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~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Haan, Jakob de"
~person:"Narayan, Paresh Kumar"
~type_genre:"Article in journal"
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Gil-Alaña, Luis A.
Haan, Jakob de
Narayan, Paresh Kumar
Baer, Werner
20
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Lee, Cheng F.
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Bouri, Elie
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Applied economics
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European journal of political economy
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Journal of international financial markets, institutions & money
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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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
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, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
Saved in:
4
Measuring inequality persistence in OECD 1963-2008 using fractional integration and cointegration
Gil-Alaña, Luis A.
;
Škare, Marinko
; …
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 65-72
Persistent link: https://www.econbiz.de/10012176225
Saved in:
5
Spread determinants and the day-of-the-week effect
Narayan, Paresh Kumar
;
Mishra, Sagarika
;
Narayan, Seema
- In:
The quarterly review of economics and finance : journal …
54
(
2014
)
1
,
pp. 51-60
Persistent link: https://www.econbiz.de/10010468792
Saved in:
6
Modelling the US interest rate in terms of I(d) statistical models
Gil-Alaña, Luis A.
- In:
The quarterly review of economics and finance : journal …
44
(
2004
)
4
,
pp. 475-486
Persistent link: https://www.econbiz.de/10002375547
Saved in:
7
Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
The quarterly review of economics and finance : journal …
42
(
2002
)
3
,
pp. 599-609
Persistent link: https://www.econbiz.de/10001712171
Saved in:
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