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~person:"Gil-Alaña, Luis A."
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Aktienmarkt
69
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Gil-Alaña, Luis A.
McAleer, Michael
515
Caporale, Guglielmo Maria
378
Aizenman, Joshua
329
Gupta, Rangan
313
Bordo, Michael D.
196
Caballero, Ricardo J.
194
Eichengreen, Barry
186
Acharya, Viral V.
172
Bollerslev, Tim
169
Chang, Chia-Lin
167
Pierdzioch, Christian
157
Diebold, Francis X.
156
Stulz, René M.
153
Belke, Ansgar
152
Bekaert, Geert
148
Claessens, Stijn
145
Bouri, Elie
134
Engle, Robert F.
131
Hammoudeh, Shawkat
131
Reinhart, Carmen M.
131
Schmukler, Sergio L.
129
Laeven, Luc
126
Kose, M. Ayhan
125
Krishnamurthy, Arvind
125
Allen, Franklin
124
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Tiwari, Aviral Kumar
122
Lucey, Brian M.
121
Spagnolo, Nicola
121
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118
Taylor, Alan M.
118
Peydró, José-Luis
115
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114
Hassan, M. Kabir
113
Andersen, Torben
112
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111
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108
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108
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ECONIS (ZBW)
112
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1
Persistence in the Russian stock market
volatility
indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
Saved in:
2
Persistence in the Russian stock market
volatility
indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
volatility
índices (namely the originally created RTSVX and the new RVI that has replaced it), using daily data over the period …
Persistent link: https://www.econbiz.de/10011903723
Saved in:
3
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
Saved in:
4
Volatility
persistence in the Russian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430826
Saved in:
5
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
6
Modelling time-varying
volatility
in the Indian stock returns : some empirical evidence
Tripathy, Trilochan
;
Gil-Alaña, Luis A.
- In:
Review of development finance
5
(
2015
)
2
,
pp. 91-97
Persistent link: https://www.econbiz.de/10011447272
Saved in:
7
Long memory in the Ukrainian stock market and financial crises
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance
40
(
2016
)
2
,
pp. 235-257
Persistent link: https://www.econbiz.de/10011658783
Saved in:
8
Long memory in the Ukrainian stock market and financial crises
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2013
Persistent link: https://www.econbiz.de/10010241526
Saved in:
9
Macroeconomic regimes and foreign exchange rate
volatility
in India
Tripathy, Trilochan
;
Gil-Alaña, Luis A.
- In:
The IUP journal of applied economics
16
(
2017
)
3
,
pp. 25-46
Persistent link: https://www.econbiz.de/10011794279
Saved in:
10
Volatility
persistence in cryptocurrency markets under structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 680-691
Persistent link: https://www.econbiz.de/10012487193
Saved in:
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