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Fractional integration and asymmetric volatility in European, American and Asian bull and bear markets : application to high-frequency stock data
Yaya, OlaOluwa S.; Gil-Alaña, Luis A.; Shittu, … - In: International journal of finance & economics : IJFE 20 (2015) 3, pp. 276-290
Persistent link: https://www.econbiz.de/10011348408
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The purchasing power parity hypothesis in the US-China relationship : fractional integration, time variation and data frequency
Gil-Alaña, Luis A.; Jiang, Liang - In: International journal of finance & economics : IJFE 18 (2013) 1, pp. 82-92
Persistent link: https://www.econbiz.de/10009721889
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Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: International journal of finance & economics : IJFE 21 (2016) 2, pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
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Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins; Caporale, Guglielmo Maria; … - In: Research in international business and finance 58 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
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Gender diversity index. measuring persistence
Rio, Marta del; Infante, Juan; Gil-Alaña, Luis A. - In: Research in international business and finance 58 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10013286443
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On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Trani, … - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
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Cryptocurrencies and stock market indices. Are they related?
Gil-Alaña, Luis A.; Abakah, Emmanuel Joel Aikins; … - In: Research in international business and finance 51 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012205484
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Rational bubbles in the real housing stock market : empirical evidence from Santiago de Chile
Gil-Alaña, Luis A.; Dettoni, Robinson; Costamagna, Rodrigo - In: Research in international business and finance 49 (2019), pp. 269-281
Persistent link: https://www.econbiz.de/10012136027
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High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - In: Research in international business and finance 52 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
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Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Research in international business and finance 67 (2024) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10014451482