Similar Search Results

Real convergence in Taiwan : a fractionally integrated approach

Cunado, J.; Gil-Alaña, Luis A.; Perez de Gracia, Fernando - In: Journal of Asian economics 15 (2004) 3, pp. 529-547

Persistent link: https://www.econbiz.de/10002188125

Empirical evidence on real convergence in some OECD countries

Cunado, J.; Gil-Alaña, Luis A.; Pérez de Gracia, F. - In: Applied economics letters 10 (2003) 3, pp. 173-176

Persistent link: https://www.econbiz.de/10001747218

Mean reversion in stock market prices: New evidence based on bull and bear markets

Cunado, J.; Gil-Alana, L.A.; Gracia, Fernando Perez de - In: Research in International Business and Finance 24 (2010) 2, pp. 113-122

In this paper we test whether mean reversion in stock market prices presents a different behavior in bull and bear markets. We date the US bull and bear periods using Bry and Boschan (1971) algorithm. We examine the order of integration in the S&P 500 stock market index covering a daily period...

Persistent link: https://www.econbiz.de/10008488213

AK growth models: New evidence based on fractional integration and breaking trends

Cunado, J.; Gil-Alana, L.A.; Pérez de Gracia, F. - In: Recherches économiques de Louvain 75 (2009) 2, pp. 131-150

Persistent link: https://www.econbiz.de/10008275956

AK growth models: new evidence based on fractional integration and breaking trends

Cunado, J.; Gil-Alana, L.A.; Pérez de Gracia, F. - In: Recherches économiques de Louvain 75 (2009) 2, pp. 131-150

Persistent link: https://www.econbiz.de/10008708457

Real convergence in some emerging countries: a fractionally integrated approach

Cunado, J.; Gil-Alana, L.A.; Pérez de Gracia, F. - In: Recherches économiques de Louvain 73 (2007) 3, pp. 293-311

Persistent link: https://www.econbiz.de/10008709377

Real convergence in Taiwan: a fractionally integrated approach

Cunado, J.; Gil-Alana, L.A.; Pérez de Gracia, F. - In: Journal of Asian economics 15 (2004) 3, pp. 529-548

Persistent link: https://www.econbiz.de/10007446629

AK growth models: new evidence based on fractional integration and breaking trends

Cunado, J.; Gil-Alana, L.A.; Gracia, F. Pérez de - In: Recherches économiques de Louvain 75 (2009) 2, pp. 131-149

C22, O40.

Persistent link: https://www.econbiz.de/10005042613

Real convergence in some emerging countries: a fractionally integrated approach

Cunado, J.; Gil-Alana, L.A.; Gracia, F. Pérez de - In: Recherches économiques de Louvain 73 (2007) 3, pp. 293-310

Persistent link: https://www.econbiz.de/10005819432

Real convergence in Taiwan: a fractionally integrated approach

Cunado, J.; Gil-Alana, L. A.; Perez de Gracia, F. - In: Journal of Asian Economics 15 (2004) 3, pp. 529-547

Persistent link: https://www.econbiz.de/10005348825