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~person:"Gil-Alaña, Luis A."
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Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
554
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360
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352
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297
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239
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Term structure persistence
Abbritti, Mirko
;
Gil-Alaña, Luis A.
;
Lovcha, Yuliya
; …
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 331-352
Persistent link: https://www.econbiz.de/10011589005
Saved in:
2
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
Saved in:
3
Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2020
This paper provides evidence on the degree of persistence of one of the key components of the
CAPM
, namely the market …
Persistent link: https://www.econbiz.de/10012199998
Saved in:
4
Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012547070
Saved in:
5
Persistence in the realized betas : some evidence for the Spanish stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2020
This paper examines the stochastic behaviour of the realized betas within the one-factor
CAPM
for the six companies …
Persistent link: https://www.econbiz.de/10012194334
Saved in:
6
The Deaton paradox in a long memory context with structural breaks
Gil-Alaña, Luis A.
;
Moreno, Antonio
;
Cho, Seonghoon
- In:
Applied economics
44
(
2012
)
25/27
,
pp. 3309-3322
Persistent link: https://www.econbiz.de/10009617935
Saved in:
7
The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
-
2015
This study examines the relationship between healthcare expenditure and disposable income in the 50 US states over the period 1966-2009 using fractional integration and cointegration techniques. The degree of integration and nonlinearity of both series are found to vary considerably across...
Persistent link: https://www.econbiz.de/10011280006
Saved in:
8
The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
-
2015
This study examines the relationship between healthcare expenditure and disposable income in the 50 US states over the period 1966-2009 using fractional integration and cointegration techniques. The degree of integration and non-linearity of both series are found to vary considerably across...
Persistent link: https://www.econbiz.de/10011283833
Saved in:
9
Fractional cointegration in the consumption and income relationship using semiparametric techniques
Gil-Alaña, Luis A.
(
contributor
)
- In:
Economics bulletin : EB
(
2004
)
Persistent link: https://www.econbiz.de/10003073568
Saved in:
10
Deterministic seasonality versus seasonal fractional integration
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001550571
Saved in:
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