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Mean-reversion and long memory in the stock market indexes of some Latin American countries

Gil-Alaña, Luis A. - In: Latin American business review : journal of the … 8 (2007) 1, pp. 103-120

Persistent link: https://www.econbiz.de/10003504382

Mean reversion of short-run interest rates in emerging countries

Candelon, Bertrand; Gil-Alaña, Luis A. - In: Review of international economics 14 (2006) 1, pp. 119-135

Persistent link: https://www.econbiz.de/10003301280

Exchange rate linkages between the ASEAN currencies, the US Dollar and the Chinese RMB

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2016

Persistent link: https://www.econbiz.de/10011524350

Exchange rate linkages between the ASEAN currencies, the US Dollar and the Chinese RMB

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2016

This paper investigates whether the RMB is in the process of replacing the US dollar as the anchor currency in nine ASEAN countries, and also the linkages between the ASEAN currencies and a regional currency unit. A long-memory (fractional integration) model allowing for endogenously determined...

Persistent link: https://www.econbiz.de/10011502929

Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2016

Persistent link: https://www.econbiz.de/10011536781

Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2016

This paper investigates whether the RMB is in the process of replacing the US dollar as the anchor currency in nine ASEAN countries, and also the linkages between the ASEAN currencies and a regional currency unit. A long-memory (fractional integration) model allowing for endogenously determined...

Persistent link: https://www.econbiz.de/10011497170

On finite sample properties of the tests of Robinson (1994) for fractional integration

Candelon, Bertrand; Gil-Alaña, Luis A. - 2002

Persistent link: https://www.econbiz.de/10001699459

Mean reversion of short run interest rates in emerging countries

Candelon, Bertrand; Gil-Alaña, Luis A. - 2002

Persistent link: https://www.econbiz.de/10001720576

Confidence intervals for the orders of integration in the stock market indexes of some Latin American countries

Candelon, Bertrand; Gil-Alaña, Luis A. - 2002

Persistent link: https://www.econbiz.de/10001720589

A fractional multivariate long memory model for the US and the Canadian real output

Gil-Alaña, Luis A. - In: Economics letters 81 (2003) 3, pp. 355-359

Persistent link: https://www.econbiz.de/10001835515

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