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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

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

Fractional integration and structural breaks in bank share prices in Nigeria

Gil-Alaña, Luis A.; Yaya, OlaOluwa S.; Adepoju, Adedayo A. - In: Review of development finance 5 (2015) 1, pp. 13-23

Persistent link: https://www.econbiz.de/10011447216

How lithium prices affect mergers and acquisitions in the lithium industry

Monge, Manuel; Cristobal, Enrique; Gil-Alaña, Luis A. - In: Review of development finance 11 (2021) 1, pp. 26-34

Persistent link: https://www.econbiz.de/10012618596

On the linkages between Africa's emerging equity markets and globalmarkets : evidence from fractional integration and cointegration

Gil-Alaña, Luis A.; Carcel, Hector; Abakah, Emmanuel … - In: Review of development finance 8 (2018) 2, pp. 96-105

This paper uses fractional integration and cointegration for the period of January 2000-June 2018 to investigate the stochastic properties of the bilateral linkages between stock markets in Africa and selected international markets to establish if markets in Africa co-move with the rest of the...

Persistent link: https://www.econbiz.de/10011979979

Inflation analysis in the Central American Monetary Council

Carcel, Hector; Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 54 (2018) 2, pp. 547-565

Persistent link: https://www.econbiz.de/10011949281