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~person:"Gil-Alaña, Luis A."
~person:"López-Salido, José David"
~person:"Wang, Yun"
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Search: subject_exact:"Mean reversion"
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Gil-Alaña, Luis A.
López-Salido, José David
Wang, Yun
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1
Persistence and long run co-movements across stock market prices
Gil-Alaña, Luis A.
;
Infante, Juan
;
Martín-Valmayor, …
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 347-357
Persistent link: https://www.econbiz.de/10014429885
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2
Long memory and mean reversion in real exchange rates in Latin America
Gil-Alaña, Luis A.
;
Sauci, Laura
- In:
Applied economics
50
(
2018
)
29
,
pp. 3148-3155
Persistent link: https://www.econbiz.de/10012037549
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3
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
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4
Credit-market sentiment and the business cycle
López-Salido, José David
;
Stein, Jeremy C.
; …
- In:
The quarterly journal of economics
132
(
2017
)
3
,
pp. 1373-1426
Persistent link: https://www.econbiz.de/10012029720
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5
Distribution of the mean reversion estimator in the Ornstein-Uhlenbeck process
Bao, Yong
;
Ullah, Aman
;
Wang, Yun
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 1039-1056
Persistent link: https://www.econbiz.de/10011795564
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6
Credit-market sentiment and the business cycle
López-Salido, José David
;
Stein, Jeremy C.
; …
-
2016
Persistent link: https://www.econbiz.de/10011431706
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7
Bias in the estimation of mean reversion in continuous-time Lévy processes
Bao, Yong
;
Ullah, Aman
;
Wang, Yun
;
Yu, Jun
- In:
Economics letters
134
(
2015
),
pp. 16-19
Persistent link: https://www.econbiz.de/10011432138
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