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person:"Gil-Alaña, Luis A."
~isPartOf:"African development review"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Chang, Tsangyao"
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Estimation
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fractional integration
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Gil-Alaña, Luis A.
Chang, Tsangyao
Gupta, Rangan
6
Cheung, Yin-Wong
5
Afonso, António
4
Caporale, Guglielmo Maria
4
Kanas, Angelos
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Wohar, Mark E.
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Hammoudeh, Shawkat
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Hyde, Stuart
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Coakley, Jerry
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De Grauwe, Paul
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De Vita, Glauco
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Hook, Law Siong
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Sarno, Lucio
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Shahbaz, Muhammad
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Wei, Yu
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African development review
International journal of finance & economics : IJFE
Applied economics letters
44
CESifo working papers
43
Economics and finance working paper series
33
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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The empirical economics letters : a monthly international journal of economics
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International review of economics & finance : IREF
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Iranian economic review : journal of University of Tehran
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Oxford bulletin of economics and statistics
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Review of international economics
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Romanian journal of economic forecasting
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The Indian journal of economics
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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1
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
2
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
3
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
Saved in:
4
Fractional integration and asymmetric volatility in European, American and Asian bull and bear markets : application to high-frequency stock data
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Shittu, …
- In:
International journal of finance & economics : IJFE
20
(
2015
)
3
,
pp. 276-290
Persistent link: https://www.econbiz.de/10011348408
Saved in:
5
Revisiting purchasing power parity for 15 Latin American countries : threshold unit root test
Lu, Yang-cheng
;
Chang, Tsangyao
;
Lee, Chia-Hao
;
Su, Chi-Wei
- In:
International journal of finance & economics : IJFE
18
(
2013
)
2
,
pp. 165-174
Persistent link: https://www.econbiz.de/10010355995
Saved in:
6
The purchasing power parity hypothesis in the US-China relationship : fractional integration, time variation and data frequency
Gil-Alaña, Luis A.
;
Jiang, Liang
- In:
International journal of finance & economics : IJFE
18
(
2013
)
1
,
pp. 82-92
Persistent link: https://www.econbiz.de/10009721889
Saved in:
7
Purchasing power parity in nine transition countries : panel SURKSS test
Chang, Tsangyao
;
Tzeng, Han-wen
- In:
International journal of finance & economics : IJFE
18
(
2013
)
1
,
pp. 74-81
Persistent link: https://www.econbiz.de/10009721894
Saved in:
8
Long-run purchasing power parity with asymmetric adjustment : evidence from nine major oil-exporting countries
Chang, Tsangyao
;
Liu, Wen-chi
- In:
International journal of finance & economics : IJFE
15
(
2010
)
3
,
pp. 263-274
Persistent link: https://www.econbiz.de/10008702344
Saved in:
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