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Fractional integration and business cycle features
Candelon, Bertrand; Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 29 (2004) 2, pp. 343-359
Persistent link: https://www.econbiz.de/10002080025
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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
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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
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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
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Testing of real convergence in Germany in the presence of structural breaks
Gil-Alaña, Luis A. - In: The Singapore economic review : journal of the Economic … 50 (2005) 1, pp. 93-101
Persistent link: https://www.econbiz.de/10002806283
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Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko; Carcel, Hector; Gil-Alaña, Luis A.; … - In: Journal of banking & finance 149 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014462435