Narrow search
Showing 1 - 10 of 46
Cover Image
Fractional integration and structural breaks in US macro dynamics
Gil-Alaña, Luis A.; Moreno, Antonio - In: Empirical economics : a journal of the Institute for … 43 (2012) 1, pp. 427-446
Persistent link: https://www.econbiz.de/10009582057
Cover Image
Banks’ Net Interest Margin in the 2000s : a macro-accounting international perspective
López-Espinosa, Germán; Moreno, Antonio; Perez de … - In: Journal of international money and finance 30 (2011) 6, pp. 1214-1233
Persistent link: https://www.econbiz.de/10009373945
Cover Image
When does relationship lending start to pay?
López-Espinosa, Germán; Mayordomo, Sergio; Moreno, Antonio - In: Journal of financial intermediation 31 (2017), pp. 16-29
Persistent link: https://www.econbiz.de/10011822425
Cover Image
Long memory in the U.S. interest rate
Gil-Alaña, Luis A. - In: International review of financial analysis 13 (2004) 3, pp. 265-276
Persistent link: https://www.econbiz.de/10002115098
Cover Image
Semiparametric estimation of the fractional differencing parameter in the US interest rate
Gil-Alaña, Luis A. - In: Liquidity, interest rates and banking, (pp. 235-247). 2009
Persistent link: https://www.econbiz.de/10008654502
Cover Image
Modelling the US interest rate in terms of I(d) statistical models
Gil-Alaña, Luis A. - In: The quarterly review of economics and finance : journal … 44 (2004) 4, pp. 475-486
Persistent link: https://www.econbiz.de/10002375547
Cover Image
A mean shift break in the US interest rate
Gil-Alaña, Luis A. - In: Economics letters 77 (2002) 3, pp. 357-363
Persistent link: https://www.econbiz.de/10001711501
Cover Image
Lond memory in the interest rates in some Asian countries
Gil-Alaña, Luis A. - In: International advances in economic research : IAER ; an … 9 (2003) 4, pp. 257-267
Persistent link: https://www.econbiz.de/10001838355
Cover Image
Persistence and cycles in the US federal funds rate
Caporale, Guglielmo Maria; Gil-Alana, Luis A. - 2012
This paper uses long-range dependence techniques to analyse two important features of the US Federal Funds effective rate, namely its persistence and cyclical behaviour. It examines annual, monthly, bi-weekly and weekly data, from 1954 until 2010. Two models are considered. One is based on an...
Persistent link: https://www.econbiz.de/10010289805
Cover Image
Persistence and cycles in the US Federal Funds rate
Caporale, Guglielmo Maria; Gil-Alana, Luis A. - 2012
This paper uses long-range dependence techniques to analyse two important features of the US Federal Funds effective rate, namely its persistence and cyclical behaviour. It examines annual, monthly, bi-weekly and weekly data, from 1954 until 2010. Two models are considered. One is based on an...
Persistent link: https://www.econbiz.de/10010291553