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~language:"eng"
~person:"Gil-Alaña, Luis A."
~subject:"Kapitaleinkommen"
~subject:"Structural break"
~type_genre:"Article in journal"
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Kapitaleinkommen
Structural break
Time series analysis
178
Zeitreihenanalyse
178
Estimation
129
Schätzung
129
USA
77
United States
77
Cointegration
66
Kointegration
66
Theorie
64
Theory
64
Fractional integration
58
fractional integration
48
Großbritannien
43
United Kingdom
43
Börsenkurs
41
Share price
41
Einheitswurzeltest
40
Unit root test
40
Persistence
39
Aktienmarkt
38
Stock market
38
Strukturbruch
38
Long memory
34
Capital income
30
Volatility
30
Volatilität
30
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28
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28
persistence
26
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24
long memory
24
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20
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20
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19
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18
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18
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18
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68
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56
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54
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2
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Gil-Alaña, Luis A.
Gupta, Rangan
138
Zaremba, Adam
99
Narayan, Paresh Kumar
82
McMillan, David G.
70
Wohar, Mark E.
67
Tiwari, Aviral Kumar
53
Bouri, Elie
50
Faff, Robert W.
45
Caporale, Guglielmo Maria
44
Cakici, Nusret
42
Bali, Turan G.
41
Ma, Feng
41
Wang, Yudong
41
Demirer, Rıza
37
Fletcher, Jonathan
37
Lee, Chien-chiang
37
Timmermann, Allan
37
Nguyen, Duc Khuong
35
Pierdzioch, Christian
35
Brooks, Robert
34
Chiang, Thomas C.
34
Sehgal, Sanjay
34
Zhang, Wei
34
Chang, Tsangyao
33
Hammoudeh, Shawkat
33
Shahzad, Syed Jawad Hussain
32
Titman, Sheridan
32
Apergēs, Nikolaos
30
Guidolin, Massimo
30
Zhang, Yaojie
30
Zhou, Guofu
30
Balcilar, Mehmet
29
Kumar, Dilip
29
Perron, Pierre
29
Ryu, Doojin
29
Xuan Vinh Vo
29
Lee, Bong-soo
27
Leybourne, Stephen James
27
Shen, Dehua
27
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Applied economics
5
Finance research letters
5
Journal of economics and finance
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Economics letters
3
Journal of economics and finance : JEF
3
Review of development finance
3
Applied economics letters
2
Computational economics
2
European review of economics and finance
2
International journal of finance & economics : IJFE
2
International journal of theoretical and applied finance
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Research in international business and finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied financial economics
1
Applied financial economics letters
1
Canadian journal of agricultural economics : CJAE
1
International advances in economic research
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
International economic journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of banking & finance
1
Journal of economics & business
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
Journal of quantitative economics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Journal of sustainable finance & investment
1
Latin American business review : journal of the Business Association of Latin American Studies (BALAS)
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Review of quantitative finance and accounting
1
Review of world economics
1
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
1
The journal of international trade & economic development
1
Tourism economics : the business and finance of tourism and recreation
1
Tourism management : research, policies, practice
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ECONIS (ZBW)
68
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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
Stock market indices and sustainability : a comparison between them
Dios-Alija, Teresa de
;
Río Caballero, Marta del
; …
- In:
Journal of sustainable finance & investment
14
(
2024
)
3
,
pp. 642-657
Persistent link: https://www.econbiz.de/10015053395
Saved in:
3
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:
4
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:
5
A test for the efficiency of Nigerian REITs stocks
Gil-Alaña, Luis A.
;
Umar, Hassana Babangida
;
Usman, …
- In:
Review of development finance
13
(
2023
)
2
,
pp. 35-43
Persistent link: https://www.econbiz.de/10014637440
Saved in:
6
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:
7
Inflation in the G7 countries : persistence and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Journal of economics and finance : JEF
46
(
2022
)
3
,
pp. 493-506
Persistent link: https://www.econbiz.de/10013442202
Saved in:
8
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:
9
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:
10
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
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