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Long range dependence in the Indian stock market : evidence of fractional integration, non-linearities and breaks
Gil-Alaña, Luis A.; Tripathy, Trilochan - In: Journal of quantitative economics : official journal of … 14 (2016) 2, pp. 199-215
Persistent link: https://www.econbiz.de/10011639888
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The effect of intellectual capital on firms' financial performance : an empirical investigation in India
Tripathy, Trilochan; Gil-Alaña, Luis A.; Sahoo, Debadutta - In: International journal of learning and intellectual … 12 (2015) 4, pp. 342-371
Persistent link: https://www.econbiz.de/10011538304
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Mean reversion in agricultural commodity prices in India
Gil-Alaña, Luis A.; Tripathy, Trilochan - In: International advances in economic research : IAER ; an … 20 (2014) 4, pp. 385-398
Persistent link: https://www.econbiz.de/10010532661
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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
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Long range dependence in the indian stock market : evidence of fractional integration, non-linearities and breaks
Gil-Alaña, Luis A.; Tripathy, Trilochan - In: Journal of quantitative economics 14 (2016) 2, pp. 199-215
Persistent link: https://www.econbiz.de/10012418211
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Effect of intellectual capital on firms' competitive advantage condition : an empirical investigation in India
Tripathy, Trilochan; Gil-Alaña, Luis A.; Sahoo, Debadutta - In: Review of economics & finance 8 (2017) 2, pp. 61-78
Persistent link: https://www.econbiz.de/10011672824
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Fractional integration in the purchasing power parity
Gil-Alaña, Luis A. - 1998
Persistent link: https://www.econbiz.de/10000994027
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Mozambique metical exchange rate dynamics : evidence of fractional co-integration in the USA and South African rates
Barros, Carlos P.; Gil-Alaña, Luis A.; Faria, João Ricardo - In: The South African journal of economics 83 (2015) 4, pp. 569-575
Persistent link: https://www.econbiz.de/10011441920
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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
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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