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~isPartOf:"Applied economics letters"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Publikatie / Sociaal-Economische Raad"
~person:"Gil-Alaña, Luis A."
~person:"Sheng, Xin"
~source:"econis"
~subject:"United States"
~subject:"Volatilität"
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Gil-Alaña, Luis A.
Sheng, Xin
Gupta, Rangan
9
Caporale, Guglielmo Maria
5
Wohar, Mark E.
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Applied economics letters
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Publikatie / Sociaal-Economische Raad
CESifo working papers
17
Economics and finance working paper series
15
Discussion papers / Deutsches Institut für Wirtschaftsforschung
11
Department of Economics working paper series
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Finance research letters
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3
Economics letters
3
International journal of finance & economics : IJFE
3
Applied economics
2
Department of Economics working papers
2
International review of financial analysis
2
Research in international business and finance
2
Review of financial economics : RFE
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The North American journal of economics and finance : a journal of financial economics studies
2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annales d'économie et de statistique
1
Applied financial economics
1
Applied financial economics letters
1
Discussion paper series / IZA
1
Discussion papers of interdisciplinary research project 373
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EUI working paper / ECO
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Economics and Business Letters : EBL
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Empirica : journal of european economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Global Research Unit working paper
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International advances in economic research
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of international money and finance
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Macroeconomic dynamics
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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1
A seasonal fractional multivariate model : a testing procedure and impulse responses for the analysis of GDP and unemployment dynamics
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
38
(
2010
)
2
,
pp. 471-501
Persistent link: https://www.econbiz.de/10003943259
Saved in:
2
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
Saved in:
3
Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
4
,
pp. 1389-1410
Persistent link: https://www.econbiz.de/10010461103
Saved in:
4
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:
5
Movements in real estate uncertainty in the United States : the role of oil shocks
Gupta, Rangan
;
Sheng, Xin
;
Ji, Qiang
- In:
Applied economics letters
28
(
2021
)
13
,
pp. 1059-1065
Persistent link: https://www.econbiz.de/10012589935
Saved in:
6
The impact of disaggregated oil shocks on state-level consumption of the United States
Gupta, Rangan
;
Sheng, Xin
;
Van Eyden, Reneé
;
Wohar, Mark E.
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1818-1824
Persistent link: https://www.econbiz.de/10012697678
Saved in:
7
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
Saved in:
8
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 1079-1081
Persistent link: https://www.econbiz.de/10008699280
Saved in:
9
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
Saved in:
10
The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
3
,
pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
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