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~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Nguyen, Duc Khuong"
~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
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201
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201
Zeitreihenanalyse
195
Theorie
186
Theory
186
Cointegration
139
Kointegration
139
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128
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86
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Gil-Alaña, Luis A.
Nguyen, Duc Khuong
Shahbaz, Muhammad
Stiglitz, Joseph E.
Gupta, Rangan
181
Zaremba, Adam
100
Phillips, Peter C. B.
89
Caporale, Guglielmo Maria
82
Franses, Philip Hans
82
McMillan, David G.
77
Tiwari, Aviral Kumar
77
Wohar, Mark E.
76
Narayan, Paresh Kumar
70
Taylor, Robert
63
Moosa, Imad A.
58
Leybourne, Stephen James
55
Bouri, Elie
49
Chang, Tsangyao
48
Ma, Feng
48
McAleer, Michael
48
Perron, Pierre
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Faff, Robert W.
46
Harvey, Andrew C.
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Teräsvirta, Timo
44
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Bali, Turan G.
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Bollerslev, Tim
36
Chiang, Thomas C.
36
Demirer, Rıza
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Applied economics
22
Applied economics letters
13
Energy economics
11
Finance research letters
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Economic modelling
7
Tourism economics : the business and finance of tourism and recreation
7
Research in international business and finance
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
International review of financial analysis
5
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Journal of forecasting
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3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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European review of economics and finance
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International journal of theoretical and applied finance
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International review of economics & finance : IREF
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Journal of international money and finance
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Review of quantitative finance and accounting
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The North American journal of economics and finance : a journal of financial economics studies
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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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Emerging markets review
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Journal of economic integration
2
Journal of economic studies
2
Oxford bulletin of economics and statistics
2
Review of development finance
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Review of financial economics : RFE
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The South African journal of economics
2
The journal of international trade & economic development
2
Acta Universitatis Danubius / Oeconomica
1
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ECONIS (ZBW)
244
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244
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1
Firm carbon risk exposure, stock returns, and dividend payment
Boubaker, Sabri
;
Choudhury, Tonmoy
;
Hasan, Fakhrul
; …
- In:
Journal of economic behavior & organization
221
(
2024
),
pp. 248-276
Persistent link: https://www.econbiz.de/10014553221
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
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:
4
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:
5
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations
Malek, Jiri
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
;
Quang …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014472966
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
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