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person:"Gil-Alaña, Luis A."
~isPartOf:"African development review"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Clarida, Richard H."
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Estimation
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fractional integration
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Gil-Alaña, Luis A.
Clarida, Richard H.
Gupta, Rangan
6
Cheung, Yin-Wong
5
Afonso, António
4
Caporale, Guglielmo Maria
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Kanas, Angelos
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De Vita, Glauco
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African development review
International journal of finance & economics : IJFE
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Annales d'économie et de statistique
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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
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:
6
The real exchange rate and US manufacturing profits : a theoretical framework with some empirical support
Clarida, Richard H.
- In:
International journal of finance & economics : IJFE
2
(
1997
)
3
,
pp. 177-187
Persistent link: https://www.econbiz.de/10001227640
Saved in:
7
Real interest differentials and macro fundamentals : empirical estimates
Blake, Robert E.
- In:
International journal of finance & economics : IJFE
1
(
1996
)
2
,
pp. 103-116
Persistent link: https://www.econbiz.de/10001201874
Saved in:
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