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~person:"Gil-Alaña, Luis A."
~subject:"Börsenkurs"
~subject:"Cointegration"
~subject:"Wechselkurs"
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Börsenkurs
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Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
277
Gupta, Rangan
173
Bahmani-Oskooee, Mohsen
158
Belke, Ansgar
131
Narayan, Paresh Kumar
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Shahbaz, Muhammad
101
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99
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97
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72
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71
Wagner, Martin
70
Beckmann, Joscha
68
Tiwari, Aviral Kumar
67
Dreger, Christian
61
Chang, Tsangyao
60
Bollerslev, Tim
58
Lux, Thomas
58
Spagnolo, Nicola
58
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57
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56
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53
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47
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46
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1
The relationship between oil prices and the Nigerian stock market : an analysis based on fractional integration and
cointegration
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
Energy economics
46
(
2014
),
pp. 328-333
Persistent link: https://www.econbiz.de/10011298580
Saved in:
2
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
3
A fractional
cointegration
var analysis of exchange rate dynamics
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
Saved in:
4
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
-
2019
market indices are analysed: DAX30 (
Germany
), FTSE100 (UK), CAC40 (France), FTSE MIB40 (Italy) and IBEX35 (Spain). In all …
Persistent link: https://www.econbiz.de/10012022262
Saved in:
5
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
Saved in:
6
Fractional
cointegration
and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
This paper uses fractional integration and
cointegration
in order to model the DM/dollar and the yen/dollar real …. -- fractional integration ; fractional
cointegration
; real exchange rates …
Persistent link: https://www.econbiz.de/10009611542
Saved in:
7
Fractional
cointegration
and aggregate money demand functions
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
The Manchester School
73
(
2005
)
6
,
pp. 737-753
Persistent link: https://www.econbiz.de/10003202926
Saved in:
8
Fractional
cointegration
and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
4
,
pp. 327-340
Persistent link: https://www.econbiz.de/10002375332
Saved in:
9
Fractional
cointegration
and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509581
Saved in:
10
Are central bank policy rates in Africa cointegrated? : evidence from a fractional
cointegration
approach
Gil-Alaña, Luis A.
;
Mudida, Robert
;
Abakah, Emmanuel …
- In:
Applied economics
52
(
2020
)
57
,
pp. 6171-6182
Persistent link: https://www.econbiz.de/10012308840
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