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~language:"eng"
~person:"Gil-Alaña, Luis A."
~subject:"EU countries"
~subject:"Indien"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Hochschulschrift"
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Indien
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Time series analysis
172
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172
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126
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126
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75
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75
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64
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64
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59
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Gil-Alaña, Luis A.
Gupta, Rangan
165
Tiwari, Aviral Kumar
119
Bouri, Elie
90
Ghosh, Saibal
89
Ma, Feng
87
Bahmani-Oskooee, Mohsen
86
Kamaiah, Bandi
84
Belke, Ansgar
81
Gros, Daniel
77
Apergēs, Nikolaos
76
McAleer, Michael
76
Khare, Arpita
74
Hammoudeh, Shawkat
73
De Grauwe, Paul
72
Caporale, Guglielmo Maria
64
Reddy, Y. V.
62
Kang, Sang Hoon
59
Chevallier, Julien
58
Jain, Pramod Kumar
57
Eichengreen, Barry
56
Rangarajan, Chakravarthi
54
Williams, Colin C.
53
Bollerslev, Tim
52
Haan, Jakob de
52
Sehgal, Sanjay
52
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52
Xuan Vinh Vo
52
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51
Mensi, Walid
51
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Sen, Kunal
50
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49
Sosvilla-Rivero, Simón
49
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48
Gaiha, Raghav
47
Pierdzioch, Christian
47
Jha, Raghbendra
46
Pradhan, Rudra Prakash
46
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46
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Applied economics letters
3
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3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
Empirica : journal of european economics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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International journal of theoretical and applied finance
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1
Journal of quantitative economics : official journal of the Indian Econometric Society
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ECONIS (ZBW)
51
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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
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
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:
4
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:
5
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:
6
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
Saved in:
7
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
Saved in:
8
Self-employment by gender in the EU : convergence and clusters
Faria, João Ricardo
;
Cuestas, Juan Carlos
;
Gil-Alaña, …
- In:
Empirica : journal of european economics
48
(
2021
)
3
,
pp. 717-741
Persistent link: https://www.econbiz.de/10012588135
Saved in:
9
A fractional cointegration var analysis of exchange rate dynamics
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
Saved in:
10
High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
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