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subject:"Share price"
subject:"Stock index"
~person:"Gil-Alaña, Luis A."
~subject:"Kaufkraftparität"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Share price
Stock index
Kaufkraftparität
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Estimation
126
Schätzung
126
Time series analysis
80
Zeitreihenanalyse
80
Cointegration
48
Kointegration
48
Fractional integration
43
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32
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25
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22
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Gil-Alaña, Luis A.
Gupta, Rangan
83
Bahmani-Oskooee, Mohsen
68
Chang, Tsangyao
54
Wohar, Mark E.
38
Caporale, Guglielmo Maria
37
Tiwari, Aviral Kumar
37
McMillan, David G.
35
Pierdzioch, Christian
34
Zaremba, Adam
34
Narayan, Paresh Kumar
33
Ma, Feng
30
Bouri, Elie
27
McAleer, Michael
26
Balcilar, Mehmet
25
Bollerslev, Tim
25
Todorov, Viktor
25
Lee, Chien-chiang
24
Xuan Vinh Vo
24
Su, Chi-Wei
22
Kumar, Dilip
21
Apergēs, Nikolaos
19
Rashid, Abdul
19
Belke, Ansgar
18
Brooks, Robert
18
Chiang, Thomas C.
18
MacDonald, Ronald
17
Salisu, Afees A.
17
Wang, Yudong
17
Cheung, Yin-Wong
16
Jawadi, Fredj
16
Kang, Sang Hoon
16
Mensi, Walid
16
Zhang, Yaojie
16
Asai, Manabu
15
Demirer, Rıza
15
Wei, Yu
15
Yoon, Seong-min
15
Bali, Turan G.
14
Bohl, Martin T.
14
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International journal of finance & economics : IJFE
3
Applied economics letters
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Finance research letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of economics & finance : IREF
2
Research in international business and finance
2
Review of development finance
2
Review of financial economics : RFE
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
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1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
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1
The North American journal of economics and finance : a journal of financial economics studies
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The South African journal of economics
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ECONIS (ZBW)
37
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37
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1
Stock market linkages between the ASEAN countries, China and the US : a fractional integration/cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
5
,
pp. 1502-1514
Persistent link: https://www.econbiz.de/10013167095
Saved in:
2
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:
3
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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