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~isPartOf:"International journal of finance & economics : IJFE"
~person:"Aizenman, Joshua"
~person:"Gil-Alaña, Luis A."
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fractional integration
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Aizenman, Joshua
Gil-Alaña, Luis A.
Hochreiter, Eduard
15
Kanas, Angelos
15
Taylor, Mark P.
14
Cheung, Yin-Wong
13
Caporale, Guglielmo Maria
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International journal of finance & economics : IJFE
NBER working paper series
205
NBER Working Paper
191
Working paper / National Bureau of Economic Research, Inc.
189
NBER Working Papers
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Working Paper
98
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
17
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International review of economics & finance : IREF
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SFB 373 Discussion Paper
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SFB 373 Discussion Papers
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Economics letters
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Open economies review
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of international economics
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Tourism economics : the business and finance of tourism and recreation
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Journal of Development Economics
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Santa Cruz Center for International Economics, Working Paper Series
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The journal of international trade & economic development
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Journal of the Japanese and international economies : an international journal ; JJIE
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ECONIS (ZBW)
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1
Persistence and dependence in geopolitical risks in various developed and developing countries
Solarin Sakiru Adebola
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1488-1496
Persistent link: https://www.econbiz.de/10014253418
Saved in:
2
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:
3
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:
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
Determinants of financial stress and recovery during the great recession
Aizenman, Joshua
;
Pasricha, Gurnain Kaur
- In:
International journal of finance & economics : IJFE
17
(
2012
)
4
,
pp. 347-372
Persistent link: https://www.econbiz.de/10009689477
Saved in:
7
DETERMINANTS OF FINANCIAL STRESS AND RECOVERY DURING THE GREAT RECESSION
Aizenman, Joshua
;
Pasricha, Gurnain Kaur
- In:
International journal of finance & economics : IJFE
17
(
2012
)
4
,
pp. 347-373
Persistent link: https://www.econbiz.de/10010024314
Saved in:
8
Estimating persistence in the volatility of asset returns with signal plus noise models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International journal of finance & economics : IJFE
17
(
2012
)
1
,
pp. 23-30
Persistent link: https://www.econbiz.de/10009507857
Saved in:
9
Financial sector inefficiencies and the debt Laffer curve
Agénor, Pierre-Richard
;
Aizenman, Joshua
- In:
International journal of finance & economics : IJFE
10
(
2005
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10002608329
Saved in:
10
Financial sector inefficiencies and the debt Laffer curve
Agénor, Pierre-Richard
;
Aizenman, Joshua
- In:
International journal of finance & economics : IJFE
10
(
2005
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10007426570
Saved in:
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