzioch, Christian
33
Sehgal, Sanjay
33
Chang, Hsu-Ling
32
Titman, Sheridan
32
Xuan Vinh Vo
30
Zhou, Guofu
30
Harvey, David I.
29
Timmermann, Allan
29
Hammoudeh, Shawkat
28
Balcilar, Mehmet
27
Lee, Bong-soo
27
Shahzad, Syed Jawad Hussain
27
Wei, K. C. John
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Economic modelling
8
Finance research letters
7
Applied economics letters
5
Empirica : journal of european economics
5
International review of financial analysis
5
Research in international business and finance
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International journal of finance & economics : IJFE
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Journal of economics and finance : JEF
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Computational economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Energy economics
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European review of economics and finance
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Journal of economics and finance
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Asia Pacific financial markets
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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
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International journal of economics and finance
2
International journal of theoretical and applied finance
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Journal of banking & finance
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Journal of forecasting
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Journal of international money and finance
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Pacific-Basin finance journal
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Review of financial economics : RFE
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Review of quantitative finance and accounting
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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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CBN journal of applied statistics
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Canadian journal of agricultural economics : CJAE
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China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University
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Eastern economic journal
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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Economics letters
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Financial innovation : FIN
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German economic review
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ECONIS (ZBW)
127
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
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
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