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~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Haan, Jakob de"
~subject:"Großbritannien"
~subject:"Kapitaleinkommen"
~subject:"Stock market"
~type_genre:"Article in journal"
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Großbritannien
Kapitaleinkommen
Stock market
Time series analysis
179
Zeitreihenanalyse
179
Estimation
152
Schätzung
152
Theorie
89
Theory
89
USA
85
United States
85
Welt
72
World
72
Cointegration
71
Kointegration
71
EU countries
67
EU-Staaten
67
Fractional integration
56
Geldpolitik
51
Monetary policy
51
United Kingdom
44
fractional integration
44
Börsenkurs
43
Share price
43
Einheitswurzeltest
40
Structural break
40
Strukturbruch
40
Unit root test
40
Persistence
39
Aktienmarkt
38
Economic growth
37
Inflation
37
Wirtschaftswachstum
37
Volatility
35
Volatilität
35
Capital income
34
Long memory
34
Central bank independence
33
Zentralbankunabhängigkeit
33
OECD countries
30
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102
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102
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100
Working Paper
100
Graue Literatur
97
Non-commercial literature
97
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3
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English
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Gil-Alaña, Luis A.
Haan, Jakob de
Gupta, Rangan
184
Zaremba, Adam
107
McMillan, David G.
103
Wohar, Mark E.
90
Machin, Stephen
88
Narayan, Paresh Kumar
83
Caporale, Guglielmo Maria
77
Hammoudeh, Shawkat
72
Bouri, Elie
71
Wright, Mike
67
Blundell, Richard W.
66
Tiwari, Aviral Kumar
66
Xuan Vinh Vo
65
Ma, Feng
62
Taylor, Mark P.
62
Faff, Robert W.
61
Nguyen, Duc Khuong
61
Crafts, Nicholas
57
Demirer, Rıza
57
Brooks, Robert
54
Mills, Terence C.
52
Lucey, Brian M.
50
Bryson, Alex
49
Harris, Richard I. D.
49
Pierdzioch, Christian
48
Shahzad, Syed Jawad Hussain
48
Wong, Wing Keung
48
Disney, Richard
47
Hassan, M. Kabir
47
Kang, Sang Hoon
47
Mensi, Walid
47
Chiang, Thomas C.
46
Minford, Patrick
46
Apergēs, Nikolaos
45
Cuthbertson, Keith
45
Ryu, Doojin
45
Zhang, Wei
45
Jenkins, Stephen
44
Sehgal, Sanjay
44
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Applied economics letters
6
Applied economics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Finance research letters
4
International journal of finance & economics : IJFE
4
Journal of economics and finance
4
Economics letters
3
International journal of theoretical and applied finance
3
International review of economics & finance : IREF
3
International review of financial analysis
3
Research in international business and finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Computational economics
2
Economia internazionale
2
Economic modelling
2
European review of economics and finance
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of banking & finance
2
Journal of economic studies
2
Journal of economics and finance : JEF
2
Journal of forecasting
2
Journal of international money and finance
2
Review of development finance
2
Review of quantitative finance and accounting
2
The North American journal of economics and finance : a journal of financial economics studies
2
Tourism economics : the business and finance of tourism and recreation
2
Advances in quantitative analysis of finance and accounting : a research annual
1
African journal of economic and sustainable development
1
Annales d'économie et de statistique
1
Applied econometrics and international development
1
Applied financial economics
1
Applied financial economics letters
1
Atlantic economic journal : AEJ
1
Defence and peace economics
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economics bulletin : EB
1
Emerging markets, finance and trade : EMFT
1
Global finance journal
1
International Journal of Financial Studies : open access journal
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
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ECONIS (ZBW)
102
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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
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:
8
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
9
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:
10
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
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