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Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: The quarterly review of economics and finance : journal … 42 (2002) 3, pp. 599-609
Persistent link: https://www.econbiz.de/10001712171
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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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Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - In: The quarterly review of economics and finance : journal … 77 (2020), pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
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An examination of trade-weighted real exchange rates based on fractional integration
Gil-Alaña, Luis A.; Trani, Tommaso - In: International economics : a journal published by CEPII … 158 (2019), pp. 64-76
Persistent link: https://www.econbiz.de/10012318739
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Testing the Fisher hypothesis in the G-7 countries using I(d) techniques
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: International economics : a journal published by CEPII … 159 (2019), pp. 140-150
Persistent link: https://www.econbiz.de/10012318834
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Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria; Carcel, Hector; Gil-Alaña, … - In: International economics : a journal published by CEPII … 152 (2017), pp. 116-123
Persistent link: https://www.econbiz.de/10011802433
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Measuring inequality persistence in OECD 1963-2008 using fractional integration and cointegration
Gil-Alaña, Luis A.; Škare, Marinko; … - In: The quarterly review of economics and finance : journal … 72 (2019), pp. 65-72
Persistent link: https://www.econbiz.de/10012176225