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accessRights:"restricted"
person:"Constant, Amelie"
~person:"Gil-Alaña, Luis A."
~person:"Truchis, Gilles de"
~subject:"Fractional cointegration"
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Fractional cointegration
Estimation
72
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72
Time series analysis
38
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38
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31
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30
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30
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fractional integration
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Constant, Amelie
Gil-Alaña, Luis A.
Truchis, Gilles de
Vides, José Carlos
4
Caporale, Guglielmo Maria
3
Golpe, Antonio A.
3
Iglesias, Jesús
3
Keddad, Benjamin
3
Abakah, Emmanuel Joel Aikins
2
Basse, Tobias
2
Carcel, Hector
2
Ergemen, Yunus Emre
2
Salisu, Afees A.
2
Sibbertsen, Philipp
2
Tan, Zhengxun
2
Wegener, Christoph
2
Abbritti, Mirko
1
Akinsomi, Omokolade
1
Andrada Félix, Julián
1
Arteche, Josu
1
Barassi, Marco R.
1
Bermejo Muñoz, Lorenzo
1
Biskas, Pandelis N.
1
Boca Saravia, Alexander
1
Bravo Caro, José Manuel
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Cao, Zeyang
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Carlini, Federico
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Chen, Peng
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1
Ebuh, Godday Uwawunkonye
1
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1
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1
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Research in international business and finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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2
Economic modelling
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Empirica : journal of european economics
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1
Private and public debt convergence : a fractional cointegration approach
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Bermejo …
- In:
Empirica : journal of european economics
51
(
2024
)
1
,
pp. 161-183
Persistent link: https://www.econbiz.de/10014492069
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
How lithium prices affect mergers and acquisitions in the lithium industry
Monge, Manuel
;
Cristobal, Enrique
;
Gil-Alaña, Luis A.
- In:
Review of development finance
11
(
2021
)
1
,
pp. 26-34
Persistent link: https://www.econbiz.de/10012618596
Saved in:
4
Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
Saved in:
5
Cryptocurrencies and stock market indices. Are they related?
Gil-Alaña, Luis A.
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Research in international business and finance
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012205484
Saved in:
6
How do stocks in BRICS co-move with real estate stocks?
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
;
Akinsomi, Omokolade
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 93-101
Persistent link: https://www.econbiz.de/10012486337
Saved in:
7
Rational bubbles in the real housing stock market : empirical evidence from Santiago de Chile
Gil-Alaña, Luis A.
;
Dettoni, Robinson
;
Costamagna, Rodrigo
- In:
Research in international business and finance
49
(
2019
),
pp. 269-281
Persistent link: https://www.econbiz.de/10012136027
Saved in:
8
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 170-178
Persistent link: https://www.econbiz.de/10012205401
Saved in:
9
Inflation analysis in the Central American Monetary Council
Carcel, Hector
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
54
(
2018
)
2
,
pp. 547-565
Persistent link: https://www.econbiz.de/10011949281
Saved in:
10
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
; …
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
3
,
pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
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