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subject:"United Kingdom"
~accessRights:"restricted"
~person:"Gil-Alaña, Luis A."
~subject:"Kapitaleinkommen"
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United Kingdom
Kapitaleinkommen
Estimation
63
Schätzung
63
Time series analysis
38
Zeitreihenanalyse
38
Fractional integration
31
Cointegration
27
Kointegration
27
Persistence
14
Theorie
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Theory
13
fractional integration
12
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Long memory
11
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Aktienmarkt
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Großbritannien
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Gil-Alaña, Luis A.
Gupta, Rangan
63
Zaremba, Adam
49
Wohar, Mark E.
20
Ma, Feng
16
Wang, Yudong
16
Balcilar, Mehmet
15
McMillan, David G.
15
Tiwari, Aviral Kumar
15
Long, Huaigang
14
Narayan, Paresh Kumar
14
Pierdzioch, Christian
14
Todorov, Viktor
13
Zhang, Yaojie
13
Bouri, Elie
12
Cakici, Nusret
11
Demirer, Rıza
11
Sehgal, Sanjay
11
Bollerslev, Tim
10
Chiang, Thomas C.
10
Kumar, Dilip
10
Xuan Vinh Vo
10
Bali, Turan G.
9
Caporale, Guglielmo Maria
9
Chiah, Mardy
9
Jawadi, Fredj
9
Li, Bin
9
Nonejad, Nima
9
Salisu, Afees A.
9
Yin, Libo
9
Zhu, Huiming
9
Umutlu, Mehmet
8
Yang, Chunpeng
8
Apergēs, Nikolaos
7
Bekiros, Stelios
7
Christou, Christina
7
Jareño, Francisco
7
Karathanasopoulos, Andreas
7
Kim, Jae H.
7
Lee, Chien-chiang
7
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Finance research letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Applied economics
1
Applied economics letters
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Review of development finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
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1
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
2
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:
3
Persistence, seasonality, and fractional integration within a nonlinear framework : evidence from US citizens' overseas travel
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Tourism economics : the business and finance of tourism …
28
(
2022
)
3
,
pp. 654-660
Persistent link: https://www.econbiz.de/10013267944
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
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
The cyclical structure of the UK inflation rate : 1210-2016
Gil-Alaña, Luis A.
;
Trani, Tommaso
- In:
Economics letters
181
(
2019
),
pp. 182-185
Persistent link: https://www.econbiz.de/10012121890
Saved in:
7
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 170-178
Persistent link: https://www.econbiz.de/10012205401
Saved in:
8
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
Saved in:
9
The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
3
,
pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
Saved in:
10
Unemployment rate cycles in Europe
Cuestas, Juan Carlos
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
24
(
2017
)
1/3
,
pp. 136-139
Persistent link: https://www.econbiz.de/10011703977
Saved in:
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