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Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries : a stochastic hidden Markov model approach
Antunes, Jorge Junio Moreira; Gil-Alaña, Luis A.; … - In: Financial modeling and risk management of energy and …, (pp. 191-229). 2022
Persistent link: https://www.econbiz.de/10013349945
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Re-examination of international bond market dependence : evidence from a pair copula approach
Abakah, Emmanuel Joel Aikins; Addo, Emmanuel; … - In: International review of financial analysis 74 (2021), pp. 1-35
Persistent link: https://www.econbiz.de/10012803932
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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
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Testing PPP for the South African rand/US dollar real exchange rate at different data frequencies
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: African development review 27 (2015) 2, pp. 161-170
Persistent link: https://www.econbiz.de/10011334636
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The permanent income hypothesis : a new framework based on fractional integration and cointegration
Gil-Alaña, Luis A. - In: International advances in economic research : IAER ; an … 10 (2004) 3, pp. 165-179
Persistent link: https://www.econbiz.de/10002235701
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Multiple shifts and fractional integration in the US and UK unemployment rates
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Journal of economics and finance 33 (2009) 4, pp. 364-375
Persistent link: https://www.econbiz.de/10003933763
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Seasonal monthly fractional integration in the UK unemployment
Gil-Alaña, Luis A. - In: The Icfai University journal of applied economics 8 (2009) 1, pp. 81-96
Persistent link: https://www.econbiz.de/10003806747
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Multiple shift and fractional integration in the US and UK unemployment rates
Caporale, Guglielmo Maria (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003739796
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Persistence in US interest rates : is it stable over time?
Caporale, Guglielmo Maria (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003739798
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AK growth models : new evidence based on fractional integration and breaking trends
Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: Recherches économiques de Louvain 75 (2009) 2, pp. 131-149
Persistent link: https://www.econbiz.de/10003847506