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subject:"Volatilität"
type_genre:"Article in journal"
~person:"Gil-Alaña, Luis A."
~subject:"Purchasing power parity"
~type_genre:"Conference paper"
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Volatilität
Purchasing power parity
Estimation
126
Schätzung
126
Time series analysis
80
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80
Cointegration
48
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48
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Gil-Alaña, Luis A.
Bahmani-Oskooee, Mohsen
67
Gupta, Rangan
61
Chang, Tsangyao
51
Caporale, Guglielmo Maria
26
Ma, Feng
25
Pierdzioch, Christian
24
Todorov, Viktor
24
McAleer, Michael
23
Bollerslev, Tim
22
Bouri, Elie
22
Wohar, Mark E.
21
Kumar, Dilip
20
Su, Chi-Wei
20
Xuan Vinh Vo
20
Balcilar, Mehmet
19
Tiwari, Aviral Kumar
19
Rashid, Abdul
18
Kang, Sang Hoon
16
MacDonald, Ronald
16
Mensi, Walid
16
Asai, Manabu
15
Apergēs, Nikolaos
14
Brooks, Robert
14
Cheung, Yin-Wong
14
Hegerty, Scott W.
14
Lee, Chien-chiang
14
Li, Jia
14
Wei, Yu
14
Andersen, Torben
13
Belke, Ansgar
13
Chiang, Thomas C.
13
Narayan, Paresh Kumar
13
Tauchen, George Eugene
13
Wang, Yudong
13
Yoon, Seong-min
13
Zhu, Huiming
13
Baharumshah, Ahmad Zubaidi
12
Malik, Farooq
12
McMillan, David G.
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Applied economics letters
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Finance research letters
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International journal of finance & economics : IJFE
2
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1
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
2
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
Saved in:
3
True or spurious long memory in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata
;
Gil-Alaña, Luis A.
;
Mokni, Khaled
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1543-1570
Persistent link: https://www.econbiz.de/10013440392
Saved in:
4
Globalization, long memory, and real interest rate convergence : a historical perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2331-2355
Persistent link: https://www.econbiz.de/10013440481
Saved in:
5
Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum
Antonakakis, Nikolaos
;
Christou, Christina
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
167
(
2021
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013269231
Saved in:
6
A fractional cointegration var analysis of exchange rate dynamics
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
Saved in:
7
High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
Saved in:
8
Volatility persistence in cryptocurrency markets under structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 680-691
Persistent link: https://www.econbiz.de/10012487193
Saved in:
9
An examination of trade-weighted real exchange rates based on fractional integration
Gil-Alaña, Luis A.
;
Trani, Tommaso
- In:
International economics : a journal published by CEPII …
158
(
2019
),
pp. 64-76
Persistent link: https://www.econbiz.de/10012318739
Saved in:
10
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
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