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~language:"eng"
~person:"Gil-Alaña, Luis A."
~subject:"Kapitaleinkommen"
~type:"article"
~type_genre:"Article in book"
~type_genre:"Article in journal"
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Kapitaleinkommen
Time series analysis
178
Zeitreihenanalyse
178
Estimation
129
Schätzung
129
USA
77
United States
77
Cointegration
66
Kointegration
66
Theorie
64
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64
Fractional integration
58
fractional integration
48
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43
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43
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41
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41
Einheitswurzeltest
40
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40
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39
Aktienmarkt
38
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38
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38
Strukturbruch
38
Long memory
34
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30
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28
persistence
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24
long memory
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30
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English
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Gil-Alaña, Luis A.
Gupta, Rangan
126
Zaremba, Adam
99
McMillan, David G.
68
Narayan, Paresh Kumar
59
Wohar, Mark E.
58
Bouri, Elie
48
Faff, Robert W.
45
Cakici, Nusret
42
Bali, Turan G.
41
Ma, Feng
41
Tiwari, Aviral Kumar
39
Wang, Yudong
38
Fletcher, Jonathan
37
Demirer, Rıza
36
Pierdzioch, Christian
35
Brooks, Robert
34
Chiang, Thomas C.
34
Sehgal, Sanjay
34
Zhang, Wei
34
Nguyen, Duc Khuong
32
Titman, Sheridan
32
Caporale, Guglielmo Maria
31
Zhang, Yaojie
30
Zhou, Guofu
30
Timmermann, Allan
29
Xuan Vinh Vo
28
Guidolin, Massimo
27
Ryu, Doojin
27
Shahzad, Syed Jawad Hussain
27
Shen, Dehua
27
Wei, K. C. John
27
Bollerslev, Tim
26
Hammoudeh, Shawkat
26
Lee, Bong-soo
26
Subrahmanyam, Avanidhar
26
Auer, Benjamin R.
25
Balcilar, Mehmet
25
Harvey, Campbell R.
25
Li, Bin
25
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Finance research letters
4
Applied economics letters
2
Computational economics
2
International journal of finance & economics : IJFE
2
International journal of theoretical and applied finance
2
Journal of economics and finance
2
Journal of economics and finance : JEF
2
Review of development finance
2
Applied financial economics
1
Applied financial economics letters
1
European review of economics and finance
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
Journal of sustainable finance & investment
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Research in international business and finance
1
Review of quantitative finance and accounting
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
30
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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
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:
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
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
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