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~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Haan, Jakob de"
~subject:"Kapitaleinkommen"
~subject:"United Kingdom"
~type_genre:"Article in journal"
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Kapitaleinkommen
United Kingdom
Time series analysis
178
Zeitreihenanalyse
178
Estimation
151
Schätzung
151
Theorie
87
Theory
87
USA
84
United States
84
Welt
72
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72
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70
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70
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55
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44
fractional integration
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42
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42
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81
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Gil-Alaña, Luis A.
Haan, Jakob de
Gupta, Rangan
138
Zaremba, Adam
95
Machin, Stephen
88
McMillan, David G.
87
Wohar, Mark E.
70
Narayan, Paresh Kumar
69
Wright, Mike
68
Blundell, Richard W.
65
Taylor, Mark P.
60
Crafts, Nicholas
57
Caporale, Guglielmo Maria
56
Mills, Terence C.
51
Faff, Robert W.
49
Harris, Richard I. D.
49
Bryson, Alex
48
Disney, Richard
47
Bouri, Elie
45
Minford, Patrick
45
Cuthbertson, Keith
44
Jenkins, Stephen
44
Green, Francis
42
Ma, Feng
42
Propper, Carol
42
Cakici, Nusret
41
Dolton, Peter J.
41
Fletcher, Jonathan
41
Bali, Turan G.
40
Brown, Sarah
40
Peel, David
40
Greenaway, David
39
Gregg, Paul
39
Scott, Peter
39
Tiwari, Aviral Kumar
39
Van Reenen, John
39
Booth, Alison L.
38
Burgess, Simon M.
38
Girma, Sourafel
38
Apergēs, Nikolaos
37
Clare, Andrew D.
37
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Applied economics letters
6
Applied economics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Finance research letters
4
International journal of finance & economics : IJFE
4
Economics letters
3
Journal of economics and finance
3
Computational economics
2
Economia internazionale
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of theoretical and applied finance
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Journal of banking & finance
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Journal of economics and finance : JEF
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Journal of international money and finance
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Tourism economics : the business and finance of tourism and recreation
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Advances in quantitative analysis of finance and accounting : a research annual
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Annales d'économie et de statistique
1
Applied econometrics and international development
1
Applied financial economics
1
Applied financial economics letters
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Atlantic economic journal : AEJ
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Economic modelling
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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Economics bulletin : EB
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European review of economics and finance
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International Journal of Financial Studies : open access journal
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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International review of economics & finance : IREF
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International review of financial analysis
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Journal of applied econometrics
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Journal of common market studies : JCMS
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Journal of economic integration
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Oxford bulletin of economics and statistics
1
Recherches économiques de Louvain
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Research in international business and finance
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Review of development finance
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ECONIS (ZBW)
75
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
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
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:
6
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:
7
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:
8
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:
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
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
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