Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied financial economics"
~isPartOf:"International economics : a journal published by CEPII (Center for research and expertise on the world economy)"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Chiu, Chien-liang"
~person:"Gil-Alaña, Luis A."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The domestic consequences of a...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
USA
6
United States
6
Estimation
4
Großbritannien
4
Schätzung
4
Time series analysis
4
United Kingdom
4
Zeitreihenanalyse
4
Aktienindex
3
Börsenkurs
3
Share price
3
Stock index
3
ARCH model
2
ARCH-Modell
2
Capital income
2
Cointegration
2
Japan
2
Kapitaleinkommen
2
Kointegration
2
Volatility
2
Volatilität
2
1871-2004
1
1990-1999
1
1995-2003
1
ARMA model
1
ARMA-Modell
1
Aktienmarkt
1
Ankündigungseffekt
1
Announcement effect
1
Asymmetric information
1
Asymmetrische Information
1
Bubbles
1
Calendar effect
1
Cosine-squared cepstrum
1
Derivat
1
Derivative
1
Deutschland
1
Exchange rate
1
Fractional integration and cointegration
1
France
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Chiu, Chien-liang
Gil-Alaña, Luis A.
Madura, Jeff
10
McMillan, David G.
9
Coakley, Jerry
6
Speight, Alan E. H.
6
Akhigbe, Aigbe O.
5
Blake, David
5
Darrat, Ali F.
5
Power, David M.
5
Ajayi, Richard A.
4
Caporale, Guglielmo Maria
4
Chelley-Steeley, Patricia L.
4
Fraser, Patricia
4
Gandar, John M.
4
Mazouz, Khelifa
4
Mehdian, Seyed M.
4
Moosa, Imad A.
4
Payne, James E.
4
Steeley, James M.
4
Switzer, Lorne N.
4
Wohar, Mark E.
4
Zuber, Richard A.
4
Ap Gwilym, Owain
3
Becchetti, Leonardo
3
Brooks, Chris
3
Danbolt, Jo
3
Dickens, Ross N.
3
Fabozzi, Frank J.
3
Goddard, John A.
3
Gulley, Orrin David
3
Hassan, M. Kabir
3
Hung, Jui-cheng
3
Jawadi, Fredj
3
Kanas, Angelos
3
Keasey, Kevin
3
Morana, Claudio
3
Perry, Mark J.
3
Philippatos, George C.
3
Schoutens, Wim
3
more ...
less ...
Published in...
All
Applied financial economics
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
International journal of theoretical and applied finance
CESifo working papers
31
Economics and finance working paper series
31
Discussion papers / Deutsches Institut für Wirtschaftsforschung
16
Applied economics
11
Applied economics letters
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Discussion papers of interdisciplinary research project 373
6
Economics letters
6
Tourism economics : the business and finance of tourism and recreation
4
Discussion paper / Centre for Economic Forecasting
3
EUI working paper / ECO
3
Economic modelling
3
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
3
International review of financial analysis
3
Journal of banking & finance
3
Journal of forecasting
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Annales d'économie et de statistique
2
Department of Economics working papers
2
Discussion paper series / IZA
2
Economia internazionale
2
Empirica : journal of european economics
2
Finance research letters
2
HWWA discussion paper
2
International journal of finance & economics : IJFE
2
Oxford bulletin of economics and statistics
2
Quarterly journal of business and economics : QJBE
2
Research in international business and finance
2
Review of financial economics : RFE
2
Review of quantitative finance and accounting
2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Applied econometrics and international development
1
Atlantic economic journal : AEJ
1
Bank of Finland research discussion papers
1
Business fluctuations and cycles
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fractional integration in the stock market volatility series
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
5
(
2002
)
8
,
pp. 775-783
Persistent link: https://www.econbiz.de/10001763176
Saved in:
2
Measuring the memory parameter on several transformations of asset returns
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
8
(
2005
)
6
,
pp. 675-692
Persistent link: https://www.econbiz.de/10003133833
Saved in:
3
Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum
Antonakakis, Nikolaos
;
Christou, Christina
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
167
(
2021
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013269231
Saved in:
4
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
Saved in:
5
Testing for stock market bubbles using nonlinear models and fractional integration
Cuñado Eizaguirre, Juncal
;
Gil-Alaña, Luis A.
;
Perez …
- In:
Applied financial economics
17
(
2007
)
16/18
,
pp. 1313-1321
Persistent link: https://www.econbiz.de/10003605836
Saved in:
6
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
Saved in:
7
The relationship between the S&P 500 spot and futures indices : brothers or cousins?
Chiu, Chien-liang
;
Chiang, Shu-mei
;
Kao, Feng
- In:
Applied financial economics
16
(
2006
)
5
,
pp. 405-412
Persistent link: https://www.econbiz.de/10003289287
Saved in:
8
Hedging with zero-value at risk hedge ratio
Hung, Jui-cheng
;
Chiu, Chien-liang
;
Lee, Mingchih
- In:
Applied financial economics
16
(
2006
)
3
,
pp. 259-269
Persistent link: https://www.econbiz.de/10003291892
Saved in:
9
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
