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~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"McMillan, David G."
~person:"Shahbaz, Muhammad"
~person:"Stiglitz, Joseph E."
~subject:"Capital income"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Capital income
Time series analysis
Estimation
226
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226
Zeitreihenanalyse
200
Theorie
184
Theory
184
Cointegration
141
Kointegration
141
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Gil-Alaña, Luis A.
McMillan, David G.
Shahbaz, Muhammad
Stiglitz, Joseph E.
Gupta, Rangan
178
Zaremba, Adam
95
Phillips, Peter C. B.
89
Caporale, Guglielmo Maria
82
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63
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58
Leybourne, Stephen James
55
McAleer, Michael
48
Perron, Pierre
48
Bouri, Elie
47
Chang, Tsangyao
47
Ma, Feng
47
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Teräsvirta, Timo
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Koop, Gary
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Nguyen, Duc Khuong
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Applied economics
20
Applied economics letters
14
Applied financial economics
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Research in international business and finance
9
Finance research letters
8
International journal of finance & economics : IJFE
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Tourism economics : the business and finance of tourism and recreation
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International review of economics & finance : IREF
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Journal of international financial markets, institutions & money
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Oxford bulletin of economics and statistics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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European review of economics and finance
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African journal of economic and sustainable development
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Applied econometrics and international development
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CBN journal of applied statistics
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Cogent economics & finance
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Computational economics
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Economics letters
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International journal of forecasting
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International review of applied economics
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Journal of economic integration
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ECONIS (ZBW)
283
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283
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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
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
3
Credit-to-GDP ratios – non-linear trends and persistence : evidence from 44 OECD economies
Cuestas, Juan Carlos
;
Gil-Alaña, Luis A.
;
Malmierca, María
- In:
Journal of economic studies
50
(
2023
)
3
,
pp. 448-463
Persistent link: https://www.econbiz.de/10014252396
Saved in:
4
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
5
Expected profitability, the 52-week high and the idiosyncratic volatility puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
Saved in:
6
Oil price shocks and stock-bond correlation
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486268
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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