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~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Zhang, Wei"
~subject:"Efficient market hypothesis"
~subject:"Unit root test"
~subject:"long memory"
~type_genre:"Article in journal"
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Efficient market hypothesis
Unit root test
long memory
Time series analysis
178
Zeitreihenanalyse
178
Estimation
144
Schätzung
144
Theorie
106
Theory
106
China
94
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persistence
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22
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English
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Gil-Alaña, Luis A.
Zhang, Wei
Chang, Tsangyao
90
Taylor, Robert
55
Su, Chi-Wei
50
Leybourne, Stephen James
39
Narayan, Paresh Kumar
38
Westerlund, Joakim
37
Caporale, Guglielmo Maria
35
Phillips, Peter C. B.
34
Chang, Hsu-Ling
32
Harvey, David I.
28
Lee, Junsoo
27
Bahmani-Oskooee, Mohsen
26
Tiwari, Aviral Kumar
25
Gupta, Rangan
22
Lee, Chien-chiang
22
Omay, Tolga
22
Paul, Rodney J.
21
Ranjbar, Omid
21
Ramírez, Miguel D.
20
Weinbach, Andrew P.
20
Cook, Steven
19
Darné, Olivier
18
Smyth, Russell
18
Subrahmanyam, Avanidhar
18
Cavaliere, Giuseppe
17
Kochman, Ladd Michael
17
Perron, Pierre
17
Kim, Jae H.
16
Rodrigues, Paulo M. M.
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Baharumshah, Ahmad Zubaidi
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Holmes, Mark J.
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Nazlıoğlu, Şaban
15
Anoruo, Emmanuel
14
Lim, Kian-Ping
14
Metghalchi, Massoud
14
Payne, James E.
14
Christopulos, Dēmētrēs K.
13
Kapetanios, George
13
Plastun, Alex
13
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Applied economics
8
Economic modelling
5
Empirica : journal of european economics
4
Computational economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Applied economics letters
2
European review of economics and finance
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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Journal of economics and finance
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The journal of international trade & economic development
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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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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African journal of economic and sustainable development
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Applied financial economics
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Bulletin of economic research
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Canadian journal of agricultural economics : CJAE
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Eastern economic journal
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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Energy economics
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Finance research letters
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International journal of bonds and derivatives
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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 agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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Journal of applied economics
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Journal of economic studies
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Journal of quantitative economics
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Journal of quantitative economics : official journal of the Indian Econometric Society
1
Journal of the Japanese and international economies : an international journal ; JJIE
1
Oxford bulletin of economics and statistics
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Review of behavioral finance : RBF
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ECONIS (ZBW)
73
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1
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
2
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
Saved in:
3
The behaviour of real interest rates : new evidence from a "suprasecular" perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
International finance : the only journal bridging the …
25
(
2022
)
1
,
pp. 46-64
Persistent link: https://www.econbiz.de/10013183818
Saved in:
4
The impact of COVID-19 on the Spanish tourism sector
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Tourism economics : the business and finance of tourism …
28
(
2022
)
3
,
pp. 646-653
Persistent link: https://www.econbiz.de/10013267943
Saved in:
5
Limits of arbitrage and mispricing : evidence from mergers and acquisitions
Ma, Qingzhong
;
Whidbee, David A.
;
Zhang, Wei
- In:
Review of behavioral finance : RBF
14
(
2022
)
5
,
pp. 854-874
Persistent link: https://www.econbiz.de/10013453780
Saved in:
6
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:
7
Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Bulletin of economic research
74
(
2022
)
1
,
pp. 123-134
Persistent link: https://www.econbiz.de/10012819299
Saved in:
8
Modelling stock market data in China : cisis and Coronavirus
Cristofaro, Lorenzo
;
Gil-Alaña, Luis A.
;
Chen, Zhongfei
; …
- In:
Finance research letters
41
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013336246
Saved in:
9
Persistence in the private debt-t- GDP ratio : evidence from 43 OECD countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics
53
(
2021
)
43
,
pp. 5018-5027
Persistent link: https://www.econbiz.de/10012609922
Saved in:
10
Measuring the degree of persistence in the U.S. economic policy uncertainty index
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Applied economics letters
27
(
2020
)
10
,
pp. 831-835
Persistent link: https://www.econbiz.de/10012266923
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