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~language:"eng"
~language:"hrv"
~person:"Gil-Alaña, Luis A."
~subject:"Einheitswurzeltest"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
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Einheitswurzeltest
USA
Volatility
Time series analysis
172
Zeitreihenanalyse
172
Estimation
126
Schätzung
126
United States
75
Cointegration
64
Kointegration
64
Theorie
59
Theory
59
Fractional integration
55
fractional integration
44
Großbritannien
43
United Kingdom
43
Unit root test
39
Persistence
38
Structural break
38
Strukturbruch
38
Börsenkurs
37
Share price
37
Aktienmarkt
36
Stock market
36
Long memory
34
Volatilität
30
Capital income
28
Kapitaleinkommen
28
Arbeitslosigkeit
27
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27
persistence
25
Inflation
24
long memory
21
Welt
20
World
20
EU countries
19
EU-Staaten
19
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18
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18
Spain
18
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128
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128
Arbeitspapier
122
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Graue Literatur
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Gil-Alaña, Luis A.
Gupta, Rangan
244
Bahmani-Oskooee, Mohsen
186
Cebula, Richard J.
174
Wohar, Mark E.
111
Neumark, David
104
Chang, Tsangyao
103
Viscusi, W. Kip
100
Bouri, Elie
98
Uri, Noel Dean
97
Poterba, James M.
94
Tiwari, Aviral Kumar
94
Caporale, Guglielmo Maria
89
Gruber, Jonathan
88
Ma, Feng
88
McAleer, Michael
88
Hammoudeh, Shawkat
84
Madura, Jeff
82
Apergēs, Nikolaos
81
Serletis, Apostolos
80
Glaeser, Edward L.
79
Krueger, Alan B.
79
Partridge, Mark D.
79
Payne, James E.
77
Jorgenson, Dale Weldeau
74
Auerbach, Alan J.
73
Burkhauser, Richard V.
73
Heckman, James J.
73
Narayan, Paresh Kumar
72
Cutler, David M.
70
Feldstein, Martin S.
70
Card, David E.
69
Mixon, Franklin G.
69
Mishra, Ashok K.
68
Sirmans, Clemon F.
68
Audretsch, David B.
65
Slemrod, Joel
65
Taylor, Robert
65
Ewing, Bradley T.
64
Fabozzi, Frank J.
64
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Applied economics
9
Applied economics letters
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Economic modelling
6
Economics letters
5
Empirica : journal of european economics
4
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
4
International journal of finance & economics : IJFE
4
Journal of economics and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied financial economics
3
European review of economics and finance
3
Finance research letters
3
International review of financial analysis
3
Journal of banking & finance
3
Journal of forecasting
3
Journal of policy modeling : JPMOD ; a social science forum of world issues
3
Research in international business and finance
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy economics
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
Oxford bulletin of economics and statistics
2
Review of financial economics : RFE
2
Review of quantitative finance and accounting
2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
2
Tourism economics : the business and finance of tourism and recreation
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Annales d'économie et de statistique
1
Applied financial economics letters
1
Canadian journal of agricultural economics : CJAE
1
Computational economics
1
Eastern economic journal
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
German economic review
1
IMA journal of management mathematics
1
International Journal of Financial Studies : open access journal
1
International advances in economic research
1
International journal of theoretical and applied finance
1
Journal of Asian economics
1
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ECONIS (ZBW)
128
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1
Fractional cointegration between energy imports to the EURO area and exchange rates to the US dollar
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Monge …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
2
,
pp. 859-882
Persistent link: https://www.econbiz.de/10014519716
Saved in:
2
The influence of economic policy uncertainty shocks on art market
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Applied economics
55
(
2023
)
29
,
pp. 3404-3421
Persistent link: https://www.econbiz.de/10014299160
Saved in:
3
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:
4
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:
5
Measuring volatility persistence in leveraged loan markets in the presence of structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 141-152
Persistent link: https://www.econbiz.de/10013334550
Saved in:
6
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
7
Persistence in commodity prices
Gil-Alaña, Luis A.
;
Villanueva, Cecilia Font de
- In:
Journal of agricultural and resource economics : JARE ; …
47
(
2022
)
2
,
pp. 262-277
Persistent link: https://www.econbiz.de/10013285487
Saved in:
8
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:
9
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:
10
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
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