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A time-series analysis of US entrepreneurship : evidence from fractional integration

Gil-Alaña, Luis A.; Payne, James E. - In: Applied economics letters 22 (2015) 7/9, pp. 521-524

Persistent link: https://www.econbiz.de/10010528813

Fractional integration and cointegration in merger and acquisitions in the US petroleum industry

Monge, Manuel; Gil-Alaña, Luis A. - In: Applied economics letters 23 (2016) 10/12, pp. 701-704

Persistent link: https://www.econbiz.de/10011628404

The dynamics of the real exchange rates in Europe : a comparative study across countries using fractional integration

Gil-Alaña, Luis A. - In: Applied economics letters 11 (2004) 7, pp. 429-432

Persistent link: https://www.econbiz.de/10002111184

Estimation of value-at-risk under jump dynamics and asymmetric information

Chiu, Chien-liang; Lee, Ming-chih; Hung, Jui-cheng - In: Applied financial economics 15 (2005) 15, pp. 1095-1106

Persistent link: https://www.econbiz.de/10003213436

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

Fractional cointegration in US term spreads

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied economics letters 19 (2012) 4/6, pp. 431-434

Persistent link: https://www.econbiz.de/10009630703

Corporate social responsibility and stock market performance

Becchetti, Leonardo; Ciciretti, Rocco - In: Applied financial economics 19 (2009) 16/18, pp. 1283-1293

We analyse the performance of a large sample of Socially Responsible (SR) stocks relative to a Control Sample (CS) of equivalent size for 14 years. We find that individual SR stocks have on average significantly lower returns and unconditional variance than CS stocks when controlling for...

Persistent link: https://www.econbiz.de/10003886162

The weekly structure of US stock prices

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied financial economics 21 (2011) 22/24, pp. 1757-1764

Persistent link: https://www.econbiz.de/10009384839